CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 02-Mar-2018

Day Change Summary
	Previous	Current
	01-Mar-2018	02-Mar-2018	Change	Change %	Previous Week
Open	0.7792	0.7793	0.0001	0.0%	0.7911
High	0.7809	0.7802	-0.0007	-0.1%	0.7929
Low	0.7756	0.7744	-0.0013	-0.2%	0.7744
Close	0.7797	0.7755	-0.0042	-0.5%	0.7755
Range	0.0053	0.0058	0.0006	10.5%	0.0186
ATR	0.0062	0.0061	0.0000	-0.4%	0.0000
Volume	124,030	88,698	-35,332	-28.5%	421,726

Daily Pivots for day following 02-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7941	0.7906	0.7787
R3	0.7883	0.7848	0.7771
R2	0.7825	0.7825	0.7766
R1	0.7790	0.7790	0.7760	0.7778
PP	0.7767	0.7767	0.7767	0.7761
S1	0.7732	0.7732	0.7750	0.7720
S2	0.7709	0.7709	0.7744
S3	0.7651	0.7674	0.7739
S4	0.7593	0.7616	0.7723

Weekly Pivots for week ending 02-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8366	0.8246	0.7857
R3	0.8180	0.8060	0.7806
R2	0.7995	0.7995	0.7789
R1	0.7875	0.7875	0.7772	0.7842
PP	0.7809	0.7809	0.7809	0.7793
S1	0.7689	0.7689	0.7738	0.7657
S2	0.7624	0.7624	0.7721
S3	0.7438	0.7504	0.7704
S4	0.7253	0.7318	0.7653

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7929	0.7744	0.0186	2.4%	0.0058	0.7%	6%	False	True	84,345
10	0.8035	0.7744	0.0291	3.8%	0.0061	0.8%	4%	False	True	81,155
20	0.8163	0.7744	0.0420	5.4%	0.0064	0.8%	3%	False	True	87,708
40	0.8168	0.7744	0.0425	5.5%	0.0063	0.8%	3%	False	True	85,509
60	0.8168	0.7744	0.0425	5.5%	0.0060	0.8%	3%	False	True	72,357
80	0.8168	0.7744	0.0425	5.5%	0.0056	0.7%	3%	False	True	54,412
100	0.8168	0.7744	0.0425	5.5%	0.0054	0.7%	3%	False	True	43,561
120	0.8275	0.7744	0.0531	6.8%	0.0054	0.7%	2%	False	True	36,316

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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8048
2.618	0.7953
1.618	0.7895
1.000	0.7860
0.618	0.7837
HIGH	0.7802
0.618	0.7779
0.500	0.7773
0.382	0.7766
LOW	0.7744
0.618	0.7708
1.000	0.7685
1.618	0.7650
2.618	0.7592
4.250	0.7497

Fisher Pivots for day following 02-Mar-2018
Pivot	1 day	3 day
R1	0.7773	0.7790
PP	0.7767	0.7779
S1	0.7761	0.7767

Download as Excel Spreadsheet

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

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