CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 08-Feb-2018

Day Change Summary
	Previous	Current
	07-Feb-2018	08-Feb-2018	Change	Change %	Previous Week
Open	0.8005	0.7956	-0.0049	-0.6%	0.8117
High	0.8006	0.7974	-0.0033	-0.4%	0.8168
Low	0.7953	0.7930	-0.0023	-0.3%	0.8044
Close	0.7958	0.7947	-0.0011	-0.1%	0.8077
Range	0.0053	0.0044	-0.0010	-17.9%	0.0125
ATR	0.0063	0.0062	-0.0001	-2.2%	0.0000
Volume	77,626	107,309	29,683	38.2%	425,239

Daily Pivots for day following 08-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8081	0.8057	0.7970
R3	0.8037	0.8014	0.7958
R2	0.7994	0.7994	0.7954
R1	0.7970	0.7970	0.7950	0.7960
PP	0.7950	0.7950	0.7950	0.7945
S1	0.7927	0.7927	0.7943	0.7917
S2	0.7907	0.7907	0.7939
S3	0.7863	0.7883	0.7935
S4	0.7820	0.7840	0.7923

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	0.7930	0.0233	2.9%	0.0072	0.9%	7%	False	True	107,050
10	0.8168	0.7930	0.0238	3.0%	0.0062	0.8%	7%	False	True	92,028
20	0.8168	0.7930	0.0238	3.0%	0.0062	0.8%	7%	False	True	89,739
40	0.8168	0.7753	0.0416	5.2%	0.0060	0.8%	47%	False	False	77,128
60	0.8168	0.7753	0.0416	5.2%	0.0056	0.7%	47%	False	False	52,224
80	0.8168	0.7753	0.0416	5.2%	0.0054	0.7%	47%	False	False	39,209
100	0.8217	0.7753	0.0465	5.8%	0.0053	0.7%	42%	False	False	31,385

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8158
2.618	0.8087
1.618	0.8044
1.000	0.8017
0.618	0.8000
HIGH	0.7974
0.618	0.7957
0.500	0.7952
0.382	0.7947
LOW	0.7930
0.618	0.7903
1.000	0.7887
1.618	0.7860
2.618	0.7816
4.250	0.7745

Fisher Pivots for day following 08-Feb-2018
Pivot	1 day	3 day
R1	0.7952	0.7969
PP	0.7950	0.7961
S1	0.7948	0.7954

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

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