CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 22-Aug-2016

Day Change Summary
	Previous	Current
	19-Aug-2016	22-Aug-2016	Change	Change %	Previous Week
Open	0.7825	0.7760	-0.0065	-0.8%	0.7720
High	0.7825	0.7760	-0.0065	-0.8%	0.7838
Low	0.7761	0.7717	-0.0044	-0.6%	0.7713
Close	0.7780	0.7726	-0.0055	-0.7%	0.7780
Range	0.0064	0.0043	-0.0021	-32.3%	0.0126
ATR	0.0062	0.0062	0.0000	0.1%	0.0000
Volume	224	373	149	66.5%	3,522

Daily Pivots for day following 22-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7863	0.7837	0.7749
R3	0.7820	0.7794	0.7737
R2	0.7777	0.7777	0.7733
R1	0.7751	0.7751	0.7729	0.7743
PP	0.7734	0.7734	0.7734	0.7730
S1	0.7708	0.7708	0.7722	0.7700
S2	0.7691	0.7691	0.7718
S3	0.7648	0.7665	0.7714
S4	0.7605	0.7622	0.7702

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8153	0.8092	0.7849
R3	0.8028	0.7967	0.7815
R2	0.7902	0.7902	0.7803
R1	0.7841	0.7841	0.7792	0.7872
PP	0.7777	0.7777	0.7777	0.7792
S1	0.7716	0.7716	0.7768	0.7746
S2	0.7651	0.7651	0.7757
S3	0.7526	0.7590	0.7745
S4	0.7400	0.7465	0.7711

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7838	0.7717	0.0121	1.6%	0.0058	0.7%	7%	False	True	751
10	0.7838	0.7589	0.0250	3.2%	0.0056	0.7%	55%	False	False	504
20	0.7838	0.7550	0.0288	3.7%	0.0059	0.8%	61%	False	False	367
40	0.7838	0.7550	0.0288	3.7%	0.0061	0.8%	61%	False	False	273
60	0.7899	0.7550	0.0349	4.5%	0.0061	0.8%	50%	False	False	301
80	0.8000	0.7550	0.0450	5.8%	0.0059	0.8%	39%	False	False	259
100	0.8000	0.7550	0.0450	5.8%	0.0057	0.7%	39%	False	False	221
120	0.8000	0.7452	0.0548	7.1%	0.0056	0.7%	50%	False	False	191

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7943
2.618	0.7873
1.618	0.7830
1.000	0.7803
0.618	0.7787
HIGH	0.7760
0.618	0.7744
0.500	0.7739
0.382	0.7733
LOW	0.7717
0.618	0.7690
1.000	0.7674
1.618	0.7647
2.618	0.7604
4.250	0.7534

Fisher Pivots for day following 22-Aug-2016
Pivot	1 day	3 day
R1	0.7739	0.7778
PP	0.7734	0.7760
S1	0.7730	0.7743

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

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