CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 12-Jul-2017

Day Change Summary
	Previous	Current
	11-Jul-2017	12-Jul-2017	Change	Change %	Previous Week
Open	0.7767	0.7749	-0.0018	-0.2%	0.7720
High	0.7770	0.7894	0.0124	1.6%	0.7785
Low	0.7735	0.7737	0.0002	0.0%	0.7693
Close	0.7753	0.7869	0.0116	1.5%	0.7773
Range	0.0035	0.0157	0.0122	355.1%	0.0092
ATR	0.0050	0.0057	0.0008	15.5%	0.0000
Volume	69,123	139,977	70,854	102.5%	315,185

Daily Pivots for day following 12-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8304	0.8244	0.7955
R3	0.8147	0.8087	0.7912
R2	0.7990	0.7990	0.7898
R1	0.7930	0.7930	0.7883	0.7960
PP	0.7833	0.7833	0.7833	0.7849
S1	0.7773	0.7773	0.7855	0.7803
S2	0.7676	0.7676	0.7840
S3	0.7519	0.7616	0.7826
S4	0.7362	0.7459	0.7783

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	0.7894	0.7705	0.0189	2.4%	0.0069	0.9%	87%	True	False	86,021
10	0.7894	0.7588	0.0307	3.9%	0.0061	0.8%	92%	True	False	88,844
20	0.7894	0.7504	0.0390	5.0%	0.0056	0.7%	94%	True	False	78,757
40	0.7894	0.7332	0.0562	7.1%	0.0050	0.6%	96%	True	False	42,624
60	0.7894	0.7267	0.0627	8.0%	0.0050	0.6%	96%	True	False	28,550
80	0.7894	0.7267	0.0627	8.0%	0.0047	0.6%	96%	True	False	21,442

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 91 trading days

Fibonacci Retracements and Extensions
4.250	0.8561
2.618	0.8305
1.618	0.8148
1.000	0.8051
0.618	0.7991
HIGH	0.7894
0.618	0.7834
0.500	0.7816
0.382	0.7797
LOW	0.7737
0.618	0.7640
1.000	0.7580
1.618	0.7483
2.618	0.7326
4.250	0.7070

Fisher Pivots for day following 12-Jul-2017
Pivot	1 day	3 day
R1	0.7851	0.7851
PP	0.7833	0.7833
S1	0.7816	0.7815

Download as Excel Spreadsheet

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

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