CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 25-Jul-2016

Day Change Summary
	Previous	Current
	22-Jul-2016	25-Jul-2016	Change	Change %	Previous Week
Open	0.7642	0.7611	-0.0031	-0.4%	0.7725
High	0.7660	0.7621	-0.0040	-0.5%	0.7736
Low	0.7585	0.7553	-0.0032	-0.4%	0.7585
Close	0.7607	0.7566	-0.0042	-0.5%	0.7607
Range	0.0076	0.0068	-0.0008	-9.9%	0.0152
ATR	0.0073	0.0072	0.0000	-0.5%	0.0000
Volume	75,712	48,147	-27,565	-36.4%	268,368

Daily Pivots for day following 25-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7784	0.7743	0.7603
R3	0.7716	0.7675	0.7584
R2	0.7648	0.7648	0.7578
R1	0.7607	0.7607	0.7572	0.7593
PP	0.7580	0.7580	0.7580	0.7573
S1	0.7539	0.7539	0.7559	0.7525
S2	0.7512	0.7512	0.7553
S3	0.7444	0.7471	0.7547
S4	0.7376	0.7403	0.7528

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8097	0.8004	0.7690
R3	0.7946	0.7852	0.7649
R2	0.7794	0.7794	0.7635
R1	0.7701	0.7701	0.7621	0.7672
PP	0.7643	0.7643	0.7643	0.7628
S1	0.7549	0.7549	0.7593	0.7520
S2	0.7491	0.7491	0.7579
S3	0.7340	0.7398	0.7565
S4	0.7188	0.7246	0.7524

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7731	0.7553	0.0179	2.4%	0.0062	0.8%	7%	False	True	53,910
10	0.7776	0.7553	0.0223	2.9%	0.0069	0.9%	6%	False	True	60,070
20	0.7795	0.7553	0.0243	3.2%	0.0072	0.9%	5%	False	True	60,569
40	0.7902	0.7553	0.0350	4.6%	0.0074	1.0%	4%	False	True	51,804
60	0.8018	0.7553	0.0466	6.2%	0.0071	0.9%	3%	False	True	34,737
80	0.8018	0.7553	0.0466	6.2%	0.0070	0.9%	3%	False	True	26,106
100	0.8018	0.7429	0.0589	7.8%	0.0070	0.9%	23%	False	False	20,906
120	0.8018	0.7150	0.0868	11.5%	0.0069	0.9%	48%	False	False	17,426

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7910
2.618	0.7799
1.618	0.7731
1.000	0.7689
0.618	0.7663
HIGH	0.7621
0.618	0.7595
0.500	0.7587
0.382	0.7578
LOW	0.7553
0.618	0.7510
1.000	0.7485
1.618	0.7442
2.618	0.7374
4.250	0.7264

Fisher Pivots for day following 25-Jul-2016
Pivot	1 day	3 day
R1	0.7587	0.7616
PP	0.7580	0.7599
S1	0.7573	0.7582

Download as Excel Spreadsheet

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

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