CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 12-Feb-2018

Day Change Summary
	Previous	Current
	09-Feb-2018	12-Feb-2018	Change	Change %	Previous Week
Open	0.7942	0.7948	0.0005	0.1%	0.8038
High	0.7965	0.7968	0.0003	0.0%	0.8070
Low	0.7881	0.7925	0.0044	0.6%	0.7881
Close	0.7931	0.7931	0.0000	0.0%	0.7931
Range	0.0084	0.0043	-0.0041	-48.8%	0.0190
ATR	0.0063	0.0062	-0.0001	-2.3%	0.0000
Volume	131,444	59,024	-72,420	-55.1%	543,717

Daily Pivots for day following 12-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8070	0.8043	0.7954
R3	0.8027	0.8000	0.7942
R2	0.7984	0.7984	0.7938
R1	0.7957	0.7957	0.7934	0.7949
PP	0.7941	0.7941	0.7941	0.7937
S1	0.7914	0.7914	0.7927	0.7906
S2	0.7898	0.7898	0.7923
S3	0.7855	0.7871	0.7919
S4	0.7812	0.7828	0.7907

Weekly Pivots for week ending 09-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8529	0.8420	0.8035
R3	0.8340	0.8230	0.7983
R2	0.8150	0.8150	0.7966
R1	0.8041	0.8041	0.7948	0.8001
PP	0.7961	0.7961	0.7961	0.7941
S1	0.7851	0.7851	0.7914	0.7811
S2	0.7771	0.7771	0.7896
S3	0.7582	0.7662	0.7879
S4	0.7392	0.7472	0.7827

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8008	0.7881	0.0127	1.6%	0.0054	0.7%	39%	False	False	100,410
10	0.8168	0.7881	0.0288	3.6%	0.0065	0.8%	17%	False	False	96,205
20	0.8168	0.7881	0.0288	3.6%	0.0063	0.8%	17%	False	False	90,179
40	0.8168	0.7753	0.0416	5.2%	0.0060	0.8%	43%	False	False	79,927
60	0.8168	0.7753	0.0416	5.2%	0.0057	0.7%	43%	False	False	55,373
80	0.8168	0.7753	0.0416	5.2%	0.0055	0.7%	43%	False	False	41,585
100	0.8200	0.7753	0.0448	5.6%	0.0053	0.7%	40%	False	False	33,287

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	0.0016
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8150
2.618	0.8080
1.618	0.8037
1.000	0.8010
0.618	0.7994
HIGH	0.7968
0.618	0.7951
0.500	0.7946
0.382	0.7941
LOW	0.7925
0.618	0.7898
1.000	0.7882
1.618	0.7855
2.618	0.7812
4.250	0.7742

Fisher Pivots for day following 12-Feb-2018
Pivot	1 day	3 day
R1	0.7946	0.7929
PP	0.7941	0.7928
S1	0.7936	0.7927

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

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