CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 27-Jul-2016

Day Change Summary
	Previous	Current
	26-Jul-2016	27-Jul-2016	Change	Change %	Previous Week
Open	0.7566	0.7585	0.0019	0.2%	0.7725
High	0.7593	0.7632	0.0040	0.5%	0.7736
Low	0.7552	0.7546	-0.0006	-0.1%	0.7585
Close	0.7581	0.7573	-0.0008	-0.1%	0.7607
Range	0.0041	0.0086	0.0045	109.8%	0.0152
ATR	0.0070	0.0071	0.0001	1.6%	0.0000
Volume	59,874	65,764	5,890	9.8%	268,368

Daily Pivots for day following 27-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7842	0.7793	0.7620
R3	0.7756	0.7707	0.7596
R2	0.7670	0.7670	0.7588
R1	0.7621	0.7621	0.7580	0.7602
PP	0.7584	0.7584	0.7584	0.7574
S1	0.7535	0.7535	0.7565	0.7516
S2	0.7498	0.7498	0.7557
S3	0.7412	0.7449	0.7549
S4	0.7326	0.7363	0.7525

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	0.7680	0.7546	0.0134	1.8%	0.0063	0.8%	20%	False	True	58,879
10	0.7776	0.7546	0.0230	3.0%	0.0064	0.8%	12%	False	True	56,021
20	0.7795	0.7546	0.0249	3.3%	0.0070	0.9%	11%	False	True	61,042
40	0.7902	0.7546	0.0356	4.7%	0.0074	1.0%	7%	False	True	54,838
60	0.8018	0.7546	0.0472	6.2%	0.0072	0.9%	6%	False	True	36,826
80	0.8018	0.7546	0.0472	6.2%	0.0070	0.9%	6%	False	True	27,674
100	0.8018	0.7450	0.0568	7.5%	0.0070	0.9%	22%	False	False	22,162
120	0.8018	0.7150	0.0868	11.5%	0.0069	0.9%	49%	False	False	18,473

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7998
2.618	0.7857
1.618	0.7771
1.000	0.7718
0.618	0.7685
HIGH	0.7632
0.618	0.7599
0.500	0.7589
0.382	0.7579
LOW	0.7546
0.618	0.7493
1.000	0.7460
1.618	0.7407
2.618	0.7321
4.250	0.7181

Fisher Pivots for day following 27-Jul-2016
Pivot	1 day	3 day
R1	0.7589	0.7589
PP	0.7584	0.7584
S1	0.7578	0.7578

Download as Excel Spreadsheet

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

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