CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 25-Aug-2016

Day Change Summary
	Previous	Current
	24-Aug-2016	25-Aug-2016	Change	Change %	Previous Week
Open	0.7743	0.7743	0.0000	0.0%	0.7720
High	0.7754	0.7756	0.0002	0.0%	0.7838
Low	0.7722	0.7732	0.0011	0.1%	0.7713
Close	0.7735	0.7739	0.0004	0.1%	0.7780
Range	0.0032	0.0024	-0.0009	-26.6%	0.0126
ATR	0.0060	0.0057	-0.0003	-4.3%	0.0000
Volume	431	354	-77	-17.9%	3,522

Daily Pivots for day following 25-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7813	0.7799	0.7751
R3	0.7789	0.7776	0.7745
R2	0.7766	0.7766	0.7743
R1	0.7752	0.7752	0.7741	0.7747
PP	0.7742	0.7742	0.7742	0.7740
S1	0.7729	0.7729	0.7736	0.7724
S2	0.7719	0.7719	0.7734
S3	0.7695	0.7705	0.7732
S4	0.7672	0.7682	0.7726

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	0.7825	0.7717	0.0108	1.4%	0.0043	0.6%	20%	False	False	325
10	0.7838	0.7704	0.0135	1.7%	0.0048	0.6%	26%	False	False	507
20	0.7838	0.7581	0.0258	3.3%	0.0057	0.7%	61%	False	False	399
40	0.7838	0.7550	0.0288	3.7%	0.0059	0.8%	65%	False	False	290
60	0.7899	0.7550	0.0349	4.5%	0.0061	0.8%	54%	False	False	314
80	0.7899	0.7550	0.0349	4.5%	0.0058	0.8%	54%	False	False	269
100	0.8000	0.7550	0.0450	5.8%	0.0057	0.7%	42%	False	False	231
120	0.8000	0.7469	0.0531	6.9%	0.0056	0.7%	51%	False	False	199

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 66 trading days

Fibonacci Retracements and Extensions
4.250	0.7855
2.618	0.7817
1.618	0.7794
1.000	0.7779
0.618	0.7770
HIGH	0.7756
0.618	0.7747
0.500	0.7744
0.382	0.7741
LOW	0.7732
0.618	0.7717
1.000	0.7709
1.618	0.7694
2.618	0.7670
4.250	0.7632

Fisher Pivots for day following 25-Aug-2016
Pivot	1 day	3 day
R1	0.7744	0.7751
PP	0.7742	0.7747
S1	0.7740	0.7743

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

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