CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 05-Feb-2018

Day Change Summary
	Previous	Current
	02-Feb-2018	05-Feb-2018	Change	Change %	Previous Week
Open	0.8155	0.8038	-0.0117	-1.4%	0.8117
High	0.8163	0.8070	-0.0093	-1.1%	0.8168
Low	0.8044	0.7975	-0.0069	-0.9%	0.8044
Close	0.8077	0.7999	-0.0078	-1.0%	0.8077
Range	0.0120	0.0095	-0.0025	-20.5%	0.0125
ATR	0.0063	0.0065	0.0003	4.5%	0.0000
Volume	122,981	100,688	-22,293	-18.1%	425,239

Daily Pivots for day following 05-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8300	0.8244	0.8051
R3	0.8205	0.8149	0.8025
R2	0.8110	0.8110	0.8016
R1	0.8054	0.8054	0.8007	0.8034
PP	0.8015	0.8015	0.8015	0.8005
S1	0.7959	0.7959	0.7990	0.7939
S2	0.7920	0.7920	0.7981
S3	0.7825	0.7864	0.7972
S4	0.7730	0.7769	0.7946

Weekly Pivots for week ending 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8470	0.8398	0.8145
R3	0.8345	0.8273	0.8111
R2	0.8221	0.8221	0.8099
R1	0.8149	0.8149	0.8088	0.8122
PP	0.8096	0.8096	0.8096	0.8083
S1	0.8024	0.8024	0.8065	0.7998
S2	0.7972	0.7972	0.8054
S3	0.7847	0.7900	0.8042
S4	0.7723	0.7775	0.8008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8168	0.7975	0.0193	2.4%	0.0075	0.9%	12%	False	True	92,000
10	0.8168	0.7975	0.0193	2.4%	0.0066	0.8%	12%	False	True	89,525
20	0.8168	0.7949	0.0220	2.7%	0.0065	0.8%	23%	False	False	86,061
40	0.8168	0.7753	0.0416	5.2%	0.0059	0.7%	59%	False	False	70,138
60	0.8168	0.7753	0.0416	5.2%	0.0055	0.7%	59%	False	False	47,037
80	0.8168	0.7753	0.0416	5.2%	0.0054	0.7%	59%	False	False	35,318
100	0.8250	0.7753	0.0498	6.2%	0.0053	0.7%	49%	False	False	28,272

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8474
2.618	0.8319
1.618	0.8224
1.000	0.8165
0.618	0.8129
HIGH	0.8070
0.618	0.8034
0.500	0.8023
0.382	0.8011
LOW	0.7975
0.618	0.7916
1.000	0.7880
1.618	0.7821
2.618	0.7726
4.250	0.7571

Fisher Pivots for day following 05-Feb-2018
Pivot	1 day	3 day
R1	0.8023	0.8069
PP	0.8015	0.8046
S1	0.8007	0.8022

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

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