CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 05-Jul-2017

Day Change Summary
	Previous	Current
	03-Jul-2017	05-Jul-2017	Change	Change %	Previous Week
Open	0.7720	0.7695	-0.0025	-0.3%	0.7550
High	0.7723	0.7754	0.0031	0.4%	0.7734
Low	0.7695	0.7693	-0.0002	0.0%	0.7548
Close	0.7702	0.7718	0.0015	0.2%	0.7724
Range	0.0028	0.0061	0.0033	117.9%	0.0186
ATR	0.0049	0.0050	0.0001	1.7%	0.0000
Volume	51,173	105,165	53,992	105.5%	425,062

Daily Pivots for day following 05-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7905	0.7872	0.7751
R3	0.7844	0.7811	0.7734
R2	0.7783	0.7783	0.7729
R1	0.7750	0.7750	0.7723	0.7766
PP	0.7722	0.7722	0.7722	0.7730
S1	0.7689	0.7689	0.7712	0.7705
S2	0.7661	0.7661	0.7706
S3	0.7600	0.7628	0.7701
S4	0.7539	0.7567	0.7684

Weekly Pivots for week ending 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8227	0.8161	0.7826
R3	0.8041	0.7975	0.7775
R2	0.7855	0.7855	0.7758
R1	0.7789	0.7789	0.7741	0.7822
PP	0.7669	0.7669	0.7669	0.7685
S1	0.7603	0.7603	0.7707	0.7636
S2	0.7483	0.7483	0.7690
S3	0.7297	0.7417	0.7673
S4	0.7111	0.7231	0.7622

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7754	0.7588	0.0167	2.2%	0.0053	0.7%	78%	True	False	91,668
10	0.7754	0.7504	0.0250	3.2%	0.0054	0.7%	85%	True	False	78,207
20	0.7754	0.7407	0.0347	4.5%	0.0053	0.7%	89%	True	False	62,056
40	0.7754	0.7279	0.0475	6.2%	0.0048	0.6%	92%	True	False	31,936
60	0.7754	0.7267	0.0487	6.3%	0.0048	0.6%	93%	True	False	21,402
80	0.7754	0.7267	0.0487	6.3%	0.0046	0.6%	93%	True	False	16,074

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8013
2.618	0.7914
1.618	0.7853
1.000	0.7815
0.618	0.7792
HIGH	0.7754
0.618	0.7731
0.500	0.7724
0.382	0.7716
LOW	0.7693
0.618	0.7655
1.000	0.7632
1.618	0.7594
2.618	0.7533
4.250	0.7434

Fisher Pivots for day following 05-Jul-2017
Pivot	1 day	3 day
R1	0.7724	0.7724
PP	0.7722	0.7722
S1	0.7720	0.7720

Download as Excel Spreadsheet

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

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