CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 13-Jul-2016

Day Change Summary
	Previous	Current
	12-Jul-2016	13-Jul-2016	Change	Change %	Previous Week
Open	0.7625	0.7670	0.0046	0.6%	0.7746
High	0.7706	0.7732	0.0026	0.3%	0.7795
Low	0.7615	0.7643	0.0029	0.4%	0.7639
Close	0.7681	0.7715	0.0035	0.4%	0.7666
Range	0.0091	0.0089	-0.0003	-2.7%	0.0156
ATR	0.0079	0.0079	0.0001	0.9%	0.0000
Volume	72,926	93,201	20,275	27.8%	261,600

Daily Pivots for day following 13-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7962	0.7927	0.7764
R3	0.7874	0.7839	0.7739
R2	0.7785	0.7785	0.7731
R1	0.7750	0.7750	0.7723	0.7768
PP	0.7697	0.7697	0.7697	0.7705
S1	0.7662	0.7662	0.7707	0.7679
S2	0.7608	0.7608	0.7699
S3	0.7520	0.7573	0.7691
S4	0.7431	0.7485	0.7666

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8168	0.8073	0.7752
R3	0.8012	0.7917	0.7709
R2	0.7856	0.7856	0.7695
R1	0.7761	0.7761	0.7680	0.7731
PP	0.7700	0.7700	0.7700	0.7685
S1	0.7605	0.7605	0.7652	0.7575
S2	0.7544	0.7544	0.7637
S3	0.7388	0.7449	0.7623
S4	0.7232	0.7293	0.7580

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7766	0.7611	0.0156	2.0%	0.0078	1.0%	67%	False	False	72,838
10	0.7795	0.7611	0.0185	2.4%	0.0076	1.0%	57%	False	False	66,063
20	0.7889	0.7611	0.0279	3.6%	0.0083	1.1%	38%	False	False	64,387
40	0.7902	0.7587	0.0315	4.1%	0.0074	1.0%	41%	False	False	41,147
60	0.8018	0.7587	0.0431	5.6%	0.0071	0.9%	30%	False	False	27,539
80	0.8018	0.7529	0.0489	6.3%	0.0070	0.9%	38%	False	False	20,683
100	0.8018	0.7222	0.0796	10.3%	0.0069	0.9%	62%	False	False	16,563
120	0.8018	0.6993	0.1025	13.3%	0.0068	0.9%	70%	False	False	13,808

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8108
2.618	0.7963
1.618	0.7875
1.000	0.7820
0.618	0.7786
HIGH	0.7732
0.618	0.7698
0.500	0.7687
0.382	0.7677
LOW	0.7643
0.618	0.7588
1.000	0.7555
1.618	0.7500
2.618	0.7411
4.250	0.7267

Fisher Pivots for day following 13-Jul-2016
Pivot	1 day	3 day
R1	0.7706	0.7700
PP	0.7697	0.7686
S1	0.7687	0.7671

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

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