CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 20-Sep-2016

Day Change Summary
	Previous	Current
	19-Sep-2016	20-Sep-2016	Change	Change %	Previous Week
Open	0.7570	0.7579	0.0010	0.1%	0.7669
High	0.7618	0.7589	-0.0029	-0.4%	0.7679
Low	0.7568	0.7555	-0.0013	-0.2%	0.7552
Close	0.7579	0.7572	-0.0008	-0.1%	0.7572
Range	0.0050	0.0034	-0.0016	-31.3%	0.0127
ATR	0.0061	0.0059	-0.0002	-3.2%	0.0000
Volume	54,446	54,673	227	0.4%	241,232

Daily Pivots for day following 20-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7674	0.7657	0.7590
R3	0.7640	0.7623	0.7581
R2	0.7606	0.7606	0.7578
R1	0.7589	0.7589	0.7575	0.7580
PP	0.7572	0.7572	0.7572	0.7568
S1	0.7555	0.7555	0.7568	0.7546
S2	0.7538	0.7538	0.7565
S3	0.7504	0.7521	0.7562
S4	0.7470	0.7487	0.7553

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7980	0.7903	0.7642
R3	0.7854	0.7776	0.7607
R2	0.7727	0.7727	0.7595
R1	0.7650	0.7650	0.7584	0.7625
PP	0.7601	0.7601	0.7601	0.7589
S1	0.7523	0.7523	0.7560	0.7499
S2	0.7474	0.7474	0.7549
S3	0.7348	0.7397	0.7537
S4	0.7221	0.7270	0.7502

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7621	0.7552	0.0069	0.9%	0.0050	0.7%	28%	False	False	60,393
10	0.7804	0.7552	0.0252	3.3%	0.0060	0.8%	8%	False	False	36,658
20	0.7804	0.7552	0.0252	3.3%	0.0058	0.8%	8%	False	False	18,928
40	0.7838	0.7550	0.0288	3.8%	0.0058	0.8%	7%	False	False	9,647
60	0.7838	0.7550	0.0288	3.8%	0.0060	0.8%	7%	False	False	6,491
80	0.7899	0.7550	0.0349	4.6%	0.0060	0.8%	6%	False	False	4,958
100	0.8000	0.7550	0.0450	5.9%	0.0059	0.8%	5%	False	False	3,993
120	0.8000	0.7550	0.0450	5.9%	0.0057	0.8%	5%	False	False	3,339

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7734
2.618	0.7678
1.618	0.7644
1.000	0.7623
0.618	0.7610
HIGH	0.7589
0.618	0.7576
0.500	0.7572
0.382	0.7568
LOW	0.7555
0.618	0.7534
1.000	0.7521
1.618	0.7500
2.618	0.7466
4.250	0.7411

Fisher Pivots for day following 20-Sep-2016
Pivot	1 day	3 day
R1	0.7572	0.7585
PP	0.7572	0.7580
S1	0.7572	0.7576

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

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