CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 27-Feb-2018

Day Change Summary
	Previous	Current
	26-Feb-2018	27-Feb-2018	Change	Change %	Previous Week
Open	0.7911	0.7888	-0.0023	-0.3%	0.7967
High	0.7929	0.7896	-0.0034	-0.4%	0.7985
Low	0.7868	0.7828	-0.0040	-0.5%	0.7839
Close	0.7889	0.7843	-0.0046	-0.6%	0.7900
Range	0.0061	0.0068	0.0006	10.7%	0.0146
ATR	0.0062	0.0063	0.0000	0.6%	0.0000
Volume	58,413	73,663	15,250	26.1%	322,563

Daily Pivots for day following 27-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8058	0.8018	0.7880
R3	0.7990	0.7950	0.7861
R2	0.7923	0.7923	0.7855
R1	0.7883	0.7883	0.7849	0.7869
PP	0.7855	0.7855	0.7855	0.7849
S1	0.7815	0.7815	0.7836	0.7802
S2	0.7788	0.7788	0.7830
S3	0.7720	0.7748	0.7824
S4	0.7653	0.7680	0.7805

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	0.7929	0.7828	0.0101	1.3%	0.0060	0.8%	14%	False	True	74,887
10	0.8035	0.7828	0.0207	2.6%	0.0064	0.8%	7%	False	True	73,879
20	0.8168	0.7828	0.0340	4.3%	0.0064	0.8%	4%	False	True	85,042
40	0.8168	0.7828	0.0340	4.3%	0.0062	0.8%	4%	False	True	83,156
60	0.8168	0.7753	0.0416	5.3%	0.0060	0.8%	22%	False	False	67,616
80	0.8168	0.7753	0.0416	5.3%	0.0056	0.7%	22%	False	False	50,796
100	0.8168	0.7753	0.0416	5.3%	0.0054	0.7%	22%	False	False	40,667
120	0.8290	0.7753	0.0537	6.8%	0.0056	0.7%	17%	False	False	33,905

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8182
2.618	0.8072
1.618	0.8005
1.000	0.7963
0.618	0.7937
HIGH	0.7896
0.618	0.7870
0.500	0.7862
0.382	0.7854
LOW	0.7828
0.618	0.7786
1.000	0.7761
1.618	0.7719
2.618	0.7651
4.250	0.7541

Fisher Pivots for day following 27-Feb-2018
Pivot	1 day	3 day
R1	0.7862	0.7879
PP	0.7855	0.7867
S1	0.7849	0.7855

Download as Excel Spreadsheet

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

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