CME Canadian Dollar Future December 2016

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

Day Change Summary
	Previous	Current
	31-Aug-2016	01-Sep-2016	Change	Change %	Previous Week
Open	0.7639	0.7635	-0.0004	0.0%	0.7760
High	0.7649	0.7648	-0.0002	0.0%	0.7798
Low	0.7612	0.7610	-0.0003	0.0%	0.7690
Close	0.7628	0.7639	0.0011	0.1%	0.7691
Range	0.0037	0.0038	0.0001	2.7%	0.0108
ATR	0.0056	0.0055	-0.0001	-2.3%	0.0000
Volume	1,234	2,650	1,416	114.7%	1,912

Daily Pivots for day following 01-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7746	0.7730	0.7659
R3	0.7708	0.7692	0.7649
R2	0.7670	0.7670	0.7645
R1	0.7654	0.7654	0.7642	0.7662
PP	0.7632	0.7632	0.7632	0.7636
S1	0.7616	0.7616	0.7635	0.7624
S2	0.7594	0.7594	0.7632
S3	0.7556	0.7578	0.7628
S4	0.7518	0.7540	0.7618

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8050	0.7979	0.7750
R3	0.7942	0.7871	0.7721
R2	0.7834	0.7834	0.7711
R1	0.7763	0.7763	0.7701	0.7744
PP	0.7726	0.7726	0.7726	0.7717
S1	0.7655	0.7655	0.7681	0.7636
S2	0.7618	0.7618	0.7671
S3	0.7510	0.7547	0.7661
S4	0.7402	0.7439	0.7632

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7798	0.7610	0.0188	2.5%	0.0053	0.7%	15%	False	True	1,013
10	0.7825	0.7610	0.0215	2.8%	0.0048	0.6%	13%	False	True	669
20	0.7838	0.7581	0.0258	3.4%	0.0054	0.7%	23%	False	False	589
40	0.7838	0.7550	0.0288	3.8%	0.0057	0.8%	31%	False	False	400
60	0.7899	0.7550	0.0349	4.6%	0.0060	0.8%	25%	False	False	379
80	0.7899	0.7550	0.0349	4.6%	0.0058	0.8%	25%	False	False	324
100	0.8000	0.7550	0.0450	5.9%	0.0058	0.8%	20%	False	False	280
120	0.8000	0.7479	0.0521	6.8%	0.0056	0.7%	31%	False	False	239

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7809
2.618	0.7747
1.618	0.7709
1.000	0.7686
0.618	0.7671
HIGH	0.7648
0.618	0.7633
0.500	0.7629
0.382	0.7624
LOW	0.7610
0.618	0.7586
1.000	0.7571
1.618	0.7548
2.618	0.7510
4.250	0.7448

Fisher Pivots for day following 01-Sep-2016
Pivot	1 day	3 day
R1	0.7635	0.7649
PP	0.7632	0.7646
S1	0.7629	0.7642

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

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