CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 08-Mar-2018

Day Change Summary
	Previous	Current
	07-Mar-2018	08-Mar-2018	Change	Change %	Previous Week
Open	0.7743	0.7745	0.0002	0.0%	0.7911
High	0.7759	0.7772	0.0013	0.2%	0.7929
Low	0.7693	0.7717	0.0024	0.3%	0.7744
Close	0.7738	0.7746	0.0008	0.1%	0.7755
Range	0.0066	0.0055	-0.0011	-15.9%	0.0186
ATR	0.0064	0.0063	-0.0001	-0.9%	0.0000
Volume	108,245	92,537	-15,708	-14.5%	421,726

Daily Pivots for day following 08-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7911	0.7884	0.7776
R3	0.7856	0.7828	0.7761
R2	0.7800	0.7800	0.7756
R1	0.7773	0.7773	0.7751	0.7786
PP	0.7745	0.7745	0.7745	0.7752
S1	0.7717	0.7717	0.7740	0.7731
S2	0.7689	0.7689	0.7735
S3	0.7634	0.7662	0.7730
S4	0.7578	0.7606	0.7715

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	0.7802	0.7693	0.0109	1.4%	0.0067	0.9%	49%	False	False	92,732
10	0.7929	0.7693	0.0237	3.1%	0.0063	0.8%	22%	False	False	87,076
20	0.8035	0.7693	0.0342	4.4%	0.0062	0.8%	15%	False	False	85,059
40	0.8168	0.7693	0.0476	6.1%	0.0064	0.8%	11%	False	False	87,567
60	0.8168	0.7693	0.0476	6.1%	0.0060	0.8%	11%	False	False	78,328
80	0.8168	0.7693	0.0476	6.1%	0.0057	0.7%	11%	False	False	59,092
100	0.8168	0.7693	0.0476	6.1%	0.0056	0.7%	11%	False	False	47,307
120	0.8250	0.7693	0.0558	7.2%	0.0055	0.7%	10%	False	False	39,437

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	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8008
2.618	0.7917
1.618	0.7862
1.000	0.7827
0.618	0.7806
HIGH	0.7772
0.618	0.7751
0.500	0.7744
0.382	0.7738
LOW	0.7717
0.618	0.7682
1.000	0.7661
1.618	0.7627
2.618	0.7571
4.250	0.7481

Fisher Pivots for day following 08-Mar-2018
Pivot	1 day	3 day
R1	0.7745	0.7742
PP	0.7745	0.7738
S1	0.7744	0.7735

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

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