CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 17-Aug-2016

Day Change Summary
	Previous	Current
	16-Aug-2016	17-Aug-2016	Change	Change %	Previous Week
Open	0.7738	0.7777	0.0040	0.5%	0.7585
High	0.7814	0.7795	-0.0020	-0.2%	0.7739
Low	0.7732	0.7742	0.0010	0.1%	0.7582
Close	0.7788	0.7785	-0.0003	0.0%	0.7722
Range	0.0082	0.0053	-0.0030	-36.0%	0.0158
ATR	0.0067	0.0066	-0.0001	-1.6%	0.0000
Volume	75,816	64,906	-10,910	-14.4%	321,905

Daily Pivots for day following 17-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7931	0.7910	0.7813
R3	0.7879	0.7858	0.7799
R2	0.7826	0.7826	0.7794
R1	0.7805	0.7805	0.7789	0.7816
PP	0.7774	0.7774	0.7774	0.7779
S1	0.7753	0.7753	0.7780	0.7763
S2	0.7721	0.7721	0.7775
S3	0.7669	0.7700	0.7770
S4	0.7616	0.7648	0.7756

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	0.7814	0.7648	0.0167	2.1%	0.0058	0.7%	82%	False	False	61,279
10	0.7814	0.7577	0.0237	3.0%	0.0062	0.8%	88%	False	False	65,106
20	0.7814	0.7546	0.0268	3.4%	0.0064	0.8%	89%	False	False	63,092
40	0.7889	0.7546	0.0343	4.4%	0.0073	0.9%	70%	False	False	62,963
60	0.7902	0.7546	0.0356	4.6%	0.0071	0.9%	67%	False	False	52,843
80	0.8018	0.7546	0.0472	6.1%	0.0069	0.9%	51%	False	False	39,722
100	0.8018	0.7546	0.0472	6.1%	0.0070	0.9%	51%	False	False	31,819
120	0.8018	0.7388	0.0630	8.1%	0.0069	0.9%	63%	False	False	26,532

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8018
2.618	0.7932
1.618	0.7879
1.000	0.7847
0.618	0.7827
HIGH	0.7795
0.618	0.7774
0.500	0.7768
0.382	0.7762
LOW	0.7742
0.618	0.7710
1.000	0.7690
1.618	0.7657
2.618	0.7605
4.250	0.7519

Fisher Pivots for day following 17-Aug-2016
Pivot	1 day	3 day
R1	0.7779	0.7777
PP	0.7774	0.7769
S1	0.7768	0.7761

Download as Excel Spreadsheet

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

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