CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 23-Mar-2018

Day Change Summary
	Previous	Current
	22-Mar-2018	23-Mar-2018	Change	Change %	Previous Week
Open	0.7763	0.7744	-0.0019	-0.2%	0.7650
High	0.7807	0.7810	0.0003	0.0%	0.7810
Low	0.7736	0.7742	0.0006	0.1%	0.7633
Close	0.7754	0.7787	0.0033	0.4%	0.7787
Range	0.0071	0.0068	-0.0003	-3.5%	0.0177
ATR	0.0060	0.0060	0.0001	1.1%	0.0000
Volume	107,218	89,191	-18,027	-16.8%	458,305

Daily Pivots for day following 23-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7985	0.7954	0.7824
R3	0.7916	0.7886	0.7805
R2	0.7848	0.7848	0.7799
R1	0.7817	0.7817	0.7793	0.7832
PP	0.7779	0.7779	0.7779	0.7787
S1	0.7749	0.7749	0.7780	0.7764
S2	0.7711	0.7711	0.7774
S3	0.7642	0.7680	0.7768
S4	0.7574	0.7612	0.7749

Weekly Pivots for week ending 23-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8274	0.8207	0.7884
R3	0.8097	0.8030	0.7835
R2	0.7920	0.7920	0.7819
R1	0.7853	0.7853	0.7803	0.7887
PP	0.7743	0.7743	0.7743	0.7760
S1	0.7676	0.7676	0.7770	0.7710
S2	0.7566	0.7566	0.7754
S3	0.7389	0.7499	0.7738
S4	0.7212	0.7322	0.7689

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7810	0.7633	0.0177	2.3%	0.0065	0.8%	87%	True	False	91,661
10	0.7827	0.7633	0.0194	2.5%	0.0058	0.7%	79%	False	False	70,474
20	0.7940	0.7633	0.0307	3.9%	0.0059	0.8%	50%	False	False	36,765
40	0.8175	0.7633	0.0542	7.0%	0.0058	0.7%	28%	False	False	18,514
60	0.8175	0.7633	0.0542	7.0%	0.0056	0.7%	28%	False	False	12,391
80	0.8175	0.7633	0.0542	7.0%	0.0053	0.7%	28%	False	False	9,318

Crabel Price Patterns
NR	True
NR4	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8101
2.618	0.7989
1.618	0.7921
1.000	0.7878
0.618	0.7852
HIGH	0.7810
0.618	0.7784
0.500	0.7776
0.382	0.7768
LOW	0.7742
0.618	0.7699
1.000	0.7673
1.618	0.7631
2.618	0.7562
4.250	0.7450

Fisher Pivots for day following 23-Mar-2018
Pivot	1 day	3 day
R1	0.7783	0.7769
PP	0.7779	0.7752
S1	0.7776	0.7735

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

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