CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 14-Feb-2018

Day Change Summary
	Previous	Current
	13-Feb-2018	14-Feb-2018	Change	Change %	Previous Week
Open	0.7951	0.7945	-0.0006	-0.1%	0.8038
High	0.7960	0.8009	0.0049	0.6%	0.8070
Low	0.7923	0.7908	-0.0015	-0.2%	0.7881
Close	0.7945	0.7990	0.0045	0.6%	0.7931
Range	0.0037	0.0101	0.0064	173.0%	0.0190
ATR	0.0060	0.0063	0.0003	4.8%	0.0000
Volume	63,136	87,966	24,830	39.3%	543,717

Daily Pivots for day following 14-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8272	0.8232	0.8045
R3	0.8171	0.8131	0.8017
R2	0.8070	0.8070	0.8008
R1	0.8030	0.8030	0.7999	0.8050
PP	0.7969	0.7969	0.7969	0.7979
S1	0.7929	0.7929	0.7980	0.7949
S2	0.7868	0.7868	0.7971
S3	0.7767	0.7828	0.7962
S4	0.7666	0.7727	0.7934

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	0.8009	0.7881	0.0129	1.6%	0.0062	0.8%	85%	True	False	89,775
10	0.8163	0.7881	0.0283	3.5%	0.0067	0.8%	39%	False	False	94,729
20	0.8168	0.7881	0.0288	3.6%	0.0062	0.8%	38%	False	False	85,751
40	0.8168	0.7753	0.0416	5.2%	0.0059	0.7%	57%	False	False	79,645
60	0.8168	0.7753	0.0416	5.2%	0.0058	0.7%	57%	False	False	57,883
80	0.8168	0.7753	0.0416	5.2%	0.0055	0.7%	57%	False	False	43,472
100	0.8168	0.7753	0.0416	5.2%	0.0053	0.7%	57%	False	False	34,797

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8438
2.618	0.8273
1.618	0.8172
1.000	0.8110
0.618	0.8071
HIGH	0.8009
0.618	0.7970
0.500	0.7959
0.382	0.7947
LOW	0.7908
0.618	0.7846
1.000	0.7807
1.618	0.7745
2.618	0.7644
4.250	0.7479

Fisher Pivots for day following 14-Feb-2018
Pivot	1 day	3 day
R1	0.7979	0.7979
PP	0.7969	0.7969
S1	0.7959	0.7959

Download as Excel Spreadsheet

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

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