CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 12-Aug-2016

Day Change Summary
	Previous	Current
	11-Aug-2016	12-Aug-2016	Change	Change %	Previous Week
Open	0.7667	0.7700	0.0033	0.4%	0.7585
High	0.7720	0.7739	0.0020	0.3%	0.7739
Low	0.7648	0.7699	0.0051	0.7%	0.7582
Close	0.7712	0.7722	0.0010	0.1%	0.7722
Range	0.0072	0.0041	-0.0032	-43.8%	0.0158
ATR	0.0070	0.0068	-0.0002	-3.0%	0.0000
Volume	63,814	60,831	-2,983	-4.7%	321,905

Daily Pivots for day following 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7841	0.7822	0.7744
R3	0.7801	0.7781	0.7733
R2	0.7760	0.7760	0.7729
R1	0.7741	0.7741	0.7725	0.7751
PP	0.7720	0.7720	0.7720	0.7725
S1	0.7700	0.7700	0.7718	0.7710
S2	0.7679	0.7679	0.7714
S3	0.7639	0.7660	0.7710
S4	0.7598	0.7619	0.7699

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8153	0.8095	0.7808
R3	0.7996	0.7937	0.7765
R2	0.7838	0.7838	0.7750
R1	0.7780	0.7780	0.7736	0.7809
PP	0.7681	0.7681	0.7681	0.7695
S1	0.7622	0.7622	0.7707	0.7652
S2	0.7523	0.7523	0.7693
S3	0.7366	0.7465	0.7678
S4	0.7208	0.7307	0.7635

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7739	0.7582	0.0158	2.0%	0.0054	0.7%	89%	True	False	64,381
10	0.7739	0.7577	0.0162	2.1%	0.0063	0.8%	89%	True	False	64,876
20	0.7739	0.7546	0.0193	2.5%	0.0064	0.8%	91%	True	False	61,393
40	0.7889	0.7546	0.0343	4.4%	0.0072	0.9%	51%	False	False	62,178
60	0.7902	0.7546	0.0356	4.6%	0.0071	0.9%	49%	False	False	49,840
80	0.8018	0.7546	0.0472	6.1%	0.0069	0.9%	37%	False	False	37,460
100	0.8018	0.7529	0.0489	6.3%	0.0070	0.9%	39%	False	False	30,005
120	0.8018	0.7222	0.0796	10.3%	0.0069	0.9%	63%	False	False	25,018

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7911
2.618	0.7845
1.618	0.7805
1.000	0.7780
0.618	0.7764
HIGH	0.7739
0.618	0.7724
0.500	0.7719
0.382	0.7714
LOW	0.7699
0.618	0.7673
1.000	0.7658
1.618	0.7633
2.618	0.7592
4.250	0.7526

Fisher Pivots for day following 12-Aug-2016
Pivot	1 day	3 day
R1	0.7721	0.7708
PP	0.7720	0.7694
S1	0.7719	0.7681

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

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