CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 28-Jul-2017

Day Change Summary
	Previous	Current
	27-Jul-2017	28-Jul-2017	Change	Change %	Previous Week
Open	0.8048	0.7968	-0.0080	-1.0%	0.7982
High	0.8062	0.8058	-0.0004	0.0%	0.8062
Low	0.7958	0.7963	0.0006	0.1%	0.7958
Close	0.7970	0.8050	0.0080	1.0%	0.8050
Range	0.0104	0.0095	-0.0009	-8.7%	0.0105
ATR	0.0059	0.0062	0.0003	4.3%	0.0000
Volume	99,548	97,792	-1,756	-1.8%	425,172

Daily Pivots for day following 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8308	0.8274	0.8102
R3	0.8213	0.8179	0.8076
R2	0.8118	0.8118	0.8067
R1	0.8084	0.8084	0.8058	0.8101
PP	0.8024	0.8024	0.8024	0.8032
S1	0.7989	0.7989	0.8041	0.8006
S2	0.7929	0.7929	0.8032
S3	0.7834	0.7894	0.8023
S4	0.7739	0.7799	0.7997

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8337	0.8298	0.8107
R3	0.8232	0.8193	0.8078
R2	0.8128	0.8128	0.8069
R1	0.8089	0.8089	0.8059	0.8108
PP	0.8023	0.8023	0.8023	0.8033
S1	0.7984	0.7984	0.8040	0.8004
S2	0.7919	0.7919	0.8030
S3	0.7814	0.7880	0.8021
S4	0.7710	0.7775	0.7992

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8062	0.7958	0.0105	1.3%	0.0072	0.9%	88%	False	False	85,034
10	0.8062	0.7881	0.0182	2.3%	0.0064	0.8%	93%	False	False	79,179
20	0.8062	0.7693	0.0369	4.6%	0.0060	0.7%	97%	False	False	80,767
40	0.8062	0.7396	0.0666	8.3%	0.0056	0.7%	98%	False	False	65,972
60	0.8062	0.7267	0.0795	9.9%	0.0053	0.7%	98%	False	False	44,296
80	0.8062	0.7267	0.0795	9.9%	0.0051	0.6%	98%	False	False	33,296
100	0.8062	0.7267	0.0795	9.9%	0.0049	0.6%	98%	False	False	26,658

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8462
2.618	0.8307
1.618	0.8212
1.000	0.8153
0.618	0.8117
HIGH	0.8058
0.618	0.8022
0.500	0.8011
0.382	0.7999
LOW	0.7963
0.618	0.7904
1.000	0.7868
1.618	0.7809
2.618	0.7714
4.250	0.7559

Fisher Pivots for day following 28-Jul-2017
Pivot	1 day	3 day
R1	0.8037	0.8036
PP	0.8024	0.8023
S1	0.8011	0.8010

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

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