CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 21-Feb-2018

Day Change Summary
	Previous	Current
	20-Feb-2018	21-Feb-2018	Change	Change %	Previous Week
Open	0.7967	0.7910	-0.0057	-0.7%	0.7948
High	0.7985	0.7924	-0.0061	-0.8%	0.8035
Low	0.7909	0.7875	-0.0034	-0.4%	0.7908
Close	0.7913	0.7887	-0.0027	-0.3%	0.7970
Range	0.0076	0.0049	-0.0028	-36.2%	0.0127
ATR	0.0064	0.0063	-0.0001	-1.7%	0.0000
Volume	80,200	77,259	-2,941	-3.7%	343,183

Daily Pivots for day following 21-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8041	0.8012	0.7913
R3	0.7992	0.7964	0.7900
R2	0.7944	0.7944	0.7895
R1	0.7915	0.7915	0.7891	0.7905
PP	0.7895	0.7895	0.7895	0.7890
S1	0.7867	0.7867	0.7882	0.7857
S2	0.7847	0.7847	0.7878
S3	0.7798	0.7818	0.7873
S4	0.7750	0.7770	0.7860

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	0.7875	0.0160	2.0%	0.0069	0.9%	7%	False	True	75,696
10	0.8035	0.7875	0.0160	2.0%	0.0061	0.8%	7%	False	True	81,702
20	0.8168	0.7875	0.0293	3.7%	0.0064	0.8%	4%	False	True	88,710
40	0.8168	0.7828	0.0341	4.3%	0.0061	0.8%	17%	False	False	80,625
60	0.8168	0.7753	0.0416	5.3%	0.0059	0.7%	32%	False	False	62,702
80	0.8168	0.7753	0.0416	5.3%	0.0055	0.7%	32%	False	False	47,091
100	0.8168	0.7753	0.0416	5.3%	0.0053	0.7%	32%	False	False	37,699
120	0.8290	0.7753	0.0537	6.8%	0.0056	0.7%	25%	False	False	31,432

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8130
2.618	0.8050
1.618	0.8002
1.000	0.7972
0.618	0.7953
HIGH	0.7924
0.618	0.7905
0.500	0.7899
0.382	0.7894
LOW	0.7875
0.618	0.7845
1.000	0.7827
1.618	0.7797
2.618	0.7748
4.250	0.7669

Fisher Pivots for day following 21-Feb-2018
Pivot	1 day	3 day
R1	0.7899	0.7955
PP	0.7895	0.7932
S1	0.7891	0.7909

Download as Excel Spreadsheet

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

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