CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 08-Sep-2016

Day Change Summary
	Previous	Current
	07-Sep-2016	08-Sep-2016	Change	Change %	Previous Week
Open	0.7782	0.7761	-0.0021	-0.3%	0.7691
High	0.7799	0.7782	-0.0018	-0.2%	0.7704
Low	0.7744	0.7728	-0.0016	-0.2%	0.7606
Close	0.7755	0.7741	-0.0014	-0.2%	0.7696
Range	0.0056	0.0054	-0.0002	-3.6%	0.0098
ATR	0.0062	0.0061	-0.0001	-1.0%	0.0000
Volume	67,557	70,088	2,531	3.7%	331,860

Daily Pivots for day following 08-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7911	0.7879	0.7770
R3	0.7857	0.7826	0.7756
R2	0.7804	0.7804	0.7751
R1	0.7772	0.7772	0.7746	0.7761
PP	0.7750	0.7750	0.7750	0.7745
S1	0.7719	0.7719	0.7736	0.7708
S2	0.7697	0.7697	0.7731
S3	0.7643	0.7665	0.7726
S4	0.7590	0.7612	0.7712

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%	0.0066	0.8%	70%	False	False	79,161
10	0.7799	0.7606	0.0193	2.5%	0.0058	0.8%	70%	False	False	69,249
20	0.7836	0.7606	0.0230	3.0%	0.0058	0.7%	59%	False	False	63,467
40	0.7836	0.7546	0.0290	3.7%	0.0062	0.8%	67%	False	False	62,265
60	0.7889	0.7546	0.0343	4.4%	0.0069	0.9%	57%	False	False	62,972
80	0.7902	0.7546	0.0356	4.6%	0.0068	0.9%	55%	False	False	51,706
100	0.8018	0.7546	0.0472	6.1%	0.0067	0.9%	41%	False	False	41,429
120	0.8018	0.7529	0.0489	6.3%	0.0067	0.9%	43%	False	False	34,543

Crabel Price Patterns
NR	True
NR4	True
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	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8009
2.618	0.7922
1.618	0.7868
1.000	0.7835
0.618	0.7815
HIGH	0.7782
0.618	0.7761
0.500	0.7755
0.382	0.7748
LOW	0.7728
0.618	0.7695
1.000	0.7675
1.618	0.7641
2.618	0.7588
4.250	0.7501

Fisher Pivots for day following 08-Sep-2016
Pivot	1 day	3 day
R1	0.7755	0.7747
PP	0.7750	0.7745
S1	0.7746	0.7743

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

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