CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 06-Sep-2016

Day Change Summary
	Previous	Current
	02-Sep-2016	06-Sep-2016	Change	Change %	Previous Week
Open	0.7641	0.7700	0.0060	0.8%	0.7690
High	0.7707	0.7800	0.0093	1.2%	0.7707
Low	0.7624	0.7700	0.0076	1.0%	0.7610
Close	0.7699	0.7794	0.0095	1.2%	0.7699
Range	0.0083	0.0100	0.0017	21.2%	0.0097
ATR	0.0057	0.0060	0.0003	5.4%	0.0000
Volume	1,011	4,870	3,859	381.7%	5,568

Daily Pivots for day following 06-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8064	0.8029	0.7849
R3	0.7964	0.7929	0.7822
R2	0.7864	0.7864	0.7812
R1	0.7829	0.7829	0.7803	0.7847
PP	0.7764	0.7764	0.7764	0.7773
S1	0.7729	0.7729	0.7785	0.7747
S2	0.7664	0.7664	0.7776
S3	0.7564	0.7629	0.7767
S4	0.7464	0.7529	0.7739

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7963	0.7928	0.7752
R3	0.7866	0.7831	0.7726
R2	0.7769	0.7769	0.7717
R1	0.7734	0.7734	0.7708	0.7751
PP	0.7672	0.7672	0.7672	0.7680
S1	0.7637	0.7637	0.7690	0.7654
S2	0.7575	0.7575	0.7681
S3	0.7478	0.7540	0.7672
S4	0.7381	0.7443	0.7646

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7800	0.7610	0.0190	2.4%	0.0062	0.8%	97%	True	False	2,038
10	0.7800	0.7610	0.0190	2.4%	0.0055	0.7%	97%	True	False	1,197
20	0.7838	0.7589	0.0250	3.2%	0.0056	0.7%	82%	False	False	850
40	0.7838	0.7550	0.0288	3.7%	0.0059	0.8%	85%	False	False	536
60	0.7868	0.7550	0.0318	4.1%	0.0061	0.8%	77%	False	False	468
80	0.7899	0.7550	0.0349	4.5%	0.0059	0.8%	70%	False	False	392
100	0.8000	0.7550	0.0450	5.8%	0.0059	0.8%	54%	False	False	337
120	0.8000	0.7532	0.0468	6.0%	0.0056	0.7%	56%	False	False	287

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8225
2.618	0.8061
1.618	0.7961
1.000	0.7900
0.618	0.7861
HIGH	0.7800
0.618	0.7761
0.500	0.7750
0.382	0.7738
LOW	0.7700
0.618	0.7638
1.000	0.7600
1.618	0.7538
2.618	0.7438
4.250	0.7275

Fisher Pivots for day following 06-Sep-2016
Pivot	1 day	3 day
R1	0.7779	0.7764
PP	0.7764	0.7734
S1	0.7750	0.7705

Download as Excel Spreadsheet

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

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