CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 20-Feb-2018

Day Change Summary
	Previous	Current
	16-Feb-2018	20-Feb-2018	Change	Change %	Previous Week
Open	0.8014	0.7967	-0.0047	-0.6%	0.7948
High	0.8035	0.7985	-0.0050	-0.6%	0.8035
Low	0.7960	0.7909	-0.0051	-0.6%	0.7908
Close	0.7970	0.7913	-0.0057	-0.7%	0.7970
Range	0.0075	0.0076	0.0001	1.3%	0.0127
ATR	0.0063	0.0064	0.0001	1.5%	0.0000
Volume	67,266	80,200	12,934	19.2%	343,183

Daily Pivots for day following 20-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8163	0.8114	0.7955
R3	0.8087	0.8038	0.7934
R2	0.8011	0.8011	0.7927
R1	0.7962	0.7962	0.7920	0.7949
PP	0.7935	0.7935	0.7935	0.7929
S1	0.7886	0.7886	0.7906	0.7873
S2	0.7859	0.7859	0.7899
S3	0.7783	0.7810	0.7892
S4	0.7707	0.7734	0.7871

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%	0.0067	0.8%	4%	False	False	72,871
10	0.8035	0.7881	0.0154	1.9%	0.0061	0.8%	21%	False	False	86,641
20	0.8168	0.7881	0.0288	3.6%	0.0063	0.8%	11%	False	False	88,083
40	0.8168	0.7802	0.0366	4.6%	0.0062	0.8%	30%	False	False	81,063
60	0.8168	0.7753	0.0416	5.3%	0.0059	0.7%	39%	False	False	61,419
80	0.8168	0.7753	0.0416	5.3%	0.0056	0.7%	39%	False	False	46,131
100	0.8168	0.7753	0.0416	5.3%	0.0053	0.7%	39%	False	False	36,929
120	0.8290	0.7753	0.0537	6.8%	0.0056	0.7%	30%	False	False	30,788

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8308
2.618	0.8183
1.618	0.8107
1.000	0.8061
0.618	0.8031
HIGH	0.7985
0.618	0.7955
0.500	0.7947
0.382	0.7938
LOW	0.7909
0.618	0.7862
1.000	0.7832
1.618	0.7786
2.618	0.7710
4.250	0.7585

Fisher Pivots for day following 20-Feb-2018
Pivot	1 day	3 day
R1	0.7947	0.7972
PP	0.7935	0.7952
S1	0.7924	0.7933

Download as Excel Spreadsheet

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

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