CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 01-Mar-2018

Day Change Summary
	Previous	Current
	28-Feb-2018	01-Mar-2018	Change	Change %	Previous Week
Open	0.7829	0.7792	-0.0037	-0.5%	0.7967
High	0.7837	0.7809	-0.0029	-0.4%	0.7985
Low	0.7789	0.7756	-0.0033	-0.4%	0.7839
Close	0.7796	0.7797	0.0001	0.0%	0.7900
Range	0.0049	0.0053	0.0004	8.2%	0.0146
ATR	0.0062	0.0062	-0.0001	-1.1%	0.0000
Volume	76,922	124,030	47,108	61.2%	322,563

Daily Pivots for day following 01-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7945	0.7923	0.7826
R3	0.7892	0.7871	0.7811
R2	0.7840	0.7840	0.7807
R1	0.7818	0.7818	0.7802	0.7829
PP	0.7787	0.7787	0.7787	0.7793
S1	0.7766	0.7766	0.7792	0.7777
S2	0.7735	0.7735	0.7787
S3	0.7682	0.7713	0.7783
S4	0.7630	0.7661	0.7768

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	0.7756	0.0173	2.2%	0.0060	0.8%	24%	False	True	81,420
10	0.8035	0.7756	0.0279	3.6%	0.0060	0.8%	15%	False	True	78,864
20	0.8163	0.7756	0.0407	5.2%	0.0064	0.8%	10%	False	True	86,797
40	0.8168	0.7756	0.0412	5.3%	0.0062	0.8%	10%	False	True	84,726
60	0.8168	0.7753	0.0416	5.3%	0.0059	0.8%	11%	False	False	70,903
80	0.8168	0.7753	0.0416	5.3%	0.0056	0.7%	11%	False	False	53,305
100	0.8168	0.7753	0.0416	5.3%	0.0054	0.7%	11%	False	False	42,675
120	0.8290	0.7753	0.0537	6.9%	0.0054	0.7%	8%	False	False	35,578

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8032
2.618	0.7946
1.618	0.7893
1.000	0.7861
0.618	0.7841
HIGH	0.7809
0.618	0.7788
0.500	0.7782
0.382	0.7776
LOW	0.7756
0.618	0.7724
1.000	0.7704
1.618	0.7671
2.618	0.7619
4.250	0.7533

Fisher Pivots for day following 01-Mar-2018
Pivot	1 day	3 day
R1	0.7792	0.7826
PP	0.7787	0.7816
S1	0.7782	0.7807

Download as Excel Spreadsheet

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

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