CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 03-Aug-2016

Day Change Summary
	Previous	Current
	02-Aug-2016	03-Aug-2016	Change	Change %	Previous Week
Open	0.7625	0.7634	0.0009	0.1%	0.7609
High	0.7692	0.7659	-0.0033	-0.4%	0.7696
Low	0.7615	0.7612	-0.0004	0.0%	0.7550
Close	0.7645	0.7651	0.0006	0.1%	0.7671
Range	0.0077	0.0048	-0.0029	-38.3%	0.0145
ATR	0.0066	0.0065	-0.0001	-2.0%	0.0000
Volume	170	286	116	68.2%	1,155

Daily Pivots for day following 03-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7783	0.7765	0.7677
R3	0.7736	0.7717	0.7664
R2	0.7688	0.7688	0.7660
R1	0.7670	0.7670	0.7655	0.7679
PP	0.7641	0.7641	0.7641	0.7645
S1	0.7622	0.7622	0.7647	0.7631
S2	0.7593	0.7593	0.7642
S3	0.7546	0.7575	0.7638
S4	0.7498	0.7527	0.7625

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	0.7585	0.0111	1.4%	0.0067	0.9%	60%	False	False	209
10	0.7696	0.7550	0.0145	1.9%	0.0061	0.8%	69%	False	False	246
20	0.7776	0.7550	0.0226	3.0%	0.0062	0.8%	45%	False	False	204
40	0.7899	0.7550	0.0349	4.6%	0.0063	0.8%	29%	False	False	269
60	0.7899	0.7550	0.0349	4.6%	0.0059	0.8%	29%	False	False	234
80	0.8000	0.7550	0.0450	5.9%	0.0059	0.8%	22%	False	False	198
100	0.8000	0.7479	0.0521	6.8%	0.0056	0.7%	33%	False	False	165

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7861
2.618	0.7783
1.618	0.7736
1.000	0.7707
0.618	0.7688
HIGH	0.7659
0.618	0.7641
0.500	0.7635
0.382	0.7630
LOW	0.7612
0.618	0.7582
1.000	0.7564
1.618	0.7535
2.618	0.7487
4.250	0.7410

Fisher Pivots for day following 03-Aug-2016
Pivot	1 day	3 day
R1	0.7646	0.7652
PP	0.7641	0.7652
S1	0.7635	0.7651

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

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