CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 01-Sep-2016

Day Change Summary
	Previous	Current
	31-Aug-2016	01-Sep-2016	Change	Change %	Previous Week
Open	0.7635	0.7630	-0.0005	-0.1%	0.7770
High	0.7646	0.7645	-0.0002	0.0%	0.7795
Low	0.7608	0.7606	-0.0002	0.0%	0.7686
Close	0.7624	0.7635	0.0011	0.1%	0.7688
Range	0.0038	0.0039	0.0001	1.3%	0.0110
ATR	0.0059	0.0058	-0.0001	-2.5%	0.0000
Volume	72,250	73,185	935	1.3%	275,389

Daily Pivots for day following 01-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7744	0.7728	0.7656
R3	0.7706	0.7690	0.7646
R2	0.7667	0.7667	0.7642
R1	0.7651	0.7651	0.7639	0.7659
PP	0.7629	0.7629	0.7629	0.7633
S1	0.7613	0.7613	0.7631	0.7621
S2	0.7590	0.7590	0.7628
S3	0.7552	0.7574	0.7624
S4	0.7513	0.7536	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	0.7606	0.0189	2.5%	0.0054	0.7%	15%	False	True	66,564
10	0.7830	0.7606	0.0224	2.9%	0.0051	0.7%	13%	False	True	58,412
20	0.7836	0.7577	0.0259	3.4%	0.0057	0.7%	22%	False	False	61,516
40	0.7836	0.7546	0.0290	3.8%	0.0062	0.8%	31%	False	False	61,733
60	0.7899	0.7546	0.0353	4.6%	0.0068	0.9%	25%	False	False	61,954
80	0.7902	0.7546	0.0356	4.7%	0.0067	0.9%	25%	False	False	47,690
100	0.8018	0.7546	0.0472	6.2%	0.0067	0.9%	19%	False	False	38,211
120	0.8018	0.7465	0.0553	7.2%	0.0068	0.9%	31%	False	False	31,861

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7808
2.618	0.7745
1.618	0.7707
1.000	0.7683
0.618	0.7668
HIGH	0.7645
0.618	0.7630
0.500	0.7625
0.382	0.7621
LOW	0.7606
0.618	0.7582
1.000	0.7568
1.618	0.7544
2.618	0.7505
4.250	0.7442

Fisher Pivots for day following 01-Sep-2016
Pivot	1 day	3 day
R1	0.7632	0.7647
PP	0.7629	0.7643
S1	0.7625	0.7639

Download as Excel Spreadsheet

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

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