CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 06-Jul-2017

Day Change Summary
	Previous	Current
	05-Jul-2017	06-Jul-2017	Change	Change %	Previous Week
Open	0.7695	0.7725	0.0030	0.4%	0.7550
High	0.7754	0.7747	-0.0007	-0.1%	0.7734
Low	0.7693	0.7711	0.0018	0.2%	0.7548
Close	0.7718	0.7725	0.0007	0.1%	0.7724
Range	0.0061	0.0036	-0.0025	-41.0%	0.0186
ATR	0.0050	0.0049	-0.0001	-2.0%	0.0000
Volume	105,165	72,120	-33,045	-31.4%	425,062

Daily Pivots for day following 06-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7836	0.7816	0.7744
R3	0.7800	0.7780	0.7734
R2	0.7764	0.7764	0.7731
R1	0.7744	0.7744	0.7728	0.7736
PP	0.7728	0.7728	0.7728	0.7723
S1	0.7708	0.7708	0.7721	0.7700
S2	0.7692	0.7692	0.7718
S3	0.7656	0.7672	0.7715
S4	0.7620	0.7636	0.7705

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	0.7678	0.0077	1.0%	0.0039	0.5%	61%	False	False	81,392
10	0.7754	0.7509	0.0245	3.2%	0.0053	0.7%	88%	False	False	78,070
20	0.7754	0.7407	0.0347	4.5%	0.0052	0.7%	92%	False	False	65,428
40	0.7754	0.7279	0.0475	6.1%	0.0048	0.6%	94%	False	False	33,728
60	0.7754	0.7267	0.0487	6.3%	0.0047	0.6%	94%	False	False	22,601
80	0.7754	0.7267	0.0487	6.3%	0.0046	0.6%	94%	False	False	16,971

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7900
2.618	0.7841
1.618	0.7805
1.000	0.7783
0.618	0.7769
HIGH	0.7747
0.618	0.7733
0.500	0.7729
0.382	0.7725
LOW	0.7711
0.618	0.7689
1.000	0.7675
1.618	0.7653
2.618	0.7617
4.250	0.7558

Fisher Pivots for day following 06-Jul-2017
Pivot	1 day	3 day
R1	0.7729	0.7724
PP	0.7728	0.7724
S1	0.7726	0.7724

Download as Excel Spreadsheet

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

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