CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 26-Aug-2016

Day Change Summary
	Previous	Current
	25-Aug-2016	26-Aug-2016	Change	Change %	Previous Week
Open	0.7735	0.7741	0.0006	0.1%	0.7770
High	0.7754	0.7795	0.0042	0.5%	0.7795
Low	0.7729	0.7686	-0.0044	-0.6%	0.7686
Close	0.7736	0.7688	-0.0048	-0.6%	0.7688
Range	0.0025	0.0110	0.0085	346.9%	0.0110
ATR	0.0060	0.0064	0.0004	5.8%	0.0000
Volume	37,049	82,467	45,418	122.6%	275,389

Daily Pivots for day following 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8051	0.7979	0.7748
R3	0.7942	0.7869	0.7718
R2	0.7832	0.7832	0.7708
R1	0.7760	0.7760	0.7698	0.7741
PP	0.7723	0.7723	0.7723	0.7713
S1	0.7650	0.7650	0.7677	0.7632
S2	0.7613	0.7613	0.7667
S3	0.7504	0.7541	0.7657
S4	0.7394	0.7431	0.7627

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8051	0.7979	0.7748
R3	0.7942	0.7869	0.7718
R2	0.7832	0.7832	0.7708
R1	0.7760	0.7760	0.7698	0.7741
PP	0.7723	0.7723	0.7723	0.7713
S1	0.7650	0.7650	0.7677	0.7632
S2	0.7613	0.7613	0.7667
S3	0.7504	0.7541	0.7657
S4	0.7394	0.7431	0.7627

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7795	0.7686	0.0110	1.4%	0.0056	0.7%	2%	True	True	55,077
10	0.7836	0.7686	0.0151	2.0%	0.0059	0.8%	1%	False	True	57,171
20	0.7836	0.7577	0.0259	3.4%	0.0061	0.8%	43%	False	False	61,024
40	0.7836	0.7546	0.0290	3.8%	0.0066	0.9%	49%	False	False	61,410
60	0.7902	0.7546	0.0356	4.6%	0.0071	0.9%	40%	False	False	59,127
80	0.7902	0.7546	0.0356	4.6%	0.0068	0.9%	40%	False	False	44,578
100	0.8018	0.7546	0.0472	6.1%	0.0069	0.9%	30%	False	False	35,710
120	0.8018	0.7450	0.0568	7.4%	0.0069	0.9%	42%	False	False	29,778

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.8260
2.618	0.8082
1.618	0.7972
1.000	0.7905
0.618	0.7863
HIGH	0.7795
0.618	0.7753
0.500	0.7740
0.382	0.7727
LOW	0.7686
0.618	0.7618
1.000	0.7576
1.618	0.7508
2.618	0.7399
4.250	0.7220

Fisher Pivots for day following 26-Aug-2016
Pivot	1 day	3 day
R1	0.7740	0.7740
PP	0.7723	0.7723
S1	0.7705	0.7705

Download as Excel Spreadsheet

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

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