CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 10-Jul-2017

Day Change Summary
	Previous	Current
	07-Jul-2017	10-Jul-2017	Change	Change %	Previous Week
Open	0.7715	0.7770	0.0056	0.7%	0.7720
High	0.7785	0.7778	-0.0007	-0.1%	0.7785
Low	0.7705	0.7741	0.0036	0.5%	0.7693
Close	0.7773	0.7773	0.0000	0.0%	0.7773
Range	0.0080	0.0038	-0.0043	-53.4%	0.0092
ATR	0.0052	0.0051	-0.0001	-1.9%	0.0000
Volume	86,727	62,158	-24,569	-28.3%	315,185

Daily Pivots for day following 10-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7876	0.7862	0.7793
R3	0.7839	0.7824	0.7783
R2	0.7801	0.7801	0.7779
R1	0.7787	0.7787	0.7776	0.7794
PP	0.7764	0.7764	0.7764	0.7767
S1	0.7749	0.7749	0.7769	0.7757
S2	0.7726	0.7726	0.7766
S3	0.7689	0.7712	0.7762
S4	0.7651	0.7674	0.7752

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8026	0.7991	0.7823
R3	0.7934	0.7899	0.7798
R2	0.7842	0.7842	0.7789
R1	0.7807	0.7807	0.7781	0.7825
PP	0.7750	0.7750	0.7750	0.7759
S1	0.7715	0.7715	0.7764	0.7733
S2	0.7658	0.7658	0.7756
S3	0.7566	0.7623	0.7747
S4	0.7474	0.7531	0.7722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7785	0.7693	0.0092	1.2%	0.0049	0.6%	86%	False	False	75,468
10	0.7785	0.7548	0.0237	3.0%	0.0052	0.7%	95%	False	False	80,240
20	0.7785	0.7438	0.0348	4.5%	0.0054	0.7%	96%	False	False	71,525
40	0.7785	0.7293	0.0493	6.3%	0.0048	0.6%	97%	False	False	37,423
60	0.7785	0.7267	0.0518	6.7%	0.0048	0.6%	98%	False	False	25,073
80	0.7785	0.7267	0.0518	6.7%	0.0046	0.6%	98%	False	False	18,830

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	0.7937
2.618	0.7876
1.618	0.7839
1.000	0.7816
0.618	0.7801
HIGH	0.7778
0.618	0.7764
0.500	0.7759
0.382	0.7755
LOW	0.7741
0.618	0.7717
1.000	0.7703
1.618	0.7680
2.618	0.7642
4.250	0.7581

Fisher Pivots for day following 10-Jul-2017
Pivot	1 day	3 day
R1	0.7768	0.7763
PP	0.7764	0.7754
S1	0.7759	0.7745

Download as Excel Spreadsheet

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

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