CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 19-Jul-2016

Day Change Summary
	Previous	Current
	18-Jul-2016	19-Jul-2016	Change	Change %	Previous Week
Open	0.7725	0.7724	-0.0001	0.0%	0.7665
High	0.7736	0.7731	-0.0005	-0.1%	0.7776
Low	0.7680	0.7661	-0.0019	-0.2%	0.7611
Close	0.7724	0.7680	-0.0045	-0.6%	0.7728
Range	0.0057	0.0070	0.0014	23.9%	0.0165
ATR	0.0077	0.0077	-0.0001	-0.7%	0.0000
Volume	46,962	50,049	3,087	6.6%	355,151

Daily Pivots for day following 19-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7901	0.7860	0.7718
R3	0.7831	0.7790	0.7699
R2	0.7761	0.7761	0.7692
R1	0.7720	0.7720	0.7686	0.7705
PP	0.7691	0.7691	0.7691	0.7683
S1	0.7650	0.7650	0.7673	0.7635
S2	0.7621	0.7621	0.7667
S3	0.7551	0.7580	0.7660
S4	0.7481	0.7510	0.7641

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	0.7643	0.0133	1.7%	0.0073	1.0%	28%	False	False	61,654
10	0.7776	0.7611	0.0165	2.1%	0.0073	1.0%	42%	False	False	64,237
20	0.7889	0.7611	0.0279	3.6%	0.0080	1.0%	25%	False	False	62,484
40	0.7902	0.7587	0.0315	4.1%	0.0074	1.0%	29%	False	False	46,454
60	0.8018	0.7587	0.0431	5.6%	0.0070	0.9%	21%	False	False	31,088
80	0.8018	0.7542	0.0476	6.2%	0.0071	0.9%	29%	False	False	23,367
100	0.8018	0.7382	0.0636	8.3%	0.0069	0.9%	47%	False	False	18,713
120	0.8018	0.7100	0.0918	12.0%	0.0069	0.9%	63%	False	False	15,598

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8029
2.618	0.7914
1.618	0.7844
1.000	0.7801
0.618	0.7774
HIGH	0.7731
0.618	0.7704
0.500	0.7696
0.382	0.7688
LOW	0.7661
0.618	0.7618
1.000	0.7591
1.618	0.7548
2.618	0.7478
4.250	0.7364

Fisher Pivots for day following 19-Jul-2016
Pivot	1 day	3 day
R1	0.7696	0.7718
PP	0.7691	0.7705
S1	0.7685	0.7692

Download as Excel Spreadsheet

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

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