CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 05-Mar-2018

Day Change Summary
	Previous	Current
	02-Mar-2018	05-Mar-2018	Change	Change %	Previous Week
Open	0.7793	0.7765	-0.0028	-0.4%	0.7911
High	0.7802	0.7768	-0.0034	-0.4%	0.7929
Low	0.7744	0.7693	-0.0051	-0.7%	0.7744
Close	0.7755	0.7696	-0.0060	-0.8%	0.7755
Range	0.0058	0.0075	0.0017	29.3%	0.0186
ATR	0.0061	0.0062	0.0001	1.6%	0.0000
Volume	88,698	82,355	-6,343	-7.2%	421,726

Daily Pivots for day following 05-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7944	0.7895	0.7737
R3	0.7869	0.7820	0.7716
R2	0.7794	0.7794	0.7709
R1	0.7745	0.7745	0.7702	0.7732
PP	0.7719	0.7719	0.7719	0.7712
S1	0.7670	0.7670	0.7689	0.7657
S2	0.7644	0.7644	0.7682
S3	0.7569	0.7595	0.7675
S4	0.7494	0.7520	0.7654

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	0.7896	0.7693	0.0203	2.6%	0.0060	0.8%	1%	False	True	89,133
10	0.7985	0.7693	0.0292	3.8%	0.0061	0.8%	1%	False	True	82,664
20	0.8070	0.7693	0.0378	4.9%	0.0062	0.8%	1%	False	True	85,677
40	0.8168	0.7693	0.0476	6.2%	0.0064	0.8%	1%	False	True	85,943
60	0.8168	0.7693	0.0476	6.2%	0.0060	0.8%	1%	False	True	73,691
80	0.8168	0.7693	0.0476	6.2%	0.0057	0.7%	1%	False	True	55,440
100	0.8168	0.7693	0.0476	6.2%	0.0055	0.7%	1%	False	True	44,384
120	0.8275	0.7693	0.0582	7.6%	0.0055	0.7%	1%	False	True	37,001

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8086
2.618	0.7964
1.618	0.7889
1.000	0.7843
0.618	0.7814
HIGH	0.7768
0.618	0.7739
0.500	0.7730
0.382	0.7721
LOW	0.7693
0.618	0.7646
1.000	0.7618
1.618	0.7571
2.618	0.7496
4.250	0.7374

Fisher Pivots for day following 05-Mar-2018
Pivot	1 day	3 day
R1	0.7730	0.7751
PP	0.7719	0.7732
S1	0.7707	0.7714

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

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