CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 30-Aug-2016

Day Change Summary
	Previous	Current
	29-Aug-2016	30-Aug-2016	Change	Change %	Previous Week
Open	0.7691	0.7683	-0.0008	-0.1%	0.7770
High	0.7695	0.7687	-0.0008	-0.1%	0.7795
Low	0.7665	0.7632	-0.0033	-0.4%	0.7686
Close	0.7682	0.7645	-0.0037	-0.5%	0.7688
Range	0.0030	0.0055	0.0025	83.3%	0.0110
ATR	0.0062	0.0061	0.0000	-0.8%	0.0000
Volume	45,734	59,188	13,454	29.4%	275,389

Daily Pivots for day following 30-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7820	0.7787	0.7675
R3	0.7765	0.7732	0.7660
R2	0.7710	0.7710	0.7655
R1	0.7677	0.7677	0.7650	0.7666
PP	0.7655	0.7655	0.7655	0.7649
S1	0.7622	0.7622	0.7639	0.7611
S2	0.7600	0.7600	0.7634
S3	0.7545	0.7567	0.7629
S4	0.7490	0.7512	0.7614

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	0.7632	0.0163	2.1%	0.0051	0.7%	8%	False	True	54,511
10	0.7836	0.7632	0.0204	2.7%	0.0055	0.7%	6%	False	True	55,979
20	0.7836	0.7577	0.0259	3.4%	0.0058	0.8%	26%	False	False	60,261
40	0.7836	0.7546	0.0290	3.8%	0.0064	0.8%	34%	False	False	61,246
60	0.7902	0.7546	0.0356	4.7%	0.0068	0.9%	28%	False	False	60,553
80	0.7902	0.7546	0.0356	4.7%	0.0067	0.9%	28%	False	False	45,885
100	0.8018	0.7546	0.0472	6.2%	0.0068	0.9%	21%	False	False	36,758
120	0.8018	0.7465	0.0553	7.2%	0.0068	0.9%	32%	False	False	30,651

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7921
2.618	0.7831
1.618	0.7776
1.000	0.7742
0.618	0.7721
HIGH	0.7687
0.618	0.7666
0.500	0.7660
0.382	0.7653
LOW	0.7632
0.618	0.7598
1.000	0.7577
1.618	0.7543
2.618	0.7488
4.250	0.7398

Fisher Pivots for day following 30-Aug-2016
Pivot	1 day	3 day
R1	0.7660	0.7714
PP	0.7655	0.7691
S1	0.7650	0.7668

Download as Excel Spreadsheet

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

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