CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 02-Aug-2017

Day Change Summary
	Previous	Current
	01-Aug-2017	02-Aug-2017	Change	Change %	Previous Week
Open	0.8014	0.7982	-0.0032	-0.4%	0.7982
High	0.8038	0.7985	-0.0053	-0.7%	0.8062
Low	0.7972	0.7947	-0.0025	-0.3%	0.7958
Close	0.7991	0.7969	-0.0022	-0.3%	0.8050
Range	0.0066	0.0038	-0.0028	-42.9%	0.0105
ATR	0.0062	0.0061	-0.0001	-2.2%	0.0000
Volume	86,461	76,795	-9,666	-11.2%	425,172

Daily Pivots for day following 02-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8081	0.8063	0.7989
R3	0.8043	0.8025	0.7979
R2	0.8005	0.8005	0.7975
R1	0.7987	0.7987	0.7972	0.7977
PP	0.7967	0.7967	0.7967	0.7962
S1	0.7949	0.7949	0.7965	0.7939
S2	0.7929	0.7929	0.7962
S3	0.7891	0.7911	0.7958
S4	0.7853	0.7873	0.7948

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	0.7947	0.0115	1.4%	0.0073	0.9%	19%	False	True	90,039
10	0.8062	0.7918	0.0144	1.8%	0.0064	0.8%	35%	False	False	84,145
20	0.8062	0.7705	0.0357	4.5%	0.0063	0.8%	74%	False	False	81,606
40	0.8062	0.7407	0.0655	8.2%	0.0058	0.7%	86%	False	False	71,831
60	0.8062	0.7279	0.0783	9.8%	0.0053	0.7%	88%	False	False	48,493
80	0.8062	0.7267	0.0795	10.0%	0.0051	0.6%	88%	False	False	36,453
100	0.8062	0.7267	0.0795	10.0%	0.0049	0.6%	88%	False	False	29,180

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8147
2.618	0.8084
1.618	0.8046
1.000	0.8023
0.618	0.8008
HIGH	0.7985
0.618	0.7970
0.500	0.7966
0.382	0.7962
LOW	0.7947
0.618	0.7924
1.000	0.7909
1.618	0.7886
2.618	0.7848
4.250	0.7785

Fisher Pivots for day following 02-Aug-2017
Pivot	1 day	3 day
R1	0.7968	0.7998
PP	0.7967	0.7988
S1	0.7966	0.7978

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

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