CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 16-Feb-2018

Day Change Summary
	Previous	Current
	15-Feb-2018	16-Feb-2018	Change	Change %	Previous Week
Open	0.8007	0.8014	0.0008	0.1%	0.7948
High	0.8025	0.8035	0.0010	0.1%	0.8035
Low	0.7980	0.7960	-0.0020	-0.3%	0.7908
Close	0.8009	0.7970	-0.0039	-0.5%	0.7970
Range	0.0046	0.0075	0.0029	64.8%	0.0127
ATR	0.0062	0.0063	0.0001	1.5%	0.0000
Volume	65,791	67,266	1,475	2.2%	343,183

Daily Pivots for day following 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8213	0.8166	0.8011
R3	0.8138	0.8091	0.7991
R2	0.8063	0.8063	0.7984
R1	0.8017	0.8017	0.7977	0.8002
PP	0.7988	0.7988	0.7988	0.7981
S1	0.7942	0.7942	0.7963	0.7927
S2	0.7913	0.7913	0.7956
S3	0.7838	0.7867	0.7949
S4	0.7763	0.7792	0.7929

Weekly Pivots for week ending 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8350	0.8287	0.8040
R3	0.8224	0.8160	0.8005
R2	0.8097	0.8097	0.7993
R1	0.8034	0.8034	0.7982	0.8066
PP	0.7971	0.7971	0.7971	0.7987
S1	0.7907	0.7907	0.7958	0.7939
S2	0.7844	0.7844	0.7947
S3	0.7718	0.7781	0.7935
S4	0.7591	0.7654	0.7900

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8035	0.7908	0.0127	1.6%	0.0060	0.8%	49%	True	False	68,636
10	0.8070	0.7881	0.0190	2.4%	0.0062	0.8%	47%	False	False	88,690
20	0.8168	0.7881	0.0288	3.6%	0.0062	0.8%	31%	False	False	85,903
40	0.8168	0.7777	0.0391	4.9%	0.0061	0.8%	49%	False	False	80,252
60	0.8168	0.7753	0.0416	5.2%	0.0059	0.7%	52%	False	False	60,088
80	0.8168	0.7753	0.0416	5.2%	0.0055	0.7%	52%	False	False	45,129
100	0.8168	0.7753	0.0416	5.2%	0.0053	0.7%	52%	False	False	36,127
120	0.8290	0.7753	0.0537	6.7%	0.0056	0.7%	41%	False	False	30,120

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8353
2.618	0.8231
1.618	0.8156
1.000	0.8109
0.618	0.8081
HIGH	0.8035
0.618	0.8006
0.500	0.7997
0.382	0.7988
LOW	0.7960
0.618	0.7913
1.000	0.7885
1.618	0.7838
2.618	0.7763
4.250	0.7641

Fisher Pivots for day following 16-Feb-2018
Pivot	1 day	3 day
R1	0.7997	0.7971
PP	0.7988	0.7971
S1	0.7979	0.7970

Download as Excel Spreadsheet

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

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