CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 19-Sep-2017

Day Change Summary
	Previous	Current
	18-Sep-2017	19-Sep-2017	Change	Change %	Previous Week
Open	0.8199	0.8139	-0.0061	-0.7%	0.8231
High	0.8216	0.8154	-0.0061	-0.7%	0.8277
Low	0.8106	0.8125	0.0019	0.2%	0.8171
Close	0.8126	0.8137	0.0011	0.1%	0.8211
Range	0.0110	0.0030	-0.0081	-73.2%	0.0107
ATR	0.0073	0.0070	-0.0003	-4.3%	0.0000
Volume	13,440	1,650	-11,790	-87.7%	452,803

Daily Pivots for day following 19-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8227	0.8211	0.8153
R3	0.8197	0.8182	0.8145
R2	0.8168	0.8168	0.8142
R1	0.8152	0.8152	0.8139	0.8145
PP	0.8138	0.8138	0.8138	0.8135
S1	0.8123	0.8123	0.8134	0.8116
S2	0.8109	0.8109	0.8131
S3	0.8079	0.8093	0.8128
S4	0.8050	0.8064	0.8120

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8539	0.8481	0.8269
R3	0.8432	0.8375	0.8240
R2	0.8326	0.8326	0.8230
R1	0.8268	0.8268	0.8220	0.8244
PP	0.8219	0.8219	0.8219	0.8207
S1	0.8162	0.8162	0.8201	0.8137
S2	0.8113	0.8113	0.8191
S3	0.8006	0.8055	0.8181
S4	0.7900	0.7949	0.8152

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8255	0.8106	0.0149	1.8%	0.0065	0.8%	21%	False	False	63,198
10	0.8291	0.8056	0.0235	2.9%	0.0080	1.0%	34%	False	False	80,680
20	0.8291	0.7899	0.0393	4.8%	0.0073	0.9%	61%	False	False	75,958
40	0.8291	0.7829	0.0462	5.7%	0.0066	0.8%	67%	False	False	73,924
60	0.8291	0.7548	0.0743	9.1%	0.0063	0.8%	79%	False	False	75,953
80	0.8291	0.7396	0.0895	11.0%	0.0059	0.7%	83%	False	False	65,558
100	0.8291	0.7267	0.1024	12.6%	0.0056	0.7%	85%	False	False	52,554
120	0.8291	0.7267	0.1024	12.6%	0.0055	0.7%	85%	False	False	43,838

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	0.8279
2.618	0.8231
1.618	0.8202
1.000	0.8184
0.618	0.8172
HIGH	0.8154
0.618	0.8143
0.500	0.8139
0.382	0.8136
LOW	0.8125
0.618	0.8106
1.000	0.8095
1.618	0.8077
2.618	0.8047
4.250	0.7999

Fisher Pivots for day following 19-Sep-2017
Pivot	1 day	3 day
R1	0.8139	0.8180
PP	0.8138	0.8166
S1	0.8137	0.8151

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

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