CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 19-Aug-2016

Day Change Summary
	Previous	Current
	18-Aug-2016	19-Aug-2016	Change	Change %	Previous Week
Open	0.7784	0.7830	0.0046	0.6%	0.7723
High	0.7836	0.7830	-0.0006	-0.1%	0.7836
Low	0.7780	0.7756	-0.0024	-0.3%	0.7707
Close	0.7832	0.7777	-0.0055	-0.7%	0.7777
Range	0.0057	0.0075	0.0018	31.9%	0.0129
ATR	0.0066	0.0066	0.0001	1.2%	0.0000
Volume	56,199	58,379	2,180	3.9%	296,329

Daily Pivots for day following 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8011	0.7969	0.7818
R3	0.7937	0.7894	0.7797
R2	0.7862	0.7862	0.7791
R1	0.7820	0.7820	0.7784	0.7804
PP	0.7788	0.7788	0.7788	0.7780
S1	0.7745	0.7745	0.7770	0.7729
S2	0.7713	0.7713	0.7763
S3	0.7639	0.7671	0.7757
S4	0.7564	0.7596	0.7736

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8160	0.8098	0.7848
R3	0.8031	0.7969	0.7812
R2	0.7902	0.7902	0.7801
R1	0.7840	0.7840	0.7789	0.7871
PP	0.7773	0.7773	0.7773	0.7789
S1	0.7711	0.7711	0.7765	0.7742
S2	0.7644	0.7644	0.7753
S3	0.7515	0.7582	0.7742
S4	0.7386	0.7453	0.7706

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7836	0.7707	0.0129	1.7%	0.0062	0.8%	54%	False	False	59,265
10	0.7836	0.7582	0.0255	3.3%	0.0058	0.7%	77%	False	False	61,823
20	0.7836	0.7546	0.0290	3.7%	0.0065	0.8%	80%	False	False	62,791
40	0.7848	0.7546	0.0302	3.9%	0.0072	0.9%	76%	False	False	62,928
60	0.7902	0.7546	0.0356	4.6%	0.0071	0.9%	65%	False	False	54,712
80	0.8018	0.7546	0.0472	6.1%	0.0069	0.9%	49%	False	False	41,151
100	0.8018	0.7546	0.0472	6.1%	0.0069	0.9%	49%	False	False	32,963
120	0.8018	0.7417	0.0601	7.7%	0.0069	0.9%	60%	False	False	27,486

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8147
2.618	0.8025
1.618	0.7951
1.000	0.7905
0.618	0.7876
HIGH	0.7830
0.618	0.7802
0.500	0.7793
0.382	0.7784
LOW	0.7756
0.618	0.7709
1.000	0.7681
1.618	0.7635
2.618	0.7560
4.250	0.7439

Fisher Pivots for day following 19-Aug-2016
Pivot	1 day	3 day
R1	0.7793	0.7789
PP	0.7788	0.7785
S1	0.7782	0.7781

Download as Excel Spreadsheet

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

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