CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 26-Jul-2017

Day Change Summary
	Previous	Current
	25-Jul-2017	26-Jul-2017	Change	Change %	Previous Week
Open	0.8001	0.8002	0.0001	0.0%	0.7916
High	0.8018	0.8062	0.0044	0.5%	0.7993
Low	0.7986	0.7979	-0.0007	-0.1%	0.7881
Close	0.8000	0.8019	0.0019	0.2%	0.7986
Range	0.0033	0.0084	0.0051	156.9%	0.0112
ATR	0.0054	0.0056	0.0002	3.9%	0.0000
Volume	66,333	96,763	30,430	45.9%	366,622

Daily Pivots for day following 26-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8270	0.8228	0.8064
R3	0.8187	0.8144	0.8041
R2	0.8103	0.8103	0.8034
R1	0.8061	0.8061	0.8026	0.8082
PP	0.8020	0.8020	0.8020	0.8030
S1	0.7977	0.7977	0.8011	0.7999
S2	0.7936	0.7936	0.8003
S3	0.7853	0.7894	0.7996
S4	0.7769	0.7810	0.7973

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	0.8062	0.7918	0.0144	1.8%	0.0056	0.7%	70%	True	False	78,252
10	0.8062	0.7838	0.0224	2.8%	0.0054	0.7%	81%	True	False	75,183
20	0.8062	0.7588	0.0475	5.9%	0.0058	0.7%	91%	True	False	82,013
40	0.8062	0.7396	0.0666	8.3%	0.0053	0.7%	93%	True	False	61,242
60	0.8062	0.7267	0.0795	9.9%	0.0051	0.6%	95%	True	False	41,019
80	0.8062	0.7267	0.0795	9.9%	0.0049	0.6%	95%	True	False	30,831
100	0.8062	0.7267	0.0795	9.9%	0.0047	0.6%	95%	True	False	24,687

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8417
2.618	0.8281
1.618	0.8197
1.000	0.8146
0.618	0.8114
HIGH	0.8062
0.618	0.8030
0.500	0.8020
0.382	0.8010
LOW	0.7979
0.618	0.7927
1.000	0.7895
1.618	0.7843
2.618	0.7760
4.250	0.7624

Fisher Pivots for day following 26-Jul-2017
Pivot	1 day	3 day
R1	0.8020	0.8018
PP	0.8020	0.8018
S1	0.8019	0.8018

Download as Excel Spreadsheet

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

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