CME Canadian Dollar Future December 2016

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

Day Change Summary
	Previous	Current
	29-Jul-2016	01-Aug-2016	Change	Change %	Previous Week
Open	0.7604	0.7676	0.0072	0.9%	0.7609
High	0.7696	0.7678	-0.0018	-0.2%	0.7696
Low	0.7589	0.7624	0.0035	0.5%	0.7550
Close	0.7671	0.7639	-0.0033	-0.4%	0.7671
Range	0.0107	0.0055	-0.0053	-49.1%	0.0145
ATR	0.0066	0.0065	-0.0001	-1.2%	0.0000
Volume	384	65	-319	-83.1%	1,155

Daily Pivots for day following 01-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7810	0.7779	0.7668
R3	0.7756	0.7724	0.7653
R2	0.7701	0.7701	0.7648
R1	0.7670	0.7670	0.7643	0.7658
PP	0.7647	0.7647	0.7647	0.7641
S1	0.7615	0.7615	0.7634	0.7604
S2	0.7592	0.7592	0.7629
S3	0.7538	0.7561	0.7624
S4	0.7483	0.7506	0.7609

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8075	0.8019	0.7751
R3	0.7930	0.7873	0.7711
R2	0.7784	0.7784	0.7698
R1	0.7728	0.7728	0.7684	0.7756
PP	0.7639	0.7639	0.7639	0.7653
S1	0.7582	0.7582	0.7658	0.7611
S2	0.7493	0.7493	0.7644
S3	0.7348	0.7437	0.7631
S4	0.7202	0.7291	0.7591

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7696	0.7550	0.0145	1.9%	0.0061	0.8%	61%	False	False	167
10	0.7722	0.7550	0.0172	2.3%	0.0058	0.8%	51%	False	False	223
20	0.7789	0.7550	0.0239	3.1%	0.0064	0.8%	37%	False	False	197
40	0.7899	0.7550	0.0349	4.6%	0.0063	0.8%	25%	False	False	271
60	0.7899	0.7550	0.0349	4.6%	0.0059	0.8%	25%	False	False	230
80	0.8000	0.7550	0.0450	5.9%	0.0058	0.8%	20%	False	False	194
100	0.8000	0.7469	0.0531	7.0%	0.0057	0.7%	32%	False	False	161

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7910
2.618	0.7821
1.618	0.7766
1.000	0.7733
0.618	0.7712
HIGH	0.7678
0.618	0.7657
0.500	0.7651
0.382	0.7644
LOW	0.7624
0.618	0.7590
1.000	0.7569
1.618	0.7535
2.618	0.7481
4.250	0.7392

Fisher Pivots for day following 01-Aug-2016
Pivot	1 day	3 day
R1	0.7651	0.7640
PP	0.7647	0.7640
S1	0.7643	0.7639

Download as Excel Spreadsheet

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

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