CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 03-Aug-2016

Day Change Summary
	Previous	Current
	02-Aug-2016	03-Aug-2016	Change	Change %	Previous Week
Open	0.7620	0.7634	0.0014	0.2%	0.7611
High	0.7691	0.7657	-0.0034	-0.4%	0.7694
Low	0.7611	0.7608	-0.0003	0.0%	0.7546
Close	0.7642	0.7648	0.0006	0.1%	0.7669
Range	0.0081	0.0050	-0.0031	-38.5%	0.0148
ATR	0.0073	0.0071	-0.0002	-2.3%	0.0000
Volume	80,180	59,272	-20,908	-26.1%	310,730

Daily Pivots for day following 03-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7786	0.7767	0.7675
R3	0.7737	0.7717	0.7662
R2	0.7687	0.7687	0.7657
R1	0.7668	0.7668	0.7653	0.7677
PP	0.7638	0.7638	0.7638	0.7642
S1	0.7618	0.7618	0.7643	0.7628
S2	0.7588	0.7588	0.7639
S3	0.7539	0.7569	0.7634
S4	0.7489	0.7519	0.7621

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	0.7582	0.0112	1.5%	0.0070	0.9%	59%	False	False	63,280
10	0.7694	0.7546	0.0148	1.9%	0.0067	0.9%	69%	False	False	61,079
20	0.7776	0.7546	0.0230	3.0%	0.0069	0.9%	44%	False	False	62,040
40	0.7902	0.7546	0.0356	4.7%	0.0073	1.0%	29%	False	False	61,613
60	0.7902	0.7546	0.0356	4.7%	0.0070	0.9%	29%	False	False	42,073
80	0.8018	0.7546	0.0472	6.2%	0.0070	0.9%	22%	False	False	31,622
100	0.8018	0.7465	0.0553	7.2%	0.0070	0.9%	33%	False	False	25,320
120	0.8018	0.7174	0.0844	11.0%	0.0069	0.9%	56%	False	False	21,108

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7867
2.618	0.7787
1.618	0.7737
1.000	0.7707
0.618	0.7688
HIGH	0.7657
0.618	0.7638
0.500	0.7632
0.382	0.7626
LOW	0.7608
0.618	0.7577
1.000	0.7558
1.618	0.7527
2.618	0.7478
4.250	0.7397

Fisher Pivots for day following 03-Aug-2016
Pivot	1 day	3 day
R1	0.7643	0.7649
PP	0.7638	0.7649
S1	0.7632	0.7648

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

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