CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 18-Jul-2016

Day Change Summary
	Previous	Current
	15-Jul-2016	18-Jul-2016	Change	Change %	Previous Week
Open	0.7755	0.7725	-0.0030	-0.4%	0.7665
High	0.7776	0.7736	-0.0040	-0.5%	0.7776
Low	0.7700	0.7680	-0.0021	-0.3%	0.7611
Close	0.7728	0.7724	-0.0004	0.0%	0.7728
Range	0.0076	0.0057	-0.0019	-25.2%	0.0165
ATR	0.0079	0.0077	-0.0002	-2.0%	0.0000
Volume	57,547	46,962	-10,585	-18.4%	355,151

Daily Pivots for day following 18-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7883	0.7860	0.7755
R3	0.7826	0.7803	0.7740
R2	0.7770	0.7770	0.7734
R1	0.7747	0.7747	0.7729	0.7730
PP	0.7713	0.7713	0.7713	0.7705
S1	0.7690	0.7690	0.7719	0.7674
S2	0.7657	0.7657	0.7714
S3	0.7600	0.7634	0.7708
S4	0.7544	0.7577	0.7693

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8200	0.8129	0.7818
R3	0.8035	0.7964	0.7773
R2	0.7870	0.7870	0.7758
R1	0.7799	0.7799	0.7743	0.7834
PP	0.7705	0.7705	0.7705	0.7722
S1	0.7634	0.7634	0.7712	0.7669
S2	0.7540	0.7540	0.7697
S3	0.7375	0.7469	0.7682
S4	0.7210	0.7304	0.7637

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7776	0.7615	0.0161	2.1%	0.0077	1.0%	68%	False	False	66,229
10	0.7795	0.7611	0.0185	2.4%	0.0078	1.0%	62%	False	False	66,371
20	0.7889	0.7611	0.0279	3.6%	0.0080	1.0%	41%	False	False	62,506
40	0.7902	0.7587	0.0315	4.1%	0.0073	0.9%	43%	False	False	45,219
60	0.8018	0.7587	0.0431	5.6%	0.0070	0.9%	32%	False	False	30,259
80	0.8018	0.7529	0.0489	6.3%	0.0070	0.9%	40%	False	False	22,744
100	0.8018	0.7320	0.0698	9.0%	0.0069	0.9%	58%	False	False	18,213
120	0.8018	0.7089	0.0929	12.0%	0.0068	0.9%	68%	False	False	15,181

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0020
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7976
2.618	0.7884
1.618	0.7827
1.000	0.7793
0.618	0.7771
HIGH	0.7736
0.618	0.7714
0.500	0.7708
0.382	0.7701
LOW	0.7680
0.618	0.7645
1.000	0.7623
1.618	0.7588
2.618	0.7532
4.250	0.7439

Fisher Pivots for day following 18-Jul-2016
Pivot	1 day	3 day
R1	0.7719	0.7728
PP	0.7713	0.7726
S1	0.7708	0.7725

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

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