CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 07-Sep-2016

Day Change Summary
	Previous	Current
	06-Sep-2016	07-Sep-2016	Change	Change %	Previous Week
Open	0.7700	0.7782	0.0082	1.1%	0.7691
High	0.7797	0.7799	0.0002	0.0%	0.7704
Low	0.7696	0.7744	0.0048	0.6%	0.7606
Close	0.7791	0.7755	-0.0036	-0.5%	0.7696
Range	0.0102	0.0056	-0.0046	-45.3%	0.0098
ATR	0.0062	0.0062	0.0000	-0.8%	0.0000
Volume	103,473	67,557	-35,916	-34.7%	331,860

Daily Pivots for day following 07-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7932	0.7899	0.7785
R3	0.7877	0.7843	0.7770
R2	0.7821	0.7821	0.7765
R1	0.7788	0.7788	0.7760	0.7777
PP	0.7766	0.7766	0.7766	0.7760
S1	0.7732	0.7732	0.7749	0.7721
S2	0.7710	0.7710	0.7744
S3	0.7655	0.7677	0.7739
S4	0.7599	0.7621	0.7724

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7961	0.7926	0.7749
R3	0.7863	0.7828	0.7722
R2	0.7766	0.7766	0.7713
R1	0.7731	0.7731	0.7704	0.7748
PP	0.7668	0.7668	0.7668	0.7677
S1	0.7633	0.7633	0.7687	0.7651
S2	0.7571	0.7571	0.7678
S3	0.7473	0.7536	0.7669
S4	0.7376	0.7438	0.7642

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7799	0.7606	0.0193	2.5%	0.0062	0.8%	77%	True	False	79,593
10	0.7799	0.7606	0.0193	2.5%	0.0056	0.7%	77%	True	False	67,052
20	0.7836	0.7606	0.0230	3.0%	0.0059	0.8%	65%	False	False	64,249
40	0.7836	0.7546	0.0290	3.7%	0.0063	0.8%	72%	False	False	62,843
60	0.7889	0.7546	0.0343	4.4%	0.0068	0.9%	61%	False	False	62,725
80	0.7902	0.7546	0.0356	4.6%	0.0068	0.9%	59%	False	False	50,836
100	0.8018	0.7546	0.0472	6.1%	0.0068	0.9%	44%	False	False	40,731
120	0.8018	0.7529	0.0489	6.3%	0.0067	0.9%	46%	False	False	33,960

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8035
2.618	0.7944
1.618	0.7889
1.000	0.7855
0.618	0.7833
HIGH	0.7799
0.618	0.7778
0.500	0.7771
0.382	0.7765
LOW	0.7744
0.618	0.7709
1.000	0.7688
1.618	0.7654
2.618	0.7598
4.250	0.7508

Fisher Pivots for day following 07-Sep-2016
Pivot	1 day	3 day
R1	0.7771	0.7740
PP	0.7766	0.7726
S1	0.7760	0.7712

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

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