CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 23-Feb-2018

Day Change Summary
	Previous	Current
	22-Feb-2018	23-Feb-2018	Change	Change %	Previous Week
Open	0.7879	0.7872	-0.0007	-0.1%	0.7967
High	0.7895	0.7929	0.0034	0.4%	0.7985
Low	0.7839	0.7860	0.0021	0.3%	0.7839
Close	0.7867	0.7900	0.0033	0.4%	0.7900
Range	0.0055	0.0069	0.0013	23.4%	0.0146
ATR	0.0062	0.0063	0.0000	0.7%	0.0000
Volume	91,030	74,074	-16,956	-18.6%	322,563

Daily Pivots for day following 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8102	0.8069	0.7937
R3	0.8033	0.8001	0.7918
R2	0.7965	0.7965	0.7912
R1	0.7932	0.7932	0.7906	0.7948
PP	0.7896	0.7896	0.7896	0.7904
S1	0.7864	0.7864	0.7893	0.7880
S2	0.7828	0.7828	0.7887
S3	0.7759	0.7795	0.7881
S4	0.7691	0.7727	0.7862

Weekly Pivots for week ending 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8344	0.8267	0.7980
R3	0.8199	0.8122	0.7940
R2	0.8053	0.8053	0.7926
R1	0.7976	0.7976	0.7913	0.7942
PP	0.7908	0.7908	0.7908	0.7891
S1	0.7831	0.7831	0.7886	0.7797
S2	0.7762	0.7762	0.7873
S3	0.7617	0.7685	0.7859
S4	0.7471	0.7540	0.7819

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%	0.0065	0.8%	31%	False	False	77,965
10	0.8035	0.7839	0.0195	2.5%	0.0063	0.8%	31%	False	False	79,719
20	0.8168	0.7839	0.0329	4.2%	0.0063	0.8%	18%	False	False	85,873
40	0.8168	0.7839	0.0329	4.2%	0.0061	0.8%	18%	False	False	82,698
60	0.8168	0.7753	0.0416	5.3%	0.0060	0.8%	35%	False	False	65,441
80	0.8168	0.7753	0.0416	5.3%	0.0055	0.7%	35%	False	False	49,150
100	0.8168	0.7753	0.0416	5.3%	0.0053	0.7%	35%	False	False	39,347
120	0.8290	0.7753	0.0537	6.8%	0.0056	0.7%	27%	False	False	32,807

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	0.8220
2.618	0.8108
1.618	0.8039
1.000	0.7997
0.618	0.7971
HIGH	0.7929
0.618	0.7902
0.500	0.7894
0.382	0.7886
LOW	0.7860
0.618	0.7818
1.000	0.7792
1.618	0.7749
2.618	0.7681
4.250	0.7569

Fisher Pivots for day following 23-Feb-2018
Pivot	1 day	3 day
R1	0.7898	0.7894
PP	0.7896	0.7889
S1	0.7894	0.7884

Download as Excel Spreadsheet

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

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