CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 31-Aug-2016

Day Change Summary
	Previous	Current
	30-Aug-2016	31-Aug-2016	Change	Change %	Previous Week
Open	0.7683	0.7635	-0.0048	-0.6%	0.7770
High	0.7687	0.7646	-0.0041	-0.5%	0.7795
Low	0.7632	0.7608	-0.0024	-0.3%	0.7686
Close	0.7645	0.7624	-0.0021	-0.3%	0.7688
Range	0.0055	0.0038	-0.0017	-30.9%	0.0110
ATR	0.0061	0.0059	-0.0002	-2.7%	0.0000
Volume	59,188	72,250	13,062	22.1%	275,389

Daily Pivots for day following 31-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7740	0.7720	0.7645
R3	0.7702	0.7682	0.7634
R2	0.7664	0.7664	0.7631
R1	0.7644	0.7644	0.7627	0.7635
PP	0.7626	0.7626	0.7626	0.7622
S1	0.7606	0.7606	0.7621	0.7597
S2	0.7588	0.7588	0.7617
S3	0.7550	0.7568	0.7614
S4	0.7512	0.7530	0.7603

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	0.7608	0.0187	2.5%	0.0051	0.7%	9%	False	True	59,337
10	0.7836	0.7608	0.0228	3.0%	0.0053	0.7%	7%	False	True	56,713
20	0.7836	0.7577	0.0259	3.4%	0.0058	0.8%	18%	False	False	60,909
40	0.7836	0.7546	0.0290	3.8%	0.0063	0.8%	27%	False	False	61,475
60	0.7902	0.7546	0.0356	4.7%	0.0068	0.9%	22%	False	False	61,379
80	0.7902	0.7546	0.0356	4.7%	0.0067	0.9%	22%	False	False	46,782
100	0.8018	0.7546	0.0472	6.2%	0.0067	0.9%	17%	False	False	37,480
120	0.8018	0.7465	0.0553	7.3%	0.0068	0.9%	29%	False	False	31,252

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7808
2.618	0.7745
1.618	0.7707
1.000	0.7684
0.618	0.7669
HIGH	0.7646
0.618	0.7631
0.500	0.7627
0.382	0.7623
LOW	0.7608
0.618	0.7585
1.000	0.7570
1.618	0.7547
2.618	0.7509
4.250	0.7447

Fisher Pivots for day following 31-Aug-2016
Pivot	1 day	3 day
R1	0.7627	0.7651
PP	0.7626	0.7642
S1	0.7625	0.7633

Download as Excel Spreadsheet

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

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