CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 06-Feb-2018

Day Change Summary
	Previous	Current
	05-Feb-2018	06-Feb-2018	Change	Change %	Previous Week
Open	0.8038	0.7982	-0.0056	-0.7%	0.8117
High	0.8070	0.8008	-0.0063	-0.8%	0.8168
Low	0.7975	0.7960	-0.0015	-0.2%	0.8044
Close	0.7999	0.7990	-0.0009	-0.1%	0.8077
Range	0.0095	0.0048	-0.0047	-49.5%	0.0125
ATR	0.0065	0.0064	-0.0001	-1.9%	0.0000
Volume	100,688	126,650	25,962	25.8%	425,239

Daily Pivots for day following 06-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8130	0.8108	0.8016
R3	0.8082	0.8060	0.8003
R2	0.8034	0.8034	0.7999
R1	0.8012	0.8012	0.7994	0.8023
PP	0.7986	0.7986	0.7986	0.7991
S1	0.7964	0.7964	0.7986	0.7975
S2	0.7938	0.7938	0.7981
S3	0.7890	0.7916	0.7977
S4	0.7842	0.7868	0.7964

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	0.7960	0.0208	2.6%	0.0075	0.9%	15%	False	True	104,847
10	0.8168	0.7960	0.0208	2.6%	0.0066	0.8%	15%	False	True	95,717
20	0.8168	0.7949	0.0220	2.7%	0.0065	0.8%	19%	False	False	89,315
40	0.8168	0.7753	0.0416	5.2%	0.0059	0.7%	57%	False	False	73,229
60	0.8168	0.7753	0.0416	5.2%	0.0056	0.7%	57%	False	False	49,145
80	0.8168	0.7753	0.0416	5.2%	0.0054	0.7%	57%	False	False	36,901
100	0.8250	0.7753	0.0498	6.2%	0.0053	0.7%	48%	False	False	29,538

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8211
2.618	0.8133
1.618	0.8085
1.000	0.8055
0.618	0.8037
HIGH	0.8008
0.618	0.7989
0.500	0.7984
0.382	0.7978
LOW	0.7960
0.618	0.7930
1.000	0.7912
1.618	0.7882
2.618	0.7834
4.250	0.7756

Fisher Pivots for day following 06-Feb-2018
Pivot	1 day	3 day
R1	0.7988	0.8061
PP	0.7986	0.8038
S1	0.7984	0.8014

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

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