CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 24-Jul-2017

Day Change Summary
	Previous	Current
	21-Jul-2017	24-Jul-2017	Change	Change %	Previous Week
Open	0.7951	0.7982	0.0031	0.4%	0.7916
High	0.7993	0.8017	0.0025	0.3%	0.7993
Low	0.7938	0.7974	0.0036	0.5%	0.7881
Close	0.7986	0.8007	0.0022	0.3%	0.7986
Range	0.0055	0.0044	-0.0012	-20.9%	0.0112
ATR	0.0056	0.0055	-0.0001	-1.6%	0.0000
Volume	82,700	64,736	-17,964	-21.7%	366,622

Daily Pivots for day following 24-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8130	0.8112	0.8031
R3	0.8086	0.8068	0.8019
R2	0.8043	0.8043	0.8015
R1	0.8025	0.8025	0.8011	0.8034
PP	0.7999	0.7999	0.7999	0.8004
S1	0.7981	0.7981	0.8003	0.7990
S2	0.7956	0.7956	0.7999
S3	0.7912	0.7938	0.7995
S4	0.7869	0.7894	0.7983

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	0.8017	0.7881	0.0137	1.7%	0.0057	0.7%	93%	True	False	73,531
10	0.8017	0.7735	0.0282	3.5%	0.0062	0.8%	96%	True	False	79,783
20	0.8017	0.7548	0.0469	5.9%	0.0057	0.7%	98%	True	False	80,011
40	0.8017	0.7396	0.0621	7.8%	0.0052	0.6%	98%	True	False	57,193
60	0.8017	0.7267	0.0751	9.4%	0.0050	0.6%	99%	True	False	38,307
80	0.8017	0.7267	0.0751	9.4%	0.0049	0.6%	99%	True	False	28,795

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8202
2.618	0.8131
1.618	0.8087
1.000	0.8061
0.618	0.8044
HIGH	0.8017
0.618	0.8000
0.500	0.7995
0.382	0.7990
LOW	0.7974
0.618	0.7947
1.000	0.7930
1.618	0.7903
2.618	0.7860
4.250	0.7789

Fisher Pivots for day following 24-Jul-2017
Pivot	1 day	3 day
R1	0.8003	0.7994
PP	0.7999	0.7981
S1	0.7995	0.7968

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

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