CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 12-Sep-2016

Day Change Summary
	Previous	Current
	09-Sep-2016	12-Sep-2016	Change	Change %	Previous Week
Open	0.7741	0.7669	-0.0071	-0.9%	0.7700
High	0.7765	0.7677	-0.0088	-1.1%	0.7804
Low	0.7666	0.7624	-0.0042	-0.5%	0.7666
Close	0.7681	0.7671	-0.0010	-0.1%	0.7681
Range	0.0099	0.0053	-0.0046	-47.0%	0.0138
ATR	0.0062	0.0062	0.0000	-0.6%	0.0000
Volume	6,460	19,143	12,683	196.3%	21,108

Daily Pivots for day following 12-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7815	0.7795	0.7699
R3	0.7762	0.7743	0.7685
R2	0.7710	0.7710	0.7680
R1	0.7690	0.7690	0.7675	0.7700
PP	0.7657	0.7657	0.7657	0.7662
S1	0.7637	0.7637	0.7666	0.7647
S2	0.7604	0.7604	0.7661
S3	0.7552	0.7585	0.7656
S4	0.7499	0.7532	0.7642

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%	0.0072	0.9%	26%	False	True	8,050
10	0.7804	0.7610	0.0194	2.5%	0.0060	0.8%	31%	False	False	4,581
20	0.7838	0.7610	0.0229	3.0%	0.0057	0.7%	27%	False	False	2,562
40	0.7838	0.7550	0.0288	3.8%	0.0058	0.8%	42%	False	False	1,405
60	0.7868	0.7550	0.0318	4.1%	0.0061	0.8%	38%	False	False	1,044
80	0.7899	0.7550	0.0349	4.5%	0.0059	0.8%	35%	False	False	830
100	0.8000	0.7550	0.0450	5.9%	0.0058	0.8%	27%	False	False	688
120	0.8000	0.7532	0.0468	6.1%	0.0057	0.7%	30%	False	False	581

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7900
2.618	0.7814
1.618	0.7761
1.000	0.7729
0.618	0.7709
HIGH	0.7677
0.618	0.7656
0.500	0.7650
0.382	0.7644
LOW	0.7624
0.618	0.7592
1.000	0.7571
1.618	0.7539
2.618	0.7487
4.250	0.7401

Fisher Pivots for day following 12-Sep-2016
Pivot	1 day	3 day
R1	0.7664	0.7705
PP	0.7657	0.7694
S1	0.7650	0.7682

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

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