CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 01-Aug-2017

Day Change Summary
	Previous	Current
	31-Jul-2017	01-Aug-2017	Change	Change %	Previous Week
Open	0.8045	0.8014	-0.0031	-0.4%	0.7982
High	0.8050	0.8038	-0.0012	-0.1%	0.8062
Low	0.7987	0.7972	-0.0015	-0.2%	0.7958
Close	0.8036	0.7991	-0.0046	-0.6%	0.8050
Range	0.0063	0.0066	0.0004	6.4%	0.0105
ATR	0.0062	0.0062	0.0000	0.5%	0.0000
Volume	89,600	86,461	-3,139	-3.5%	425,172

Daily Pivots for day following 01-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8199	0.8161	0.8027
R3	0.8133	0.8095	0.8009
R2	0.8066	0.8066	0.8003
R1	0.8028	0.8028	0.7997	0.8014
PP	0.8000	0.8000	0.8000	0.7993
S1	0.7962	0.7962	0.7984	0.7948
S2	0.7934	0.7934	0.7978
S3	0.7867	0.7896	0.7972
S4	0.7801	0.7829	0.7954

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%	0.0082	1.0%	32%	False	False	94,032
10	0.8062	0.7911	0.0151	1.9%	0.0065	0.8%	53%	False	False	81,820
20	0.8062	0.7693	0.0369	4.6%	0.0064	0.8%	81%	False	False	83,025
40	0.8062	0.7407	0.0655	8.2%	0.0057	0.7%	89%	False	False	70,310
60	0.8062	0.7279	0.0783	9.8%	0.0053	0.7%	91%	False	False	47,218
80	0.8062	0.7267	0.0795	10.0%	0.0052	0.6%	91%	False	False	35,496
100	0.8062	0.7267	0.0795	10.0%	0.0049	0.6%	91%	False	False	28,413

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8321
2.618	0.8212
1.618	0.8146
1.000	0.8104
0.618	0.8079
HIGH	0.8038
0.618	0.8013
0.500	0.8005
0.382	0.7997
LOW	0.7972
0.618	0.7930
1.000	0.7905
1.618	0.7864
2.618	0.7797
4.250	0.7689

Fisher Pivots for day following 01-Aug-2017
Pivot	1 day	3 day
R1	0.8005	0.8011
PP	0.8000	0.8004
S1	0.7995	0.7997

Download as Excel Spreadsheet

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

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