CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 09-Sep-2016

Day Change Summary
	Previous	Current
	08-Sep-2016	09-Sep-2016	Change	Change %	Previous Week
Open	0.7761	0.7734	-0.0028	-0.4%	0.7700
High	0.7782	0.7753	-0.0029	-0.4%	0.7799
Low	0.7728	0.7661	-0.0068	-0.9%	0.7661
Close	0.7741	0.7676	-0.0065	-0.8%	0.7676
Range	0.0054	0.0093	0.0039	72.9%	0.0139
ATR	0.0061	0.0064	0.0002	3.6%	0.0000
Volume	70,088	81,151	11,063	15.8%	322,269

Daily Pivots for day following 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7974	0.7918	0.7727
R3	0.7882	0.7825	0.7701
R2	0.7789	0.7789	0.7693
R1	0.7733	0.7733	0.7684	0.7715
PP	0.7697	0.7697	0.7697	0.7688
S1	0.7640	0.7640	0.7668	0.7622
S2	0.7604	0.7604	0.7659
S3	0.7512	0.7548	0.7651
S4	0.7419	0.7455	0.7625

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8127	0.8040	0.7752
R3	0.7989	0.7902	0.7714
R2	0.7850	0.7850	0.7701
R1	0.7763	0.7763	0.7689	0.7738
PP	0.7712	0.7712	0.7712	0.7699
S1	0.7625	0.7625	0.7663	0.7599
S2	0.7573	0.7573	0.7651
S3	0.7435	0.7486	0.7638
S4	0.7296	0.7348	0.7600

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7799	0.7625	0.0174	2.3%	0.0076	1.0%	29%	False	False	80,754
10	0.7799	0.7606	0.0193	2.5%	0.0065	0.9%	36%	False	False	73,659
20	0.7836	0.7606	0.0230	3.0%	0.0059	0.8%	30%	False	False	64,333
40	0.7836	0.7546	0.0290	3.8%	0.0062	0.8%	45%	False	False	62,781
60	0.7889	0.7546	0.0343	4.5%	0.0069	0.9%	38%	False	False	63,254
80	0.7902	0.7546	0.0356	4.6%	0.0068	0.9%	37%	False	False	52,714
100	0.8018	0.7546	0.0472	6.1%	0.0067	0.9%	28%	False	False	42,235
120	0.8018	0.7529	0.0489	6.4%	0.0068	0.9%	30%	False	False	35,219

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	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8146
2.618	0.7995
1.618	0.7903
1.000	0.7846
0.618	0.7810
HIGH	0.7753
0.618	0.7718
0.500	0.7707
0.382	0.7696
LOW	0.7661
0.618	0.7603
1.000	0.7568
1.618	0.7511
2.618	0.7418
4.250	0.7267

Fisher Pivots for day following 09-Sep-2016
Pivot	1 day	3 day
R1	0.7707	0.7730
PP	0.7697	0.7712
S1	0.7686	0.7694

Download as Excel Spreadsheet

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

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