CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 05-Jul-2016

Day Change Summary
	Previous	Current
	01-Jul-2016	05-Jul-2016	Change	Change %	Previous Week
Open	0.7727	0.7746	0.0019	0.2%	0.7664
High	0.7774	0.7795	0.0021	0.3%	0.7774
Low	0.7708	0.7682	-0.0026	-0.3%	0.7621
Close	0.7744	0.7701	-0.0043	-0.6%	0.7744
Range	0.0066	0.0113	0.0047	71.2%	0.0153
ATR	0.0078	0.0081	0.0002	3.2%	0.0000
Volume	40,070	71,386	31,316	78.2%	278,124

Daily Pivots for day following 05-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8065	0.7996	0.7763
R3	0.7952	0.7883	0.7732
R2	0.7839	0.7839	0.7722
R1	0.7770	0.7770	0.7711	0.7748
PP	0.7726	0.7726	0.7726	0.7715
S1	0.7657	0.7657	0.7691	0.7635
S2	0.7613	0.7613	0.7680
S3	0.7500	0.7544	0.7670
S4	0.7387	0.7431	0.7639

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8172	0.8111	0.7828
R3	0.8019	0.7958	0.7786
R2	0.7866	0.7866	0.7772
R1	0.7805	0.7805	0.7758	0.7836
PP	0.7713	0.7713	0.7713	0.7728
S1	0.7652	0.7652	0.7730	0.7683
S2	0.7560	0.7560	0.7716
S3	0.7407	0.7499	0.7702
S4	0.7254	0.7346	0.7660

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7795	0.7630	0.0165	2.1%	0.0078	1.0%	43%	True	False	57,503
10	0.7889	0.7621	0.0268	3.5%	0.0087	1.1%	30%	False	False	60,732
20	0.7902	0.7621	0.0281	3.6%	0.0078	1.0%	28%	False	False	59,166
40	0.7902	0.7587	0.0315	4.1%	0.0071	0.9%	36%	False	False	30,524
60	0.8018	0.7587	0.0431	5.6%	0.0070	0.9%	26%	False	False	20,432
80	0.8018	0.7465	0.0553	7.2%	0.0070	0.9%	43%	False	False	15,353
100	0.8018	0.7150	0.0868	11.3%	0.0068	0.9%	63%	False	False	12,291
120	0.8018	0.6842	0.1176	15.3%	0.0067	0.9%	73%	False	False	10,251

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8275
2.618	0.8091
1.618	0.7978
1.000	0.7908
0.618	0.7865
HIGH	0.7795
0.618	0.7752
0.500	0.7739
0.382	0.7725
LOW	0.7682
0.618	0.7612
1.000	0.7569
1.618	0.7499
2.618	0.7386
4.250	0.7202

Fisher Pivots for day following 05-Jul-2016
Pivot	1 day	3 day
R1	0.7739	0.7739
PP	0.7726	0.7726
S1	0.7714	0.7714

Download as Excel Spreadsheet

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

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