CME Canadian Dollar Future March 2018

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Trading Metrics calculated at close of trading on 11-Oct-2017
Day Change Summary Previous Current 10-Oct-2017 11-Oct-2017 Change Change % Previous Week Open 0.7988 0.7999 0.0011 0.1% 0.8017 High 0.8014 0.8033 0.0020 0.2% 0.8035 Low 0.7988 0.7994 0.0006 0.1% 0.7948 Close 0.8000 0.8022 0.0022 0.3% 0.7987 Range 0.0025 0.0039 0.0014 52.9% 0.0087 ATR 0.0056 0.0054 -0.0001 -2.1% 0.0000 Volume 116 76 -40 -34.5% 333
Daily Pivots for day following 11-Oct-2017 Classic Woodie Camarilla DeMark R4 0.8133 0.8116 0.8043 R3 0.8094 0.8077 0.8032 R2 0.8055 0.8055 0.8029 R1 0.8038 0.8038 0.8025 0.8047 PP 0.8016 0.8016 0.8016 0.8020 S1 0.7999 0.7999 0.8018 0.8008 S2 0.7977 0.7977 0.8014 S3 0.7938 0.7960 0.8011 S4 0.7899 0.7921 0.8000	Weekly Pivots for week ending 06-Oct-2017 Classic Woodie Camarilla DeMark R4 0.8251 0.8206 0.8035 R3 0.8164 0.8119 0.8011 R2 0.8077 0.8077 0.8003 R1 0.8032 0.8032 0.7995 0.8011 PP 0.7990 0.7990 0.7990 0.7980 S1 0.7945 0.7945 0.7979 0.7924 S2 0.7903 0.7903 0.7971 S3 0.7816 0.7858 0.7963 S4 0.7729 0.7771 0.7939
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8033 0.7948 0.0085 1.1% 0.0036 0.5% 86% True False 82 10 0.8060 0.7948 0.0112 1.4% 0.0039 0.5% 66% False False 85 20 0.8250 0.7948 0.0302 3.8% 0.0052 0.6% 24% False False 87
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 0.0007 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.8199 2.618 0.8135 1.618 0.8096 1.000 0.8072 0.618 0.8057 HIGH 0.8033 0.618 0.8018 0.500 0.8014 0.382 0.8009 LOW 0.7994 0.618 0.7970 1.000 0.7955 1.618 0.7931 2.618 0.7892 4.250 0.7828
Fisher Pivots for day following 11-Oct-2017 Pivot 1 day 3 day R1 0.8019 0.8015 PP 0.8016 0.8009 S1 0.8014 0.8002

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