CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 22-Feb-2018

Day Change Summary
	Previous	Current
	21-Feb-2018	22-Feb-2018	Change	Change %	Previous Week
Open	0.7910	0.7879	-0.0031	-0.4%	0.7948
High	0.7924	0.7895	-0.0029	-0.4%	0.8035
Low	0.7875	0.7839	-0.0036	-0.5%	0.7908
Close	0.7887	0.7867	-0.0020	-0.3%	0.7970
Range	0.0049	0.0055	0.0007	14.4%	0.0127
ATR	0.0063	0.0062	-0.0001	-0.8%	0.0000
Volume	77,259	91,030	13,771	17.8%	343,183

Daily Pivots for day following 22-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8033	0.8005	0.7897
R3	0.7978	0.7950	0.7882
R2	0.7922	0.7922	0.7877
R1	0.7894	0.7894	0.7872	0.7881
PP	0.7867	0.7867	0.7867	0.7860
S1	0.7839	0.7839	0.7861	0.7825
S2	0.7811	0.7811	0.7856
S3	0.7756	0.7783	0.7851
S4	0.7700	0.7728	0.7836

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	0.7839	0.0195	2.5%	0.0060	0.8%	14%	False	True	76,309
10	0.8035	0.7839	0.0195	2.5%	0.0061	0.8%	14%	False	True	83,042
20	0.8168	0.7839	0.0329	4.2%	0.0063	0.8%	8%	False	True	87,971
40	0.8168	0.7839	0.0329	4.2%	0.0060	0.8%	8%	False	True	81,334
60	0.8168	0.7753	0.0416	5.3%	0.0059	0.8%	27%	False	False	64,214
80	0.8168	0.7753	0.0416	5.3%	0.0055	0.7%	27%	False	False	48,227
100	0.8168	0.7753	0.0416	5.3%	0.0053	0.7%	27%	False	False	38,608
120	0.8290	0.7753	0.0537	6.8%	0.0056	0.7%	21%	False	False	32,190

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8130
2.618	0.8040
1.618	0.7984
1.000	0.7950
0.618	0.7929
HIGH	0.7895
0.618	0.7873
0.500	0.7867
0.382	0.7860
LOW	0.7839
0.618	0.7805
1.000	0.7784
1.618	0.7749
2.618	0.7694
4.250	0.7603

Fisher Pivots for day following 22-Feb-2018
Pivot	1 day	3 day
R1	0.7867	0.7912
PP	0.7867	0.7897
S1	0.7867	0.7882

Download as Excel Spreadsheet

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

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