CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 30-Sep-2016

Day Change Summary
	Previous	Current
	29-Sep-2016	30-Sep-2016	Change	Change %	Previous Week
Open	0.7644	0.7610	-0.0034	-0.4%	0.7594
High	0.7668	0.7646	-0.0022	-0.3%	0.7668
Low	0.7589	0.7582	-0.0007	-0.1%	0.7533
Close	0.7611	0.7629	0.0018	0.2%	0.7629
Range	0.0080	0.0064	-0.0016	-19.5%	0.0135
ATR	0.0069	0.0069	0.0000	-0.5%	0.0000
Volume	86,618	71,569	-15,049	-17.4%	382,158

Daily Pivots for day following 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7811	0.7784	0.7664
R3	0.7747	0.7720	0.7646
R2	0.7683	0.7683	0.7640
R1	0.7656	0.7656	0.7634	0.7669
PP	0.7619	0.7619	0.7619	0.7626
S1	0.7592	0.7592	0.7623	0.7605
S2	0.7555	0.7555	0.7617
S3	0.7491	0.7528	0.7611
S4	0.7427	0.7464	0.7593

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8016	0.7958	0.7703
R3	0.7881	0.7822	0.7666
R2	0.7745	0.7745	0.7653
R1	0.7687	0.7687	0.7641	0.7716
PP	0.7610	0.7610	0.7610	0.7624
S1	0.7551	0.7551	0.7616	0.7581
S2	0.7474	0.7474	0.7604
S3	0.7339	0.7416	0.7591
S4	0.7203	0.7280	0.7554

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7668	0.7533	0.0135	1.8%	0.0077	1.0%	71%	False	False	76,431
10	0.7696	0.7533	0.0163	2.1%	0.0070	0.9%	59%	False	False	70,445
20	0.7804	0.7533	0.0271	3.6%	0.0070	0.9%	35%	False	False	48,390
40	0.7838	0.7533	0.0305	4.0%	0.0062	0.8%	31%	False	False	24,489
60	0.7838	0.7533	0.0305	4.0%	0.0061	0.8%	31%	False	False	16,397
80	0.7899	0.7533	0.0367	4.8%	0.0062	0.8%	26%	False	False	12,382
100	0.7899	0.7533	0.0367	4.8%	0.0060	0.8%	26%	False	False	9,937
120	0.8000	0.7533	0.0467	6.1%	0.0060	0.8%	21%	False	False	8,298

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	0.0020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7918
2.618	0.7814
1.618	0.7750
1.000	0.7710
0.618	0.7686
HIGH	0.7646
0.618	0.7622
0.500	0.7614
0.382	0.7606
LOW	0.7582
0.618	0.7542
1.000	0.7518
1.618	0.7478
2.618	0.7414
4.250	0.7310

Fisher Pivots for day following 30-Sep-2016
Pivot	1 day	3 day
R1	0.7624	0.7620
PP	0.7619	0.7612
S1	0.7614	0.7604

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

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