CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 10-Aug-2016

Day Change Summary
	Previous	Current
	09-Aug-2016	10-Aug-2016	Change	Change %	Previous Week
Open	0.7599	0.7624	0.0025	0.3%	0.7670
High	0.7630	0.7701	0.0071	0.9%	0.7697
Low	0.7583	0.7623	0.0040	0.5%	0.7577
Close	0.7614	0.7661	0.0047	0.6%	0.7600
Range	0.0048	0.0079	0.0031	65.3%	0.0120
ATR	0.0069	0.0070	0.0001	1.9%	0.0000
Volume	61,236	85,743	24,507	40.0%	326,861

Daily Pivots for day following 10-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7897	0.7857	0.7704
R3	0.7818	0.7779	0.7682
R2	0.7740	0.7740	0.7675
R1	0.7700	0.7700	0.7668	0.7720
PP	0.7661	0.7661	0.7661	0.7671
S1	0.7622	0.7622	0.7653	0.7642
S2	0.7583	0.7583	0.7646
S3	0.7504	0.7543	0.7639
S4	0.7426	0.7465	0.7617

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7985	0.7912	0.7666
R3	0.7865	0.7792	0.7633
R2	0.7745	0.7745	0.7622
R1	0.7672	0.7672	0.7611	0.7649
PP	0.7625	0.7625	0.7625	0.7613
S1	0.7552	0.7552	0.7589	0.7529
S2	0.7505	0.7505	0.7578
S3	0.7385	0.7432	0.7567
S4	0.7265	0.7312	0.7534

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7701	0.7577	0.0124	1.6%	0.0065	0.9%	67%	True	False	68,932
10	0.7701	0.7577	0.0124	1.6%	0.0068	0.9%	67%	True	False	66,106
20	0.7776	0.7546	0.0230	3.0%	0.0066	0.9%	50%	False	False	61,063
40	0.7889	0.7546	0.0343	4.5%	0.0074	1.0%	33%	False	False	62,725
60	0.7902	0.7546	0.0356	4.6%	0.0071	0.9%	32%	False	False	47,786
80	0.8018	0.7546	0.0472	6.2%	0.0069	0.9%	24%	False	False	35,920
100	0.8018	0.7529	0.0489	6.4%	0.0069	0.9%	27%	False	False	28,759
120	0.8018	0.7222	0.0796	10.4%	0.0068	0.9%	55%	False	False	23,980

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8035
2.618	0.7907
1.618	0.7828
1.000	0.7780
0.618	0.7750
HIGH	0.7701
0.618	0.7671
0.500	0.7662
0.382	0.7652
LOW	0.7623
0.618	0.7574
1.000	0.7544
1.618	0.7495
2.618	0.7417
4.250	0.7289

Fisher Pivots for day following 10-Aug-2016
Pivot	1 day	3 day
R1	0.7662	0.7654
PP	0.7661	0.7648
S1	0.7661	0.7641

Download as Excel Spreadsheet

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

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