CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 07-Jul-2016

Day Change Summary
	Previous	Current
	06-Jul-2016	07-Jul-2016	Change	Change %	Previous Week
Open	0.7702	0.7716	0.0014	0.2%	0.7664
High	0.7724	0.7766	0.0042	0.5%	0.7774
Low	0.7659	0.7679	0.0020	0.3%	0.7621
Close	0.7719	0.7680	-0.0039	-0.5%	0.7744
Range	0.0065	0.0087	0.0022	33.8%	0.0153
ATR	0.0080	0.0080	0.0001	0.7%	0.0000
Volume	63,115	62,865	-250	-0.4%	278,124

Daily Pivots for day following 07-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7969	0.7912	0.7728
R3	0.7882	0.7825	0.7704
R2	0.7795	0.7795	0.7696
R1	0.7738	0.7738	0.7688	0.7723
PP	0.7708	0.7708	0.7708	0.7701
S1	0.7651	0.7651	0.7672	0.7636
S2	0.7621	0.7621	0.7664
S3	0.7534	0.7564	0.7656
S4	0.7447	0.7477	0.7632

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	0.7659	0.0136	1.8%	0.0079	1.0%	15%	False	False	61,556
10	0.7889	0.7621	0.0268	3.5%	0.0092	1.2%	22%	False	False	63,718
20	0.7899	0.7621	0.0278	3.6%	0.0079	1.0%	21%	False	False	62,397
40	0.7902	0.7587	0.0315	4.1%	0.0072	0.9%	30%	False	False	33,647
60	0.8018	0.7587	0.0431	5.6%	0.0070	0.9%	22%	False	False	22,529
80	0.8018	0.7465	0.0553	7.2%	0.0070	0.9%	39%	False	False	16,925
100	0.8018	0.7200	0.0818	10.7%	0.0069	0.9%	59%	False	False	13,550
120	0.8018	0.6842	0.1176	15.3%	0.0068	0.9%	71%	False	False	11,300

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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8136
2.618	0.7994
1.618	0.7907
1.000	0.7853
0.618	0.7820
HIGH	0.7766
0.618	0.7733
0.500	0.7723
0.382	0.7712
LOW	0.7679
0.618	0.7625
1.000	0.7592
1.618	0.7538
2.618	0.7451
4.250	0.7309

Fisher Pivots for day following 07-Jul-2016
Pivot	1 day	3 day
R1	0.7723	0.7727
PP	0.7708	0.7711
S1	0.7694	0.7696

Download as Excel Spreadsheet

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

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