CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 09-Mar-2018

Day Change Summary
	Previous	Current
	08-Mar-2018	09-Mar-2018	Change	Change %	Previous Week
Open	0.7745	0.7759	0.0014	0.2%	0.7765
High	0.7772	0.7808	0.0036	0.5%	0.7808
Low	0.7717	0.7747	0.0030	0.4%	0.7693
Close	0.7746	0.7793	0.0048	0.6%	0.7793
Range	0.0055	0.0061	0.0005	9.0%	0.0115
ATR	0.0063	0.0063	0.0000	-0.1%	0.0000
Volume	92,537	91,198	-1,339	-1.4%	466,162

Daily Pivots for day following 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7964	0.7939	0.7826
R3	0.7904	0.7879	0.7810
R2	0.7843	0.7843	0.7804
R1	0.7818	0.7818	0.7799	0.7831
PP	0.7783	0.7783	0.7783	0.7789
S1	0.7758	0.7758	0.7787	0.7770
S2	0.7722	0.7722	0.7782
S3	0.7662	0.7697	0.7776
S4	0.7601	0.7637	0.7760

Weekly Pivots for week ending 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8109	0.8066	0.7856
R3	0.7994	0.7951	0.7825
R2	0.7879	0.7879	0.7814
R1	0.7836	0.7836	0.7804	0.7858
PP	0.7764	0.7764	0.7764	0.7775
S1	0.7721	0.7721	0.7782	0.7743
S2	0.7649	0.7649	0.7772
S3	0.7534	0.7606	0.7761
S4	0.7419	0.7491	0.7730

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7808	0.7693	0.0115	1.5%	0.0068	0.9%	87%	True	False	93,232
10	0.7929	0.7693	0.0237	3.0%	0.0063	0.8%	42%	False	False	88,788
20	0.8035	0.7693	0.0342	4.4%	0.0063	0.8%	29%	False	False	84,253
40	0.8168	0.7693	0.0476	6.1%	0.0063	0.8%	21%	False	False	86,996
60	0.8168	0.7693	0.0476	6.1%	0.0061	0.8%	21%	False	False	79,503
80	0.8168	0.7693	0.0476	6.1%	0.0058	0.7%	21%	False	False	60,232
100	0.8168	0.7693	0.0476	6.1%	0.0056	0.7%	21%	False	False	48,218
120	0.8217	0.7693	0.0525	6.7%	0.0055	0.7%	19%	False	False	40,196

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8065
2.618	0.7966
1.618	0.7905
1.000	0.7868
0.618	0.7845
HIGH	0.7808
0.618	0.7784
0.500	0.7777
0.382	0.7770
LOW	0.7747
0.618	0.7710
1.000	0.7687
1.618	0.7649
2.618	0.7589
4.250	0.7490

Fisher Pivots for day following 09-Mar-2018
Pivot	1 day	3 day
R1	0.7788	0.7779
PP	0.7783	0.7765
S1	0.7777	0.7750

Download as Excel Spreadsheet

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

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