CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 08-Sep-2017

Day Change Summary
	Previous	Current
	07-Sep-2017	08-Sep-2017	Change	Change %	Previous Week
Open	0.8175	0.8244	0.0069	0.8%	0.8065
High	0.8258	0.8291	0.0033	0.4%	0.8291
Low	0.8170	0.8221	0.0051	0.6%	0.8049
Close	0.8233	0.8235	0.0002	0.0%	0.8235
Range	0.0088	0.0071	-0.0018	-19.9%	0.0243
ATR	0.0074	0.0074	0.0000	-0.3%	0.0000
Volume	105,914	103,688	-2,226	-2.1%	426,428

Daily Pivots for day following 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8460	0.8418	0.8274
R3	0.8390	0.8348	0.8254
R2	0.8319	0.8319	0.8248
R1	0.8277	0.8277	0.8241	0.8263
PP	0.8249	0.8249	0.8249	0.8242
S1	0.8207	0.8207	0.8229	0.8193
S2	0.8178	0.8178	0.8222
S3	0.8108	0.8136	0.8216
S4	0.8037	0.8066	0.8196

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8919	0.8820	0.8368
R3	0.8677	0.8577	0.8302
R2	0.8434	0.8434	0.8279
R1	0.8335	0.8335	0.8257	0.8384
PP	0.8192	0.8192	0.8192	0.8216
S1	0.8092	0.8092	0.8213	0.8142
S2	0.7949	0.7949	0.8191
S3	0.7707	0.7850	0.8168
S4	0.7464	0.7607	0.8102

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8291	0.8007	0.0284	3.5%	0.0101	1.2%	80%	True	False	107,778
10	0.8291	0.7899	0.0393	4.8%	0.0088	1.1%	86%	True	False	89,723
20	0.8291	0.7829	0.0462	5.6%	0.0071	0.9%	88%	True	False	74,397
40	0.8291	0.7829	0.0462	5.6%	0.0064	0.8%	88%	True	False	75,094
60	0.8291	0.7504	0.0787	9.6%	0.0061	0.7%	93%	True	False	76,375
80	0.8291	0.7332	0.0959	11.7%	0.0057	0.7%	94%	True	False	59,775
100	0.8291	0.7267	0.1024	12.4%	0.0056	0.7%	95%	True	False	47,906
120	0.8291	0.7267	0.1024	12.4%	0.0053	0.6%	95%	True	False	39,943

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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8591
2.618	0.8476
1.618	0.8405
1.000	0.8362
0.618	0.8335
HIGH	0.8291
0.618	0.8264
0.500	0.8256
0.382	0.8247
LOW	0.8221
0.618	0.8177
1.000	0.8150
1.618	0.8106
2.618	0.8036
4.250	0.7921

Fisher Pivots for day following 08-Sep-2017
Pivot	1 day	3 day
R1	0.8256	0.8215
PP	0.8249	0.8194
S1	0.8242	0.8174

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

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