CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 07-Feb-2018

Day Change Summary
	Previous	Current
	06-Feb-2018	07-Feb-2018	Change	Change %	Previous Week
Open	0.7982	0.8005	0.0023	0.3%	0.8117
High	0.8008	0.8006	-0.0002	0.0%	0.8168
Low	0.7960	0.7953	-0.0007	-0.1%	0.8044
Close	0.7990	0.7958	-0.0033	-0.4%	0.8077
Range	0.0048	0.0053	0.0005	10.4%	0.0125
ATR	0.0064	0.0063	-0.0001	-1.2%	0.0000
Volume	126,650	77,626	-49,024	-38.7%	425,239

Daily Pivots for day following 07-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8131	0.8097	0.7987
R3	0.8078	0.8044	0.7972
R2	0.8025	0.8025	0.7967
R1	0.7991	0.7991	0.7962	0.7982
PP	0.7972	0.7972	0.7972	0.7967
S1	0.7938	0.7938	0.7953	0.7929
S2	0.7919	0.7919	0.7948
S3	0.7866	0.7885	0.7943
S4	0.7813	0.7832	0.7928

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	0.8163	0.7953	0.0210	2.6%	0.0073	0.9%	2%	False	True	99,683
10	0.8168	0.7953	0.0215	2.7%	0.0064	0.8%	2%	False	True	92,900
20	0.8168	0.7949	0.0220	2.8%	0.0065	0.8%	4%	False	False	90,076
40	0.8168	0.7753	0.0416	5.2%	0.0059	0.7%	49%	False	False	74,962
60	0.8168	0.7753	0.0416	5.2%	0.0056	0.7%	49%	False	False	50,437
80	0.8168	0.7753	0.0416	5.2%	0.0054	0.7%	49%	False	False	37,869
100	0.8250	0.7753	0.0498	6.3%	0.0053	0.7%	41%	False	False	30,313

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8231
2.618	0.8145
1.618	0.8092
1.000	0.8059
0.618	0.8039
HIGH	0.8006
0.618	0.7986
0.500	0.7980
0.382	0.7973
LOW	0.7953
0.618	0.7920
1.000	0.7900
1.618	0.7867
2.618	0.7814
4.250	0.7728

Fisher Pivots for day following 07-Feb-2018
Pivot	1 day	3 day
R1	0.7980	0.8012
PP	0.7972	0.7994
S1	0.7965	0.7976

Download as Excel Spreadsheet

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

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