CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 29-Jun-2017

Day Change Summary
	Previous	Current
	28-Jun-2017	29-Jun-2017	Change	Change %	Previous Week
Open	0.7593	0.7682	0.0089	1.2%	0.7578
High	0.7696	0.7712	0.0017	0.2%	0.7593
Low	0.7588	0.7678	0.0090	1.2%	0.7504
Close	0.7687	0.7699	0.0012	0.2%	0.7554
Range	0.0108	0.0035	-0.0073	-68.1%	0.0088
ATR	0.0054	0.0052	-0.0001	-2.5%	0.0000
Volume	123,503	98,760	-24,743	-20.0%	324,503

Daily Pivots for day following 29-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7800	0.7784	0.7717
R3	0.7765	0.7749	0.7708
R2	0.7731	0.7731	0.7705
R1	0.7715	0.7715	0.7702	0.7723
PP	0.7696	0.7696	0.7696	0.7700
S1	0.7680	0.7680	0.7695	0.7688
S2	0.7661	0.7661	0.7692
S3	0.7627	0.7645	0.7689
S4	0.7592	0.7611	0.7680

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7816	0.7773	0.7603
R3	0.7727	0.7685	0.7578
R2	0.7639	0.7639	0.7570
R1	0.7596	0.7596	0.7562	0.7573
PP	0.7550	0.7550	0.7550	0.7539
S1	0.7508	0.7508	0.7546	0.7485
S2	0.7462	0.7462	0.7538
S3	0.7373	0.7419	0.7530
S4	0.7285	0.7331	0.7505

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7712	0.7526	0.0186	2.4%	0.0059	0.8%	93%	True	False	81,180
10	0.7712	0.7504	0.0208	2.7%	0.0054	0.7%	94%	True	False	74,460
20	0.7712	0.7396	0.0316	4.1%	0.0051	0.7%	96%	True	False	51,176
40	0.7712	0.7267	0.0446	5.8%	0.0049	0.6%	97%	True	False	26,061
60	0.7712	0.7267	0.0446	5.8%	0.0048	0.6%	97%	True	False	17,473
80	0.7712	0.7267	0.0446	5.8%	0.0046	0.6%	97%	True	False	13,131

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	0.0006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7859
2.618	0.7802
1.618	0.7768
1.000	0.7747
0.618	0.7733
HIGH	0.7712
0.618	0.7699
0.500	0.7695
0.382	0.7691
LOW	0.7678
0.618	0.7656
1.000	0.7643
1.618	0.7622
2.618	0.7587
4.250	0.7531

Fisher Pivots for day following 29-Jun-2017
Pivot	1 day	3 day
R1	0.7697	0.7676
PP	0.7696	0.7654
S1	0.7695	0.7632

Download as Excel Spreadsheet

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

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