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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |