CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 01-Feb-2018

Day Change Summary
	Previous	Current
	31-Jan-2018	01-Feb-2018	Change	Change %	Previous Week
Open	0.8110	0.8128	0.0018	0.2%	0.8017
High	0.8168	0.8163	-0.0006	-0.1%	0.8146
Low	0.8103	0.8114	0.0011	0.1%	0.8007
Close	0.8133	0.8153	0.0020	0.3%	0.8122
Range	0.0066	0.0049	-0.0017	-25.2%	0.0139
ATR	0.0059	0.0058	-0.0001	-1.2%	0.0000
Volume	103,444	70,472	-32,972	-31.9%	405,931

Daily Pivots for day following 01-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8290	0.8271	0.8180
R3	0.8241	0.8222	0.8166
R2	0.8192	0.8192	0.8162
R1	0.8173	0.8173	0.8157	0.8182
PP	0.8143	0.8143	0.8143	0.8148
S1	0.8124	0.8124	0.8149	0.8133
S2	0.8094	0.8094	0.8144
S3	0.8045	0.8075	0.8140
S4	0.7996	0.8026	0.8126

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8510	0.8455	0.8198
R3	0.8370	0.8316	0.8160
R2	0.8231	0.8231	0.8147
R1	0.8176	0.8176	0.8134	0.8204
PP	0.8091	0.8091	0.8091	0.8105
S1	0.8037	0.8037	0.8109	0.8064
S2	0.7952	0.7952	0.8096
S3	0.7812	0.7897	0.8083
S4	0.7673	0.7758	0.8045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8168	0.8074	0.0094	1.2%	0.0052	0.6%	84%	False	False	77,006
10	0.8168	0.8000	0.0168	2.1%	0.0056	0.7%	91%	False	False	76,395
20	0.8168	0.7949	0.0220	2.7%	0.0062	0.8%	93%	False	False	83,310
40	0.8168	0.7753	0.0416	5.1%	0.0057	0.7%	96%	False	False	64,681
60	0.8168	0.7753	0.0416	5.1%	0.0054	0.7%	96%	False	False	43,313
80	0.8168	0.7753	0.0416	5.1%	0.0051	0.6%	96%	False	False	32,524
100	0.8275	0.7753	0.0522	6.4%	0.0052	0.6%	77%	False	False	26,037

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8371
2.618	0.8291
1.618	0.8242
1.000	0.8212
0.618	0.8193
HIGH	0.8163
0.618	0.8144
0.500	0.8138
0.382	0.8132
LOW	0.8114
0.618	0.8083
1.000	0.8065
1.618	0.8034
2.618	0.7985
4.250	0.7905

Fisher Pivots for day following 01-Feb-2018
Pivot	1 day	3 day
R1	0.8148	0.8144
PP	0.8143	0.8134
S1	0.8138	0.8125

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These figures are updated between 7pm and 10pm EST after a trading day.

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