CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 28-Feb-2018

Day Change Summary
	Previous	Current
	27-Feb-2018	28-Feb-2018	Change	Change %	Previous Week
Open	0.7888	0.7829	-0.0059	-0.7%	0.7967
High	0.7896	0.7837	-0.0059	-0.7%	0.7985
Low	0.7828	0.7789	-0.0040	-0.5%	0.7839
Close	0.7843	0.7796	-0.0047	-0.6%	0.7900
Range	0.0068	0.0049	-0.0019	-28.1%	0.0146
ATR	0.0063	0.0062	-0.0001	-1.0%	0.0000
Volume	73,663	76,922	3,259	4.4%	322,563

Daily Pivots for day following 28-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7953	0.7923	0.7823
R3	0.7904	0.7874	0.7809
R2	0.7856	0.7856	0.7805
R1	0.7826	0.7826	0.7800	0.7817
PP	0.7807	0.7807	0.7807	0.7803
S1	0.7777	0.7777	0.7792	0.7768
S2	0.7759	0.7759	0.7787
S3	0.7710	0.7729	0.7783
S4	0.7662	0.7680	0.7769

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	0.7789	0.0141	1.8%	0.0060	0.8%	5%	False	True	74,820
10	0.8035	0.7789	0.0246	3.2%	0.0065	0.8%	3%	False	True	75,258
20	0.8168	0.7789	0.0380	4.9%	0.0064	0.8%	2%	False	True	85,767
40	0.8168	0.7789	0.0380	4.9%	0.0062	0.8%	2%	False	True	83,163
60	0.8168	0.7753	0.0416	5.3%	0.0061	0.8%	10%	False	False	68,881
80	0.8168	0.7753	0.0416	5.3%	0.0056	0.7%	10%	False	False	51,756
100	0.8168	0.7753	0.0416	5.3%	0.0054	0.7%	10%	False	False	41,436
120	0.8290	0.7753	0.0537	6.9%	0.0055	0.7%	8%	False	False	34,545

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8043
2.618	0.7964
1.618	0.7915
1.000	0.7886
0.618	0.7867
HIGH	0.7837
0.618	0.7818
0.500	0.7813
0.382	0.7807
LOW	0.7789
0.618	0.7759
1.000	0.7740
1.618	0.7710
2.618	0.7662
4.250	0.7582

Fisher Pivots for day following 28-Feb-2018
Pivot	1 day	3 day
R1	0.7813	0.7859
PP	0.7807	0.7838
S1	0.7802	0.7817

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

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