CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 25-Aug-2016

Day Change Summary
	Previous	Current
	24-Aug-2016	25-Aug-2016	Change	Change %	Previous Week
Open	0.7744	0.7735	-0.0009	-0.1%	0.7723
High	0.7752	0.7754	0.0002	0.0%	0.7836
Low	0.7718	0.7729	0.0011	0.1%	0.7707
Close	0.7732	0.7736	0.0004	0.1%	0.7777
Range	0.0034	0.0025	-0.0009	-26.9%	0.0129
ATR	0.0063	0.0060	-0.0003	-4.4%	0.0000
Volume	48,119	37,049	-11,070	-23.0%	296,329

Daily Pivots for day following 25-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7813	0.7799	0.7749
R3	0.7788	0.7774	0.7742
R2	0.7764	0.7764	0.7740
R1	0.7750	0.7750	0.7738	0.7757
PP	0.7739	0.7739	0.7739	0.7743
S1	0.7725	0.7725	0.7733	0.7732
S2	0.7715	0.7715	0.7731
S3	0.7690	0.7701	0.7729
S4	0.7666	0.7676	0.7722

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8160	0.8098	0.7848
R3	0.8031	0.7969	0.7812
R2	0.7902	0.7902	0.7801
R1	0.7840	0.7840	0.7789	0.7871
PP	0.7773	0.7773	0.7773	0.7789
S1	0.7711	0.7711	0.7765	0.7742
S2	0.7644	0.7644	0.7753
S3	0.7515	0.7582	0.7742
S4	0.7386	0.7453	0.7706

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7830	0.7713	0.0117	1.5%	0.0049	0.6%	19%	False	False	50,260
10	0.7836	0.7699	0.0138	1.8%	0.0052	0.7%	27%	False	False	55,008
20	0.7836	0.7577	0.0259	3.3%	0.0061	0.8%	61%	False	False	60,938
40	0.7836	0.7546	0.0290	3.7%	0.0065	0.8%	65%	False	False	61,107
60	0.7902	0.7546	0.0356	4.6%	0.0070	0.9%	53%	False	False	57,789
80	0.7902	0.7546	0.0356	4.6%	0.0068	0.9%	53%	False	False	43,551
100	0.8018	0.7546	0.0472	6.1%	0.0068	0.9%	40%	False	False	34,887
120	0.8018	0.7450	0.0568	7.3%	0.0069	0.9%	50%	False	False	29,093

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 126 trading days

Fibonacci Retracements and Extensions
4.250	0.7858
2.618	0.7818
1.618	0.7793
1.000	0.7778
0.618	0.7769
HIGH	0.7754
0.618	0.7744
0.500	0.7741
0.382	0.7738
LOW	0.7729
0.618	0.7714
1.000	0.7705
1.618	0.7689
2.618	0.7665
4.250	0.7625

Fisher Pivots for day following 25-Aug-2016
Pivot	1 day	3 day
R1	0.7741	0.7748
PP	0.7739	0.7744
S1	0.7737	0.7740

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

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