CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 14-Aug-2017

Day Change Summary
	Previous	Current
	11-Aug-2017	14-Aug-2017	Change	Change %	Previous Week
Open	0.7852	0.7894	0.0042	0.5%	0.7920
High	0.7907	0.7895	-0.0013	-0.2%	0.7924
Low	0.7845	0.7858	0.0013	0.2%	0.7845
Close	0.7889	0.7868	-0.0021	-0.3%	0.7889
Range	0.0063	0.0037	-0.0026	-41.6%	0.0079
ATR	0.0057	0.0055	-0.0001	-2.5%	0.0000
Volume	73,235	44,625	-28,610	-39.1%	311,786

Daily Pivots for day following 14-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7983	0.7962	0.7888
R3	0.7946	0.7925	0.7878
R2	0.7910	0.7910	0.7874
R1	0.7889	0.7889	0.7871	0.7881
PP	0.7873	0.7873	0.7873	0.7870
S1	0.7852	0.7852	0.7864	0.7845
S2	0.7837	0.7837	0.7861
S3	0.7800	0.7816	0.7857
S4	0.7764	0.7779	0.7847

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8122	0.8084	0.7932
R3	0.8043	0.8005	0.7910
R2	0.7964	0.7964	0.7903
R1	0.7926	0.7926	0.7896	0.7906
PP	0.7886	0.7886	0.7886	0.7875
S1	0.7848	0.7848	0.7881	0.7827
S2	0.7807	0.7807	0.7874
S3	0.7728	0.7769	0.7867
S4	0.7649	0.7690	0.7845

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7910	0.7845	0.0065	0.8%	0.0043	0.5%	35%	False	False	61,679
10	0.8038	0.7845	0.0193	2.5%	0.0049	0.6%	12%	False	False	66,897
20	0.8062	0.7845	0.0217	2.8%	0.0058	0.7%	11%	False	False	74,333
40	0.8062	0.7504	0.0558	7.1%	0.0057	0.7%	65%	False	False	76,093
60	0.8062	0.7363	0.0699	8.9%	0.0053	0.7%	72%	False	False	56,851
80	0.8062	0.7267	0.0795	10.1%	0.0052	0.7%	76%	False	False	42,747
100	0.8062	0.7267	0.0795	10.1%	0.0049	0.6%	76%	False	False	34,229

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8050
2.618	0.7990
1.618	0.7954
1.000	0.7931
0.618	0.7917
HIGH	0.7895
0.618	0.7881
0.500	0.7876
0.382	0.7872
LOW	0.7858
0.618	0.7835
1.000	0.7822
1.618	0.7799
2.618	0.7762
4.250	0.7703

Fisher Pivots for day following 14-Aug-2017
Pivot	1 day	3 day
R1	0.7876	0.7876
PP	0.7873	0.7873
S1	0.7870	0.7870

Download as Excel Spreadsheet

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

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