CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 22-Aug-2016

Day Change Summary
	Previous	Current
	19-Aug-2016	22-Aug-2016	Change	Change %	Previous Week
Open	0.7830	0.7770	-0.0060	-0.8%	0.7723
High	0.7830	0.7771	-0.0059	-0.8%	0.7836
Low	0.7756	0.7713	-0.0043	-0.5%	0.7707
Close	0.7777	0.7722	-0.0055	-0.7%	0.7777
Range	0.0075	0.0058	-0.0017	-22.1%	0.0129
ATR	0.0066	0.0066	0.0000	-0.3%	0.0000
Volume	58,379	57,844	-535	-0.9%	296,329

Daily Pivots for day following 22-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7909	0.7874	0.7754
R3	0.7851	0.7816	0.7738
R2	0.7793	0.7793	0.7733
R1	0.7758	0.7758	0.7727	0.7747
PP	0.7735	0.7735	0.7735	0.7730
S1	0.7700	0.7700	0.7717	0.7689
S2	0.7677	0.7677	0.7711
S3	0.7619	0.7642	0.7706
S4	0.7561	0.7584	0.7690

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	0.7713	0.0123	1.6%	0.0065	0.8%	7%	False	True	62,628
10	0.7836	0.7583	0.0254	3.3%	0.0061	0.8%	55%	False	False	62,579
20	0.7836	0.7546	0.0290	3.8%	0.0064	0.8%	61%	False	False	63,276
40	0.7836	0.7546	0.0290	3.8%	0.0068	0.9%	61%	False	False	61,922
60	0.7902	0.7546	0.0356	4.6%	0.0071	0.9%	49%	False	False	55,628
80	0.8018	0.7546	0.0472	6.1%	0.0069	0.9%	37%	False	False	41,872
100	0.8018	0.7546	0.0472	6.1%	0.0069	0.9%	37%	False	False	33,540
120	0.8018	0.7429	0.0589	7.6%	0.0069	0.9%	50%	False	False	27,968

Crabel Price Patterns
NR	True
NR4	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8018
2.618	0.7923
1.618	0.7865
1.000	0.7829
0.618	0.7807
HIGH	0.7771
0.618	0.7749
0.500	0.7742
0.382	0.7735
LOW	0.7713
0.618	0.7677
1.000	0.7655
1.618	0.7619
2.618	0.7561
4.250	0.7467

Fisher Pivots for day following 22-Aug-2016
Pivot	1 day	3 day
R1	0.7742	0.7775
PP	0.7735	0.7757
S1	0.7729	0.7740

Download as Excel Spreadsheet

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

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