CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 21-Jul-2017

Day Change Summary
	Previous	Current
	20-Jul-2017	21-Jul-2017	Change	Change %	Previous Week
Open	0.7944	0.7951	0.0008	0.1%	0.7916
High	0.7982	0.7993	0.0011	0.1%	0.7993
Low	0.7918	0.7938	0.0020	0.2%	0.7881
Close	0.7953	0.7986	0.0033	0.4%	0.7986
Range	0.0064	0.0055	-0.0009	-13.4%	0.0112
ATR	0.0056	0.0056	0.0000	-0.2%	0.0000
Volume	80,729	82,700	1,971	2.4%	366,622

Daily Pivots for day following 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8137	0.8116	0.8016
R3	0.8082	0.8061	0.8001
R2	0.8027	0.8027	0.7996
R1	0.8006	0.8006	0.7991	0.8017
PP	0.7972	0.7972	0.7972	0.7977
S1	0.7951	0.7951	0.7980	0.7962
S2	0.7917	0.7917	0.7975
S3	0.7862	0.7896	0.7970
S4	0.7807	0.7841	0.7955

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8289	0.8249	0.8047
R3	0.8177	0.8137	0.8016
R2	0.8065	0.8065	0.8006
R1	0.8025	0.8025	0.7996	0.8045
PP	0.7953	0.7953	0.7953	0.7963
S1	0.7913	0.7913	0.7975	0.7933
S2	0.7841	0.7841	0.7965
S3	0.7729	0.7801	0.7955
S4	0.7617	0.7689	0.7924

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7993	0.7881	0.0112	1.4%	0.0057	0.7%	94%	True	False	73,324
10	0.7993	0.7735	0.0258	3.2%	0.0061	0.8%	97%	True	False	79,525
20	0.7993	0.7526	0.0467	5.8%	0.0057	0.7%	98%	True	False	79,804
40	0.7993	0.7396	0.0597	7.5%	0.0052	0.6%	99%	True	False	55,606
60	0.7993	0.7267	0.0726	9.1%	0.0051	0.6%	99%	True	False	37,246
80	0.7993	0.7267	0.0726	9.1%	0.0049	0.6%	99%	True	False	27,986

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8226
2.618	0.8136
1.618	0.8081
1.000	0.8048
0.618	0.8026
HIGH	0.7993
0.618	0.7971
0.500	0.7965
0.382	0.7959
LOW	0.7938
0.618	0.7904
1.000	0.7882
1.618	0.7849
2.618	0.7794
4.250	0.7704

Fisher Pivots for day following 21-Jul-2017
Pivot	1 day	3 day
R1	0.7979	0.7974
PP	0.7972	0.7963
S1	0.7965	0.7952

Download as Excel Spreadsheet

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

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