CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 24-Aug-2016

Day Change Summary
	Previous	Current
	23-Aug-2016	24-Aug-2016	Change	Change %	Previous Week
Open	0.7729	0.7744	0.0016	0.2%	0.7723
High	0.7778	0.7752	-0.0026	-0.3%	0.7836
Low	0.7725	0.7718	-0.0007	-0.1%	0.7707
Close	0.7747	0.7732	-0.0016	-0.2%	0.7777
Range	0.0053	0.0034	-0.0019	-36.2%	0.0129
ATR	0.0065	0.0063	-0.0002	-3.5%	0.0000
Volume	49,910	48,119	-1,791	-3.6%	296,329

Daily Pivots for day following 24-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7834	0.7816	0.7750
R3	0.7801	0.7783	0.7741
R2	0.7767	0.7767	0.7738
R1	0.7749	0.7749	0.7735	0.7742
PP	0.7734	0.7734	0.7734	0.7730
S1	0.7716	0.7716	0.7728	0.7708
S2	0.7700	0.7700	0.7725
S3	0.7667	0.7682	0.7722
S4	0.7633	0.7649	0.7713

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%	0.0055	0.7%	15%	False	False	54,090
10	0.7836	0.7648	0.0189	2.4%	0.0057	0.7%	45%	False	False	57,684
20	0.7836	0.7577	0.0259	3.3%	0.0062	0.8%	60%	False	False	61,895
40	0.7836	0.7546	0.0290	3.8%	0.0066	0.9%	64%	False	False	61,469
60	0.7902	0.7546	0.0356	4.6%	0.0070	0.9%	52%	False	False	57,190
80	0.8018	0.7546	0.0472	6.1%	0.0069	0.9%	39%	False	False	43,094
100	0.8018	0.7546	0.0472	6.1%	0.0069	0.9%	39%	False	False	34,518
120	0.8018	0.7450	0.0568	7.3%	0.0069	0.9%	50%	False	False	28,784

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7894
2.618	0.7839
1.618	0.7806
1.000	0.7785
0.618	0.7772
HIGH	0.7752
0.618	0.7739
0.500	0.7735
0.382	0.7731
LOW	0.7718
0.618	0.7697
1.000	0.7685
1.618	0.7664
2.618	0.7630
4.250	0.7576

Fisher Pivots for day following 24-Aug-2016
Pivot	1 day	3 day
R1	0.7735	0.7745
PP	0.7734	0.7741
S1	0.7733	0.7736

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

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