CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 08-Sep-2016

Day Change Summary
	Previous	Current
	07-Sep-2016	08-Sep-2016	Change	Change %	Previous Week
Open	0.7788	0.7764	-0.0025	-0.3%	0.7690
High	0.7804	0.7786	-0.0018	-0.2%	0.7707
Low	0.7748	0.7735	-0.0013	-0.2%	0.7610
Close	0.7759	0.7745	-0.0014	-0.2%	0.7699
Range	0.0056	0.0051	-0.0004	-7.2%	0.0097
ATR	0.0060	0.0059	-0.0001	-1.0%	0.0000
Volume	3,664	6,114	2,450	66.9%	5,568

Daily Pivots for day following 08-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7910	0.7879	0.7773
R3	0.7858	0.7827	0.7759
R2	0.7807	0.7807	0.7754
R1	0.7776	0.7776	0.7750	0.7766
PP	0.7755	0.7755	0.7755	0.7750
S1	0.7724	0.7724	0.7740	0.7714
S2	0.7704	0.7704	0.7736
S3	0.7652	0.7673	0.7731
S4	0.7601	0.7621	0.7717

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%	0.0066	0.8%	70%	False	False	3,661
10	0.7804	0.7610	0.0194	2.5%	0.0058	0.7%	70%	False	False	2,108
20	0.7838	0.7610	0.0229	3.0%	0.0055	0.7%	59%	False	False	1,308
40	0.7838	0.7550	0.0288	3.7%	0.0058	0.7%	68%	False	False	773
60	0.7868	0.7550	0.0318	4.1%	0.0061	0.8%	61%	False	False	623
80	0.7899	0.7550	0.0349	4.5%	0.0059	0.8%	56%	False	False	513
100	0.8000	0.7550	0.0450	5.8%	0.0058	0.8%	43%	False	False	434
120	0.8000	0.7532	0.0468	6.0%	0.0056	0.7%	46%	False	False	368

Crabel Price Patterns
NR	True
NR4	True
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	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8005
2.618	0.7921
1.618	0.7869
1.000	0.7837
0.618	0.7818
HIGH	0.7786
0.618	0.7766
0.500	0.7760
0.382	0.7754
LOW	0.7735
0.618	0.7703
1.000	0.7683
1.618	0.7651
2.618	0.7600
4.250	0.7516

Fisher Pivots for day following 08-Sep-2016
Pivot	1 day	3 day
R1	0.7760	0.7752
PP	0.7755	0.7749
S1	0.7750	0.7747

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

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