CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 04-Aug-2016

Day Change Summary
	Previous	Current
	03-Aug-2016	04-Aug-2016	Change	Change %	Previous Week
Open	0.7634	0.7663	0.0029	0.4%	0.7609
High	0.7659	0.7699	0.0040	0.5%	0.7696
Low	0.7612	0.7647	0.0035	0.5%	0.7550
Close	0.7651	0.7690	0.0039	0.5%	0.7671
Range	0.0048	0.0053	0.0005	10.5%	0.0145
ATR	0.0065	0.0064	-0.0001	-1.3%	0.0000
Volume	286	370	84	29.4%	1,155

Daily Pivots for day following 04-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7836	0.7816	0.7719
R3	0.7784	0.7763	0.7704
R2	0.7731	0.7731	0.7700
R1	0.7711	0.7711	0.7695	0.7721
PP	0.7679	0.7679	0.7679	0.7684
S1	0.7658	0.7658	0.7685	0.7668
S2	0.7626	0.7626	0.7680
S3	0.7573	0.7605	0.7676
S4	0.7521	0.7553	0.7661

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	0.7699	0.7589	0.0111	1.4%	0.0068	0.9%	92%	True	False	255
10	0.7699	0.7550	0.0149	1.9%	0.0062	0.8%	94%	True	False	262
20	0.7776	0.7550	0.0226	2.9%	0.0061	0.8%	62%	False	False	212
40	0.7899	0.7550	0.0349	4.5%	0.0063	0.8%	40%	False	False	274
60	0.7899	0.7550	0.0349	4.5%	0.0059	0.8%	40%	False	False	236
80	0.8000	0.7550	0.0450	5.9%	0.0059	0.8%	31%	False	False	203
100	0.8000	0.7479	0.0521	6.8%	0.0057	0.7%	40%	False	False	169

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7922
2.618	0.7836
1.618	0.7784
1.000	0.7752
0.618	0.7731
HIGH	0.7699
0.618	0.7679
0.500	0.7673
0.382	0.7667
LOW	0.7647
0.618	0.7614
1.000	0.7594
1.618	0.7562
2.618	0.7509
4.250	0.7423

Fisher Pivots for day following 04-Aug-2016
Pivot	1 day	3 day
R1	0.7684	0.7678
PP	0.7679	0.7667
S1	0.7673	0.7655

Download as Excel Spreadsheet

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

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