CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 16-Mar-2018

Day Change Summary
	Previous	Current
	15-Mar-2018	16-Mar-2018	Change	Change %	Previous Week
Open	0.7718	0.7660	-0.0058	-0.7%	0.7805
High	0.7725	0.7665	-0.0060	-0.8%	0.7811
Low	0.7653	0.7633	-0.0020	-0.3%	0.7633
Close	0.7659	0.7636	-0.0023	-0.3%	0.7636
Range	0.0072	0.0032	-0.0040	-55.6%	0.0178
ATR	0.0062	0.0059	-0.0002	-3.4%	0.0000
Volume	101,490	33,414	-68,076	-67.1%	391,267

Daily Pivots for day following 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7740	0.7720	0.7654
R3	0.7708	0.7688	0.7645
R2	0.7676	0.7676	0.7642
R1	0.7656	0.7656	0.7639	0.7650
PP	0.7644	0.7644	0.7644	0.7641
S1	0.7624	0.7624	0.7633	0.7618
S2	0.7612	0.7612	0.7630
S3	0.7580	0.7592	0.7627
S4	0.7548	0.7560	0.7618

Weekly Pivots for week ending 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8229	0.8111	0.7734
R3	0.8050	0.7932	0.7685
R2	0.7872	0.7872	0.7669
R1	0.7754	0.7754	0.7652	0.7724
PP	0.7693	0.7693	0.7693	0.7678
S1	0.7575	0.7575	0.7620	0.7545
S2	0.7515	0.7515	0.7603
S3	0.7336	0.7397	0.7587
S4	0.7158	0.7218	0.7538

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7811	0.7633	0.0178	2.3%	0.0051	0.7%	2%	False	True	78,253
10	0.7811	0.7633	0.0178	2.3%	0.0059	0.8%	2%	False	True	85,742
20	0.8035	0.7633	0.0402	5.3%	0.0060	0.8%	1%	False	True	83,449
40	0.8168	0.7633	0.0535	7.0%	0.0061	0.8%	1%	False	True	84,388
60	0.8168	0.7633	0.0535	7.0%	0.0060	0.8%	1%	False	True	81,157
80	0.8168	0.7633	0.0535	7.0%	0.0059	0.8%	1%	False	True	65,093
100	0.8168	0.7633	0.0535	7.0%	0.0056	0.7%	1%	False	True	52,122
120	0.8168	0.7633	0.0535	7.0%	0.0054	0.7%	1%	False	True	43,454

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7800
2.618	0.7748
1.618	0.7716
1.000	0.7696
0.618	0.7684
HIGH	0.7665
0.618	0.7652
0.500	0.7649
0.382	0.7645
LOW	0.7633
0.618	0.7613
1.000	0.7601
1.618	0.7581
2.618	0.7549
4.250	0.7497

Fisher Pivots for day following 16-Mar-2018
Pivot	1 day	3 day
R1	0.7649	0.7686
PP	0.7644	0.7670
S1	0.7640	0.7653

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

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