CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 06-Sep-2016

Day Change Summary
	Previous	Current
	02-Sep-2016	06-Sep-2016	Change	Change %	Previous Week
Open	0.7636	0.7700	0.0064	0.8%	0.7691
High	0.7704	0.7797	0.0094	1.2%	0.7704
Low	0.7625	0.7696	0.0071	0.9%	0.7606
Close	0.7696	0.7791	0.0095	1.2%	0.7696
Range	0.0079	0.0102	0.0023	29.3%	0.0098
ATR	0.0059	0.0062	0.0003	5.1%	0.0000
Volume	81,503	103,473	21,970	27.0%	331,860

Daily Pivots for day following 06-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8066	0.8030	0.7846
R3	0.7964	0.7928	0.7818
R2	0.7863	0.7863	0.7809
R1	0.7827	0.7827	0.7800	0.7845
PP	0.7761	0.7761	0.7761	0.7770
S1	0.7725	0.7725	0.7781	0.7743
S2	0.7660	0.7660	0.7772
S3	0.7558	0.7624	0.7763
S4	0.7457	0.7522	0.7735

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7961	0.7926	0.7749
R3	0.7863	0.7828	0.7722
R2	0.7766	0.7766	0.7713
R1	0.7731	0.7731	0.7704	0.7748
PP	0.7668	0.7668	0.7668	0.7677
S1	0.7633	0.7633	0.7687	0.7651
S2	0.7571	0.7571	0.7678
S3	0.7473	0.7536	0.7669
S4	0.7376	0.7438	0.7642

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7797	0.7606	0.0191	2.5%	0.0062	0.8%	97%	True	False	77,919
10	0.7797	0.7606	0.0191	2.5%	0.0056	0.7%	97%	True	False	65,287
20	0.7836	0.7583	0.0254	3.3%	0.0058	0.7%	82%	False	False	63,933
40	0.7836	0.7546	0.0290	3.7%	0.0064	0.8%	84%	False	False	62,977
60	0.7889	0.7546	0.0343	4.4%	0.0068	0.9%	71%	False	False	62,600
80	0.7902	0.7546	0.0356	4.6%	0.0068	0.9%	69%	False	False	49,996
100	0.8018	0.7546	0.0472	6.1%	0.0068	0.9%	52%	False	False	40,058
120	0.8018	0.7529	0.0489	6.3%	0.0068	0.9%	53%	False	False	33,400

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8228
2.618	0.8063
1.618	0.7961
1.000	0.7899
0.618	0.7860
HIGH	0.7797
0.618	0.7758
0.500	0.7746
0.382	0.7734
LOW	0.7696
0.618	0.7633
1.000	0.7594
1.618	0.7531
2.618	0.7430
4.250	0.7264

Fisher Pivots for day following 06-Sep-2016
Pivot	1 day	3 day
R1	0.7776	0.7761
PP	0.7761	0.7731
S1	0.7746	0.7702

Download as Excel Spreadsheet

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

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