CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 07-Aug-2017

Day Change Summary
	Previous	Current
	04-Aug-2017	07-Aug-2017	Change	Change %	Previous Week
Open	0.7954	0.7920	-0.0035	-0.4%	0.8045
High	0.7979	0.7924	-0.0056	-0.7%	0.8050
Low	0.7900	0.7870	-0.0030	-0.4%	0.7900
Close	0.7910	0.7892	-0.0018	-0.2%	0.7910
Range	0.0080	0.0053	-0.0026	-32.7%	0.0150
ATR	0.0061	0.0060	-0.0001	-0.9%	0.0000
Volume	83,906	48,012	-35,894	-42.8%	402,168

Daily Pivots for day following 07-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8055	0.8027	0.7921
R3	0.8002	0.7973	0.7906
R2	0.7948	0.7948	0.7901
R1	0.7920	0.7920	0.7896	0.7908
PP	0.7895	0.7895	0.7895	0.7889
S1	0.7867	0.7867	0.7887	0.7854
S2	0.7842	0.7842	0.7882
S3	0.7788	0.7813	0.7877
S4	0.7735	0.7760	0.7862

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8403	0.8306	0.7992
R3	0.8253	0.8156	0.7951
R2	0.8103	0.8103	0.7937
R1	0.8006	0.8006	0.7923	0.7980
PP	0.7953	0.7953	0.7953	0.7940
S1	0.7856	0.7856	0.7896	0.7830
S2	0.7803	0.7803	0.7882
S3	0.7653	0.7706	0.7868
S4	0.7503	0.7556	0.7827

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8038	0.7870	0.0168	2.1%	0.0056	0.7%	13%	False	True	72,116
10	0.8062	0.7870	0.0192	2.4%	0.0066	0.8%	11%	False	True	81,061
20	0.8062	0.7735	0.0327	4.1%	0.0064	0.8%	48%	False	False	80,422
40	0.8062	0.7438	0.0625	7.9%	0.0059	0.7%	73%	False	False	75,974
60	0.8062	0.7293	0.0770	9.8%	0.0053	0.7%	78%	False	False	51,756
80	0.8062	0.7267	0.0795	10.1%	0.0052	0.7%	79%	False	False	38,910
100	0.8062	0.7267	0.0795	10.1%	0.0049	0.6%	79%	False	False	31,148

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8151
2.618	0.8064
1.618	0.8010
1.000	0.7977
0.618	0.7957
HIGH	0.7924
0.618	0.7903
0.500	0.7897
0.382	0.7890
LOW	0.7870
0.618	0.7837
1.000	0.7817
1.618	0.7783
2.618	0.7730
4.250	0.7643

Fisher Pivots for day following 07-Aug-2017
Pivot	1 day	3 day
R1	0.7897	0.7925
PP	0.7895	0.7914
S1	0.7893	0.7903

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

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