CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 04-Aug-2016

Day Change Summary
	Previous	Current
	03-Aug-2016	04-Aug-2016	Change	Change %	Previous Week
Open	0.7634	0.7651	0.0017	0.2%	0.7611
High	0.7657	0.7697	0.0040	0.5%	0.7694
Low	0.7608	0.7642	0.0034	0.4%	0.7546
Close	0.7648	0.7687	0.0039	0.5%	0.7669
Range	0.0050	0.0056	0.0006	12.1%	0.0148
ATR	0.0071	0.0070	-0.0001	-1.6%	0.0000
Volume	59,272	61,050	1,778	3.0%	310,730

Daily Pivots for day following 04-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7842	0.7820	0.7718
R3	0.7786	0.7764	0.7702
R2	0.7731	0.7731	0.7697
R1	0.7709	0.7709	0.7692	0.7720
PP	0.7675	0.7675	0.7675	0.7681
S1	0.7653	0.7653	0.7682	0.7664
S2	0.7620	0.7620	0.7677
S3	0.7564	0.7598	0.7672
S4	0.7509	0.7542	0.7656

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	0.7697	0.7586	0.0112	1.5%	0.0071	0.9%	91%	True	False	64,253
10	0.7697	0.7546	0.0151	2.0%	0.0068	0.9%	93%	True	False	62,694
20	0.7776	0.7546	0.0230	3.0%	0.0068	0.9%	61%	False	False	61,949
40	0.7899	0.7546	0.0353	4.6%	0.0073	1.0%	40%	False	False	62,173
60	0.7902	0.7546	0.0356	4.6%	0.0070	0.9%	40%	False	False	43,081
80	0.8018	0.7546	0.0472	6.1%	0.0069	0.9%	30%	False	False	32,384
100	0.8018	0.7465	0.0553	7.2%	0.0070	0.9%	40%	False	False	25,930
120	0.8018	0.7200	0.0818	10.6%	0.0068	0.9%	60%	False	False	21,617

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

Fibonacci Retracements and Extensions
4.250	0.7933
2.618	0.7842
1.618	0.7787
1.000	0.7753
0.618	0.7731
HIGH	0.7697
0.618	0.7676
0.500	0.7669
0.382	0.7663
LOW	0.7642
0.618	0.7607
1.000	0.7586
1.618	0.7552
2.618	0.7496
4.250	0.7406

Fisher Pivots for day following 04-Aug-2016
Pivot	1 day	3 day
R1	0.7681	0.7675
PP	0.7675	0.7664
S1	0.7669	0.7652

Download as Excel Spreadsheet

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

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