CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 28-Jul-2016

Day Change Summary
	Previous	Current
	27-Jul-2016	28-Jul-2016	Change	Change %	Previous Week
Open	0.7585	0.7589	0.0004	0.1%	0.7725
High	0.7632	0.7635	0.0003	0.0%	0.7736
Low	0.7546	0.7582	0.0036	0.5%	0.7585
Close	0.7573	0.7599	0.0027	0.3%	0.7607
Range	0.0086	0.0053	-0.0033	-38.4%	0.0152
ATR	0.0071	0.0071	-0.0001	-0.9%	0.0000
Volume	65,764	56,185	-9,579	-14.6%	268,368

Daily Pivots for day following 28-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7764	0.7735	0.7628
R3	0.7711	0.7682	0.7614
R2	0.7658	0.7658	0.7609
R1	0.7629	0.7629	0.7604	0.7644
PP	0.7605	0.7605	0.7605	0.7613
S1	0.7576	0.7576	0.7594	0.7591
S2	0.7552	0.7552	0.7589
S3	0.7499	0.7523	0.7584
S4	0.7446	0.7470	0.7570

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	0.7660	0.7546	0.0114	1.5%	0.0065	0.9%	46%	False	False	61,136
10	0.7776	0.7546	0.0230	3.0%	0.0062	0.8%	23%	False	False	55,588
20	0.7795	0.7546	0.0249	3.3%	0.0070	0.9%	21%	False	False	61,275
40	0.7902	0.7546	0.0356	4.7%	0.0074	1.0%	15%	False	False	56,214
60	0.7902	0.7546	0.0356	4.7%	0.0070	0.9%	15%	False	False	37,755
80	0.8018	0.7546	0.0472	6.2%	0.0070	0.9%	11%	False	False	28,374
100	0.8018	0.7450	0.0568	7.5%	0.0070	0.9%	26%	False	False	22,723
120	0.8018	0.7150	0.0868	11.4%	0.0068	0.9%	52%	False	False	18,941

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7860
2.618	0.7774
1.618	0.7721
1.000	0.7688
0.618	0.7668
HIGH	0.7635
0.618	0.7615
0.500	0.7609
0.382	0.7602
LOW	0.7582
0.618	0.7549
1.000	0.7529
1.618	0.7496
2.618	0.7443
4.250	0.7357

Fisher Pivots for day following 28-Jul-2016
Pivot	1 day	3 day
R1	0.7609	0.7596
PP	0.7605	0.7593
S1	0.7602	0.7591

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

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