CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 15-Sep-2016

Day Change Summary
	Previous	Current
	14-Sep-2016	15-Sep-2016	Change	Change %	Previous Week
Open	0.7596	0.7578	-0.0018	-0.2%	0.7700
High	0.7617	0.7616	-0.0001	0.0%	0.7799
Low	0.7571	0.7556	-0.0015	-0.2%	0.7661
Close	0.7575	0.7601	0.0026	0.3%	0.7676
Range	0.0047	0.0061	0.0014	30.1%	0.0139
ATR	0.0064	0.0064	0.0000	-0.4%	0.0000
Volume	100,221	91,125	-9,096	-9.1%	322,269

Daily Pivots for day following 15-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7772	0.7747	0.7634
R3	0.7712	0.7687	0.7618
R2	0.7651	0.7651	0.7612
R1	0.7626	0.7626	0.7607	0.7639
PP	0.7591	0.7591	0.7591	0.7597
S1	0.7566	0.7566	0.7595	0.7578
S2	0.7530	0.7530	0.7590
S3	0.7470	0.7505	0.7584
S4	0.7409	0.7445	0.7568

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8127	0.8040	0.7752
R3	0.7989	0.7902	0.7714
R2	0.7850	0.7850	0.7701
R1	0.7763	0.7763	0.7689	0.7738
PP	0.7712	0.7712	0.7712	0.7699
S1	0.7625	0.7625	0.7663	0.7599
S2	0.7573	0.7573	0.7651
S3	0.7435	0.7486	0.7638
S4	0.7296	0.7348	0.7600

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7753	0.7556	0.0198	2.6%	0.0069	0.9%	23%	False	True	90,494
10	0.7799	0.7556	0.0244	3.2%	0.0067	0.9%	19%	False	True	84,827
20	0.7836	0.7556	0.0281	3.7%	0.0060	0.8%	16%	False	True	70,770
40	0.7836	0.7546	0.0290	3.8%	0.0062	0.8%	19%	False	False	66,931
60	0.7889	0.7546	0.0343	4.5%	0.0068	0.9%	16%	False	False	65,565
80	0.7902	0.7546	0.0356	4.7%	0.0068	0.9%	15%	False	False	57,325
100	0.8018	0.7546	0.0472	6.2%	0.0067	0.9%	12%	False	False	45,932
120	0.8018	0.7546	0.0472	6.2%	0.0068	0.9%	12%	False	False	38,311

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7873
2.618	0.7774
1.618	0.7714
1.000	0.7677
0.618	0.7653
HIGH	0.7616
0.618	0.7593
0.500	0.7586
0.382	0.7579
LOW	0.7556
0.618	0.7518
1.000	0.7495
1.618	0.7458
2.618	0.7397
4.250	0.7298

Fisher Pivots for day following 15-Sep-2016
Pivot	1 day	3 day
R1	0.7596	0.7615
PP	0.7591	0.7610
S1	0.7586	0.7606

Download as Excel Spreadsheet

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

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