CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 09-Sep-2016

Day Change Summary
	Previous	Current
	08-Sep-2016	09-Sep-2016	Change	Change %	Previous Week
Open	0.7764	0.7741	-0.0023	-0.3%	0.7700
High	0.7786	0.7765	-0.0021	-0.3%	0.7804
Low	0.7735	0.7666	-0.0069	-0.9%	0.7666
Close	0.7745	0.7681	-0.0065	-0.8%	0.7681
Range	0.0051	0.0099	0.0048	92.2%	0.0138
ATR	0.0059	0.0062	0.0003	4.8%	0.0000
Volume	6,114	6,460	346	5.7%	21,108

Daily Pivots for day following 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8001	0.7940	0.7735
R3	0.7902	0.7841	0.7708
R2	0.7803	0.7803	0.7699
R1	0.7742	0.7742	0.7690	0.7723
PP	0.7704	0.7704	0.7704	0.7694
S1	0.7643	0.7643	0.7671	0.7624
S2	0.7605	0.7605	0.7662
S3	0.7506	0.7544	0.7653
S4	0.7407	0.7445	0.7626

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8129	0.8042	0.7756
R3	0.7992	0.7905	0.7718
R2	0.7854	0.7854	0.7706
R1	0.7767	0.7767	0.7693	0.7742
PP	0.7717	0.7717	0.7717	0.7704
S1	0.7630	0.7630	0.7668	0.7605
S2	0.7579	0.7579	0.7655
S3	0.7442	0.7492	0.7643
S4	0.7304	0.7355	0.7605

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7804	0.7624	0.0180	2.3%	0.0078	1.0%	31%	False	False	4,423
10	0.7804	0.7610	0.0194	2.5%	0.0065	0.8%	37%	False	False	2,718
20	0.7838	0.7610	0.0229	3.0%	0.0056	0.7%	31%	False	False	1,613
40	0.7838	0.7550	0.0288	3.7%	0.0059	0.8%	45%	False	False	930
60	0.7868	0.7550	0.0318	4.1%	0.0062	0.8%	41%	False	False	727
80	0.7899	0.7550	0.0349	4.5%	0.0060	0.8%	37%	False	False	592
100	0.8000	0.7550	0.0450	5.9%	0.0058	0.8%	29%	False	False	497
120	0.8000	0.7532	0.0468	6.1%	0.0057	0.7%	32%	False	False	422

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	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8186
2.618	0.8024
1.618	0.7925
1.000	0.7864
0.618	0.7826
HIGH	0.7765
0.618	0.7727
0.500	0.7716
0.382	0.7704
LOW	0.7666
0.618	0.7605
1.000	0.7567
1.618	0.7506
2.618	0.7407
4.250	0.7245

Fisher Pivots for day following 09-Sep-2016
Pivot	1 day	3 day
R1	0.7716	0.7735
PP	0.7704	0.7717
S1	0.7692	0.7699

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

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