CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 02-Aug-2016

Day Change Summary
	Previous	Current
	01-Aug-2016	02-Aug-2016	Change	Change %	Previous Week
Open	0.7670	0.7620	-0.0050	-0.7%	0.7611
High	0.7678	0.7691	0.0013	0.2%	0.7694
Low	0.7619	0.7611	-0.0009	-0.1%	0.7546
Close	0.7636	0.7642	0.0006	0.1%	0.7669
Range	0.0059	0.0081	0.0022	36.4%	0.0148
ATR	0.0072	0.0073	0.0001	0.8%	0.0000
Volume	40,005	80,180	40,175	100.4%	310,730

Daily Pivots for day following 02-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7889	0.7846	0.7686
R3	0.7809	0.7766	0.7664
R2	0.7728	0.7728	0.7657
R1	0.7685	0.7685	0.7649	0.7707
PP	0.7648	0.7648	0.7648	0.7659
S1	0.7605	0.7605	0.7635	0.7626
S2	0.7567	0.7567	0.7627
S3	0.7487	0.7524	0.7620
S4	0.7406	0.7444	0.7598

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%	0.0077	1.0%	65%	False	False	64,578
10	0.7694	0.7546	0.0148	1.9%	0.0067	0.9%	65%	False	False	60,227
20	0.7776	0.7546	0.0230	3.0%	0.0070	0.9%	42%	False	False	62,232
40	0.7902	0.7546	0.0356	4.7%	0.0074	1.0%	27%	False	False	60,699
60	0.7902	0.7546	0.0356	4.7%	0.0070	0.9%	27%	False	False	41,093
80	0.8018	0.7546	0.0472	6.2%	0.0070	0.9%	20%	False	False	30,882
100	0.8018	0.7465	0.0553	7.2%	0.0070	0.9%	32%	False	False	24,729
120	0.8018	0.7150	0.0868	11.4%	0.0069	0.9%	57%	False	False	20,615

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

Fibonacci Retracements and Extensions
4.250	0.8033
2.618	0.7902
1.618	0.7821
1.000	0.7772
0.618	0.7741
HIGH	0.7691
0.618	0.7660
0.500	0.7651
0.382	0.7641
LOW	0.7611
0.618	0.7561
1.000	0.7530
1.618	0.7480
2.618	0.7400
4.250	0.7268

Fisher Pivots for day following 02-Aug-2016
Pivot	1 day	3 day
R1	0.7651	0.7641
PP	0.7648	0.7641
S1	0.7645	0.7640

Download as Excel Spreadsheet

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

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