CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 10-Aug-2017

Day Change Summary
	Previous	Current
	09-Aug-2017	10-Aug-2017	Change	Change %	Previous Week
Open	0.7901	0.7882	-0.0019	-0.2%	0.8045
High	0.7901	0.7896	-0.0006	-0.1%	0.8050
Low	0.7866	0.7850	-0.0016	-0.2%	0.7900
Close	0.7877	0.7868	-0.0009	-0.1%	0.7910
Range	0.0036	0.0046	0.0010	28.2%	0.0150
ATR	0.0057	0.0056	-0.0001	-1.4%	0.0000
Volume	61,457	69,170	7,713	12.6%	402,168

Daily Pivots for day following 10-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8008	0.7983	0.7893
R3	0.7962	0.7938	0.7880
R2	0.7917	0.7917	0.7876
R1	0.7892	0.7892	0.7872	0.7882
PP	0.7871	0.7871	0.7871	0.7866
S1	0.7847	0.7847	0.7863	0.7836
S2	0.7826	0.7826	0.7859
S3	0.7780	0.7801	0.7855
S4	0.7735	0.7756	0.7842

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	0.7850	0.0129	1.6%	0.0050	0.6%	14%	False	True	64,491
10	0.8058	0.7850	0.0208	2.6%	0.0055	0.7%	8%	False	True	73,851
20	0.8062	0.7850	0.0212	2.7%	0.0058	0.7%	8%	False	True	75,791
40	0.8062	0.7504	0.0558	7.1%	0.0056	0.7%	65%	False	False	77,364
60	0.8062	0.7332	0.0730	9.3%	0.0053	0.7%	73%	False	False	54,900
80	0.8062	0.7267	0.0795	10.1%	0.0052	0.7%	76%	False	False	41,283
100	0.8062	0.7267	0.0795	10.1%	0.0049	0.6%	76%	False	False	33,052

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8089
2.618	0.8015
1.618	0.7969
1.000	0.7941
0.618	0.7924
HIGH	0.7896
0.618	0.7878
0.500	0.7873
0.382	0.7867
LOW	0.7850
0.618	0.7822
1.000	0.7805
1.618	0.7776
2.618	0.7731
4.250	0.7657

Fisher Pivots for day following 10-Aug-2017
Pivot	1 day	3 day
R1	0.7873	0.7880
PP	0.7871	0.7876
S1	0.7869	0.7872

Download as Excel Spreadsheet

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

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