CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 07-Sep-2016

Day Change Summary
	Previous	Current
	06-Sep-2016	07-Sep-2016	Change	Change %	Previous Week
Open	0.7700	0.7788	0.0088	1.1%	0.7690
High	0.7800	0.7804	0.0004	0.1%	0.7707
Low	0.7700	0.7748	0.0049	0.6%	0.7610
Close	0.7794	0.7759	-0.0036	-0.5%	0.7699
Range	0.0100	0.0056	-0.0045	-44.5%	0.0097
ATR	0.0060	0.0060	0.0000	-0.6%	0.0000
Volume	4,870	3,664	-1,206	-24.8%	5,568

Daily Pivots for day following 07-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7937	0.7903	0.7789
R3	0.7881	0.7848	0.7774
R2	0.7826	0.7826	0.7769
R1	0.7792	0.7792	0.7764	0.7781
PP	0.7770	0.7770	0.7770	0.7765
S1	0.7737	0.7737	0.7753	0.7726
S2	0.7715	0.7715	0.7748
S3	0.7659	0.7681	0.7743
S4	0.7604	0.7626	0.7728

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	0.7804	0.7610	0.0194	2.5%	0.0063	0.8%	77%	True	False	2,685
10	0.7804	0.7610	0.0194	2.5%	0.0056	0.7%	77%	True	False	1,539
20	0.7838	0.7610	0.0229	2.9%	0.0056	0.7%	65%	False	False	1,019
40	0.7838	0.7550	0.0288	3.7%	0.0059	0.8%	72%	False	False	625
60	0.7868	0.7550	0.0318	4.1%	0.0061	0.8%	66%	False	False	525
80	0.7899	0.7550	0.0349	4.5%	0.0059	0.8%	60%	False	False	436
100	0.8000	0.7550	0.0450	5.8%	0.0059	0.8%	46%	False	False	373
120	0.8000	0.7532	0.0468	6.0%	0.0056	0.7%	48%	False	False	317

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8039
2.618	0.7949
1.618	0.7893
1.000	0.7859
0.618	0.7838
HIGH	0.7804
0.618	0.7782
0.500	0.7776
0.382	0.7769
LOW	0.7748
0.618	0.7714
1.000	0.7693
1.618	0.7658
2.618	0.7603
4.250	0.7512

Fisher Pivots for day following 07-Sep-2016
Pivot	1 day	3 day
R1	0.7776	0.7744
PP	0.7770	0.7729
S1	0.7764	0.7714

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

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