CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 08-Aug-2017

Day Change Summary
	Previous	Current
	07-Aug-2017	08-Aug-2017	Change	Change %	Previous Week
Open	0.7920	0.7891	-0.0029	-0.4%	0.8045
High	0.7924	0.7910	-0.0014	-0.2%	0.8050
Low	0.7870	0.7876	0.0005	0.1%	0.7900
Close	0.7892	0.7900	0.0008	0.1%	0.7910
Range	0.0053	0.0035	-0.0019	-35.5%	0.0150
ATR	0.0060	0.0059	-0.0002	-3.1%	0.0000
Volume	48,012	59,912	11,900	24.8%	402,168

Daily Pivots for day following 08-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7999	0.7984	0.7919
R3	0.7964	0.7949	0.7909
R2	0.7930	0.7930	0.7906
R1	0.7915	0.7915	0.7903	0.7922
PP	0.7895	0.7895	0.7895	0.7899
S1	0.7880	0.7880	0.7897	0.7888
S2	0.7861	0.7861	0.7894
S3	0.7826	0.7846	0.7891
S4	0.7792	0.7811	0.7881

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	0.7985	0.7870	0.0115	1.5%	0.0049	0.6%	26%	False	False	66,806
10	0.8062	0.7870	0.0192	2.4%	0.0066	0.8%	16%	False	False	80,419
20	0.8062	0.7737	0.0325	4.1%	0.0064	0.8%	50%	False	False	79,961
40	0.8062	0.7504	0.0558	7.1%	0.0057	0.7%	71%	False	False	76,708
60	0.8062	0.7304	0.0759	9.6%	0.0053	0.7%	79%	False	False	52,749
80	0.8062	0.7267	0.0795	10.1%	0.0052	0.7%	80%	False	False	39,653
100	0.8062	0.7267	0.0795	10.1%	0.0049	0.6%	80%	False	False	31,746

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8057
2.618	0.8000
1.618	0.7966
1.000	0.7945
0.618	0.7931
HIGH	0.7910
0.618	0.7897
0.500	0.7893
0.382	0.7889
LOW	0.7876
0.618	0.7854
1.000	0.7841
1.618	0.7820
2.618	0.7785
4.250	0.7729

Fisher Pivots for day following 08-Aug-2017
Pivot	1 day	3 day
R1	0.7898	0.7925
PP	0.7895	0.7916
S1	0.7893	0.7908

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

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