CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 23-Aug-2016

Day Change Summary
	Previous	Current
	22-Aug-2016	23-Aug-2016	Change	Change %	Previous Week
Open	0.7770	0.7729	-0.0042	-0.5%	0.7723
High	0.7771	0.7778	0.0007	0.1%	0.7836
Low	0.7713	0.7725	0.0012	0.2%	0.7707
Close	0.7722	0.7747	0.0025	0.3%	0.7777
Range	0.0058	0.0053	-0.0006	-9.5%	0.0129
ATR	0.0066	0.0065	-0.0001	-1.2%	0.0000
Volume	57,844	49,910	-7,934	-13.7%	296,329

Daily Pivots for day following 23-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7907	0.7880	0.7776
R3	0.7855	0.7827	0.7761
R2	0.7802	0.7802	0.7757
R1	0.7775	0.7775	0.7752	0.7789
PP	0.7750	0.7750	0.7750	0.7757
S1	0.7722	0.7722	0.7742	0.7736
S2	0.7697	0.7697	0.7737
S3	0.7645	0.7670	0.7733
S4	0.7592	0.7617	0.7718

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%	0.0059	0.8%	28%	False	False	57,447
10	0.7836	0.7623	0.0214	2.8%	0.0061	0.8%	58%	False	False	61,447
20	0.7836	0.7546	0.0290	3.7%	0.0065	0.8%	69%	False	False	62,777
40	0.7836	0.7546	0.0290	3.7%	0.0067	0.9%	69%	False	False	61,620
60	0.7902	0.7546	0.0356	4.6%	0.0071	0.9%	56%	False	False	56,451
80	0.8018	0.7546	0.0472	6.1%	0.0069	0.9%	43%	False	False	42,494
100	0.8018	0.7546	0.0472	6.1%	0.0069	0.9%	43%	False	False	34,037
120	0.8018	0.7438	0.0580	7.5%	0.0069	0.9%	53%	False	False	28,384

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	0.0007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8001
2.618	0.7915
1.618	0.7862
1.000	0.7830
0.618	0.7810
HIGH	0.7778
0.618	0.7757
0.500	0.7751
0.382	0.7745
LOW	0.7725
0.618	0.7693
1.000	0.7673
1.618	0.7640
2.618	0.7588
4.250	0.7502

Fisher Pivots for day following 23-Aug-2016
Pivot	1 day	3 day
R1	0.7751	0.7772
PP	0.7750	0.7763
S1	0.7748	0.7755

Download as Excel Spreadsheet

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

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