CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 01-Aug-2016

Day Change Summary
	Previous	Current
	29-Jul-2016	01-Aug-2016	Change	Change %	Previous Week
Open	0.7602	0.7670	0.0068	0.9%	0.7611
High	0.7694	0.7678	-0.0016	-0.2%	0.7694
Low	0.7586	0.7619	0.0034	0.4%	0.7546
Close	0.7669	0.7636	-0.0033	-0.4%	0.7669
Range	0.0109	0.0059	-0.0050	-45.6%	0.0148
ATR	0.0073	0.0072	-0.0001	-1.4%	0.0000
Volume	80,760	40,005	-40,755	-50.5%	310,730

Daily Pivots for day following 01-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7821	0.7788	0.7668
R3	0.7762	0.7729	0.7652
R2	0.7703	0.7703	0.7647
R1	0.7670	0.7670	0.7641	0.7657
PP	0.7644	0.7644	0.7644	0.7638
S1	0.7611	0.7611	0.7631	0.7598
S2	0.7585	0.7585	0.7625
S3	0.7526	0.7552	0.7620
S4	0.7467	0.7493	0.7604

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8080	0.8022	0.7750
R3	0.7932	0.7874	0.7709
R2	0.7784	0.7784	0.7696
R1	0.7726	0.7726	0.7682	0.7755
PP	0.7636	0.7636	0.7636	0.7651
S1	0.7578	0.7578	0.7655	0.7607
S2	0.7488	0.7488	0.7641
S3	0.7340	0.7430	0.7628
S4	0.7192	0.7282	0.7587

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7694	0.7546	0.0148	1.9%	0.0070	0.9%	61%	False	False	60,517
10	0.7731	0.7546	0.0185	2.4%	0.0066	0.9%	49%	False	False	57,214
20	0.7795	0.7546	0.0249	3.3%	0.0072	0.9%	36%	False	False	61,792
40	0.7902	0.7546	0.0356	4.7%	0.0074	1.0%	25%	False	False	59,027
60	0.7902	0.7546	0.0356	4.7%	0.0070	0.9%	25%	False	False	39,759
80	0.8018	0.7546	0.0472	6.2%	0.0070	0.9%	19%	False	False	29,882
100	0.8018	0.7465	0.0553	7.2%	0.0070	0.9%	31%	False	False	23,928
120	0.8018	0.7150	0.0868	11.4%	0.0069	0.9%	56%	False	False	19,947

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7929
2.618	0.7832
1.618	0.7773
1.000	0.7737
0.618	0.7714
HIGH	0.7678
0.618	0.7655
0.500	0.7649
0.382	0.7642
LOW	0.7619
0.618	0.7583
1.000	0.7560
1.618	0.7524
2.618	0.7465
4.250	0.7368

Fisher Pivots for day following 01-Aug-2016
Pivot	1 day	3 day
R1	0.7649	0.7638
PP	0.7644	0.7637
S1	0.7640	0.7637

Download as Excel Spreadsheet

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

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