CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 18-Aug-2016

Day Change Summary
	Previous	Current
	17-Aug-2016	18-Aug-2016	Change	Change %	Previous Week
Open	0.7777	0.7784	0.0007	0.1%	0.7585
High	0.7795	0.7836	0.0042	0.5%	0.7739
Low	0.7742	0.7780	0.0038	0.5%	0.7582
Close	0.7785	0.7832	0.0048	0.6%	0.7722
Range	0.0053	0.0057	0.0004	7.6%	0.0158
ATR	0.0066	0.0066	-0.0001	-1.1%	0.0000
Volume	64,906	56,199	-8,707	-13.4%	321,905

Daily Pivots for day following 18-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7985	0.7965	0.7863
R3	0.7929	0.7909	0.7848
R2	0.7872	0.7872	0.7842
R1	0.7852	0.7852	0.7837	0.7862
PP	0.7816	0.7816	0.7816	0.7821
S1	0.7796	0.7796	0.7827	0.7806
S2	0.7759	0.7759	0.7822
S3	0.7703	0.7739	0.7816
S4	0.7646	0.7683	0.7801

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8153	0.8095	0.7808
R3	0.7996	0.7937	0.7765
R2	0.7838	0.7838	0.7750
R1	0.7780	0.7780	0.7736	0.7809
PP	0.7681	0.7681	0.7681	0.7695
S1	0.7622	0.7622	0.7707	0.7652
S2	0.7523	0.7523	0.7693
S3	0.7366	0.7465	0.7678
S4	0.7208	0.7307	0.7635

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7836	0.7699	0.0138	1.8%	0.0055	0.7%	97%	True	False	59,756
10	0.7836	0.7577	0.0259	3.3%	0.0062	0.8%	98%	True	False	64,620
20	0.7836	0.7546	0.0290	3.7%	0.0065	0.8%	99%	True	False	63,657
40	0.7889	0.7546	0.0343	4.4%	0.0072	0.9%	83%	False	False	63,059
60	0.7902	0.7546	0.0356	4.5%	0.0071	0.9%	80%	False	False	53,750
80	0.8018	0.7546	0.0472	6.0%	0.0069	0.9%	61%	False	False	40,423
100	0.8018	0.7546	0.0472	6.0%	0.0069	0.9%	61%	False	False	32,380
120	0.8018	0.7396	0.0622	7.9%	0.0069	0.9%	70%	False	False	27,000

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8076
2.618	0.7984
1.618	0.7927
1.000	0.7893
0.618	0.7871
HIGH	0.7836
0.618	0.7814
0.500	0.7808
0.382	0.7801
LOW	0.7780
0.618	0.7745
1.000	0.7723
1.618	0.7688
2.618	0.7632
4.250	0.7539

Fisher Pivots for day following 18-Aug-2016
Pivot	1 day	3 day
R1	0.7824	0.7816
PP	0.7816	0.7800
S1	0.7808	0.7784

Download as Excel Spreadsheet

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

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