CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 15-Aug-2017

Day Change Summary
	Previous	Current
	14-Aug-2017	15-Aug-2017	Change	Change %	Previous Week
Open	0.7894	0.7862	-0.0032	-0.4%	0.7920
High	0.7895	0.7866	-0.0029	-0.4%	0.7924
Low	0.7858	0.7829	-0.0029	-0.4%	0.7845
Close	0.7868	0.7841	-0.0027	-0.3%	0.7889
Range	0.0037	0.0037	0.0001	1.4%	0.0079
ATR	0.0055	0.0054	-0.0001	-2.2%	0.0000
Volume	44,625	61,787	17,162	38.5%	311,786

Daily Pivots for day following 15-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7956	0.7936	0.7861
R3	0.7919	0.7899	0.7851
R2	0.7882	0.7882	0.7848
R1	0.7862	0.7862	0.7844	0.7854
PP	0.7845	0.7845	0.7845	0.7841
S1	0.7825	0.7825	0.7838	0.7817
S2	0.7808	0.7808	0.7834
S3	0.7771	0.7788	0.7831
S4	0.7734	0.7751	0.7821

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	0.7907	0.7829	0.0078	1.0%	0.0043	0.6%	15%	False	True	62,054
10	0.7985	0.7829	0.0156	2.0%	0.0046	0.6%	8%	False	True	64,430
20	0.8062	0.7829	0.0233	3.0%	0.0056	0.7%	5%	False	True	73,125
40	0.8062	0.7504	0.0558	7.1%	0.0057	0.7%	60%	False	False	76,095
60	0.8062	0.7396	0.0666	8.5%	0.0053	0.7%	67%	False	False	57,868
80	0.8062	0.7267	0.0795	10.1%	0.0052	0.7%	72%	False	False	43,515
100	0.8062	0.7267	0.0795	10.1%	0.0050	0.6%	72%	False	False	34,847

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8023
2.618	0.7963
1.618	0.7926
1.000	0.7903
0.618	0.7889
HIGH	0.7866
0.618	0.7852
0.500	0.7848
0.382	0.7843
LOW	0.7829
0.618	0.7806
1.000	0.7792
1.618	0.7769
2.618	0.7732
4.250	0.7672

Fisher Pivots for day following 15-Aug-2017
Pivot	1 day	3 day
R1	0.7848	0.7868
PP	0.7845	0.7859
S1	0.7843	0.7850

Download as Excel Spreadsheet

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

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