CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 03-Aug-2017

Day Change Summary
	Previous	Current
	02-Aug-2017	03-Aug-2017	Change	Change %	Previous Week
Open	0.7982	0.7963	-0.0019	-0.2%	0.7982
High	0.7985	0.7972	-0.0013	-0.2%	0.8062
Low	0.7947	0.7931	-0.0016	-0.2%	0.7958
Close	0.7969	0.7951	-0.0018	-0.2%	0.8050
Range	0.0038	0.0041	0.0003	9.2%	0.0105
ATR	0.0061	0.0060	-0.0001	-2.3%	0.0000
Volume	76,795	65,406	-11,389	-14.8%	425,172

Daily Pivots for day following 03-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8076	0.8055	0.7974
R3	0.8034	0.8013	0.7962
R2	0.7993	0.7993	0.7959
R1	0.7972	0.7972	0.7955	0.7962
PP	0.7951	0.7951	0.7951	0.7946
S1	0.7930	0.7930	0.7947	0.7920
S2	0.7910	0.7910	0.7943
S3	0.7868	0.7889	0.7940
S4	0.7827	0.7847	0.7928

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	0.8058	0.7931	0.0127	1.6%	0.0061	0.8%	16%	False	True	83,210
10	0.8062	0.7931	0.0131	1.7%	0.0062	0.8%	16%	False	True	82,613
20	0.8062	0.7705	0.0357	4.5%	0.0063	0.8%	69%	False	False	81,270
40	0.8062	0.7407	0.0655	8.2%	0.0057	0.7%	83%	False	False	73,349
60	0.8062	0.7279	0.0783	9.8%	0.0053	0.7%	86%	False	False	49,575
80	0.8062	0.7267	0.0795	10.0%	0.0051	0.6%	86%	False	False	37,268
100	0.8062	0.7267	0.0795	10.0%	0.0049	0.6%	86%	False	False	29,831

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8148
2.618	0.8081
1.618	0.8039
1.000	0.8013
0.618	0.7998
HIGH	0.7972
0.618	0.7956
0.500	0.7951
0.382	0.7946
LOW	0.7931
0.618	0.7905
1.000	0.7889
1.618	0.7863
2.618	0.7822
4.250	0.7754

Fisher Pivots for day following 03-Aug-2017
Pivot	1 day	3 day
R1	0.7951	0.7984
PP	0.7951	0.7973
S1	0.7951	0.7962

Download as Excel Spreadsheet

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

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