CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 14-Mar-2018

Day Change Summary
	Previous	Current
	13-Mar-2018	14-Mar-2018	Change	Change %	Previous Week
Open	0.7788	0.7718	-0.0070	-0.9%	0.7765
High	0.7795	0.7740	-0.0055	-0.7%	0.7808
Low	0.7702	0.7707	0.0005	0.1%	0.7693
Close	0.7728	0.7727	-0.0001	0.0%	0.7793
Range	0.0093	0.0033	-0.0060	-64.0%	0.0115
ATR	0.0063	0.0061	-0.0002	-3.3%	0.0000
Volume	108,163	86,530	-21,633	-20.0%	466,162

Daily Pivots for day following 14-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7825	0.7809	0.7745
R3	0.7791	0.7776	0.7736
R2	0.7758	0.7758	0.7733
R1	0.7742	0.7742	0.7730	0.7750
PP	0.7724	0.7724	0.7724	0.7728
S1	0.7709	0.7709	0.7723	0.7717
S2	0.7691	0.7691	0.7720
S3	0.7657	0.7675	0.7717
S4	0.7624	0.7642	0.7708

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	0.7811	0.7702	0.0109	1.4%	0.0054	0.7%	23%	False	False	88,019
10	0.7811	0.7693	0.0119	1.5%	0.0060	0.8%	29%	False	False	93,525
20	0.8035	0.7693	0.0342	4.4%	0.0062	0.8%	10%	False	False	84,391
40	0.8168	0.7693	0.0476	6.2%	0.0062	0.8%	7%	False	False	86,344
60	0.8168	0.7693	0.0476	6.2%	0.0060	0.8%	7%	False	False	81,228
80	0.8168	0.7693	0.0476	6.2%	0.0058	0.8%	7%	False	False	63,413
100	0.8168	0.7693	0.0476	6.2%	0.0056	0.7%	7%	False	False	50,776
120	0.8168	0.7693	0.0476	6.2%	0.0054	0.7%	7%	False	False	42,330

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

Fibonacci Retracements and Extensions
4.250	0.7882
2.618	0.7828
1.618	0.7794
1.000	0.7773
0.618	0.7761
HIGH	0.7740
0.618	0.7727
0.500	0.7723
0.382	0.7719
LOW	0.7707
0.618	0.7686
1.000	0.7673
1.618	0.7652
2.618	0.7619
4.250	0.7564

Fisher Pivots for day following 14-Mar-2018
Pivot	1 day	3 day
R1	0.7725	0.7756
PP	0.7724	0.7746
S1	0.7723	0.7736

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

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