CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 14-Sep-2016

Day Change Summary
	Previous	Current
	13-Sep-2016	14-Sep-2016	Change	Change %	Previous Week
Open	0.7668	0.7596	-0.0072	-0.9%	0.7700
High	0.7675	0.7617	-0.0058	-0.7%	0.7799
Low	0.7581	0.7571	-0.0011	-0.1%	0.7661
Close	0.7590	0.7575	-0.0015	-0.2%	0.7676
Range	0.0094	0.0047	-0.0047	-50.3%	0.0139
ATR	0.0065	0.0064	-0.0001	-2.0%	0.0000
Volume	91,570	100,221	8,651	9.4%	322,269

Daily Pivots for day following 14-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7727	0.7698	0.7601
R3	0.7681	0.7651	0.7588
R2	0.7634	0.7634	0.7584
R1	0.7605	0.7605	0.7579	0.7596
PP	0.7588	0.7588	0.7588	0.7583
S1	0.7558	0.7558	0.7571	0.7550
S2	0.7541	0.7541	0.7566
S3	0.7495	0.7512	0.7562
S4	0.7448	0.7465	0.7549

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	0.7782	0.7571	0.0211	2.8%	0.0068	0.9%	2%	False	True	86,286
10	0.7799	0.7571	0.0229	3.0%	0.0065	0.9%	2%	False	True	82,940
20	0.7836	0.7571	0.0266	3.5%	0.0060	0.8%	2%	False	True	69,459
40	0.7836	0.7546	0.0290	3.8%	0.0062	0.8%	10%	False	False	65,922
60	0.7889	0.7546	0.0343	4.5%	0.0068	0.9%	8%	False	False	64,776
80	0.7902	0.7546	0.0356	4.7%	0.0068	0.9%	8%	False	False	56,188
100	0.8018	0.7546	0.0472	6.2%	0.0067	0.9%	6%	False	False	45,022
120	0.8018	0.7542	0.0476	6.3%	0.0068	0.9%	7%	False	False	37,552

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7815
2.618	0.7739
1.618	0.7692
1.000	0.7664
0.618	0.7646
HIGH	0.7617
0.618	0.7599
0.500	0.7594
0.382	0.7588
LOW	0.7571
0.618	0.7542
1.000	0.7524
1.618	0.7495
2.618	0.7449
4.250	0.7373

Fisher Pivots for day following 14-Sep-2016
Pivot	1 day	3 day
R1	0.7594	0.7623
PP	0.7588	0.7607
S1	0.7581	0.7591

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

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