CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 09-Aug-2017

Day Change Summary
	Previous	Current
	08-Aug-2017	09-Aug-2017	Change	Change %	Previous Week
Open	0.7891	0.7901	0.0010	0.1%	0.8045
High	0.7910	0.7901	-0.0009	-0.1%	0.8050
Low	0.7876	0.7866	-0.0010	-0.1%	0.7900
Close	0.7900	0.7877	-0.0024	-0.3%	0.7910
Range	0.0035	0.0036	0.0001	2.9%	0.0150
ATR	0.0059	0.0057	-0.0002	-2.8%	0.0000
Volume	59,912	61,457	1,545	2.6%	402,168

Daily Pivots for day following 09-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7988	0.7968	0.7896
R3	0.7952	0.7932	0.7886
R2	0.7917	0.7917	0.7883
R1	0.7897	0.7897	0.7880	0.7889
PP	0.7881	0.7881	0.7881	0.7877
S1	0.7861	0.7861	0.7873	0.7853
S2	0.7846	0.7846	0.7870
S3	0.7810	0.7826	0.7867
S4	0.7775	0.7790	0.7857

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	0.7979	0.7866	0.0114	1.4%	0.0049	0.6%	10%	False	True	63,738
10	0.8062	0.7866	0.0196	2.5%	0.0061	0.8%	6%	False	True	76,888
20	0.8062	0.7838	0.0224	2.9%	0.0058	0.7%	17%	False	False	76,035
40	0.8062	0.7504	0.0558	7.1%	0.0057	0.7%	67%	False	False	77,396
60	0.8062	0.7332	0.0730	9.3%	0.0053	0.7%	75%	False	False	53,761
80	0.8062	0.7267	0.0795	10.1%	0.0052	0.7%	77%	False	False	40,421
100	0.8062	0.7267	0.0795	10.1%	0.0049	0.6%	77%	False	False	32,360

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8052
2.618	0.7994
1.618	0.7958
1.000	0.7937
0.618	0.7923
HIGH	0.7901
0.618	0.7887
0.500	0.7883
0.382	0.7879
LOW	0.7866
0.618	0.7844
1.000	0.7830
1.618	0.7808
2.618	0.7773
4.250	0.7715

Fisher Pivots for day following 09-Aug-2017
Pivot	1 day	3 day
R1	0.7883	0.7895
PP	0.7881	0.7889
S1	0.7879	0.7883

Download as Excel Spreadsheet

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

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