CME Canadian Dollar Future March 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Mar-2018 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Mar-2018 | 
                    06-Mar-2018 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7765 | 
                        0.7706 | 
                        -0.0059 | 
                        -0.8% | 
                        0.7911 | 
                     
                    
                        | High | 
                        0.7768 | 
                        0.7776 | 
                        0.0009 | 
                        0.1% | 
                        0.7929 | 
                     
                    
                        | Low | 
                        0.7693 | 
                        0.7696 | 
                        0.0003 | 
                        0.0% | 
                        0.7744 | 
                     
                    
                        | Close | 
                        0.7696 | 
                        0.7753 | 
                        0.0057 | 
                        0.7% | 
                        0.7755 | 
                     
                    
                        | Range | 
                        0.0075 | 
                        0.0081 | 
                        0.0006 | 
                        7.3% | 
                        0.0186 | 
                     
                    
                        | ATR | 
                        0.0062 | 
                        0.0064 | 
                        0.0001 | 
                        2.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        82,355 | 
                        91,827 | 
                        9,472 | 
                        11.5% | 
                        421,726 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Mar-2018 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7983 | 
                0.7948 | 
                0.7797 | 
                 | 
             
            
                | R3 | 
                0.7902 | 
                0.7868 | 
                0.7775 | 
                 | 
             
            
                | R2 | 
                0.7822 | 
                0.7822 | 
                0.7767 | 
                 | 
             
            
                | R1 | 
                0.7787 | 
                0.7787 | 
                0.7760 | 
                0.7805 | 
             
            
                | PP | 
                0.7741 | 
                0.7741 | 
                0.7741 | 
                0.7750 | 
             
            
                | S1 | 
                0.7707 | 
                0.7707 | 
                0.7745 | 
                0.7724 | 
             
            
                | S2 | 
                0.7661 | 
                0.7661 | 
                0.7738 | 
                 | 
             
            
                | S3 | 
                0.7580 | 
                0.7626 | 
                0.7730 | 
                 | 
             
            
                | S4 | 
                0.7500 | 
                0.7546 | 
                0.7708 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                0.7837 | 
                0.7693 | 
                0.0145 | 
                1.9% | 
                0.0063 | 
                0.8% | 
                42% | 
                False | 
                False | 
                92,766 | 
                 
                
                | 10 | 
                0.7929 | 
                0.7693 | 
                0.0237 | 
                3.1% | 
                0.0062 | 
                0.8% | 
                25% | 
                False | 
                False | 
                83,827 | 
                 
                
                | 20 | 
                0.8035 | 
                0.7693 | 
                0.0342 | 
                4.4% | 
                0.0061 | 
                0.8% | 
                18% | 
                False | 
                False | 
                85,234 | 
                 
                
                | 40 | 
                0.8168 | 
                0.7693 | 
                0.0476 | 
                6.1% | 
                0.0063 | 
                0.8% | 
                13% | 
                False | 
                False | 
                85,647 | 
                 
                
                | 60 | 
                0.8168 | 
                0.7693 | 
                0.0476 | 
                6.1% | 
                0.0060 | 
                0.8% | 
                13% | 
                False | 
                False | 
                75,170 | 
                 
                
                | 80 | 
                0.8168 | 
                0.7693 | 
                0.0476 | 
                6.1% | 
                0.0057 | 
                0.7% | 
                13% | 
                False | 
                False | 
                56,586 | 
                 
                
                | 100 | 
                0.8168 | 
                0.7693 | 
                0.0476 | 
                6.1% | 
                0.0055 | 
                0.7% | 
                13% | 
                False | 
                False | 
                45,301 | 
                 
                
                | 120 | 
                0.8250 | 
                0.7693 | 
                0.0558 | 
                7.2% | 
                0.0055 | 
                0.7% | 
                11% | 
                False | 
                False | 
                37,766 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.8118 | 
         
        
            | 
2.618             | 
            0.7987 | 
         
        
            | 
1.618             | 
            0.7906 | 
         
        
            | 
1.000             | 
            0.7857 | 
         
        
            | 
0.618             | 
            0.7826 | 
         
        
            | 
HIGH             | 
            0.7776 | 
         
        
            | 
0.618             | 
            0.7745 | 
         
        
            | 
0.500             | 
            0.7736 | 
         
        
            | 
0.382             | 
            0.7726 | 
         
        
            | 
LOW             | 
            0.7696 | 
         
        
            | 
0.618             | 
            0.7646 | 
         
        
            | 
1.000             | 
            0.7615 | 
         
        
            | 
1.618             | 
            0.7565 | 
         
        
            | 
2.618             | 
            0.7485 | 
         
        
            | 
4.250             | 
            0.7353 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Mar-2018 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7747 | 
                                0.7751 | 
                             
                            
                                | PP | 
                                0.7741 | 
                                0.7749 | 
                             
                            
                                | S1 | 
                                0.7736 | 
                                0.7747 | 
                             
             
         |