CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 17-Aug-2017

Day Change Summary
	Previous	Current
	16-Aug-2017	17-Aug-2017	Change	Change %	Previous Week
Open	0.7845	0.7929	0.0085	1.1%	0.7920
High	0.7932	0.7947	0.0015	0.2%	0.7924
Low	0.7834	0.7887	0.0053	0.7%	0.7845
Close	0.7899	0.7906	0.0008	0.1%	0.7889
Range	0.0098	0.0060	-0.0038	-38.5%	0.0079
ATR	0.0057	0.0057	0.0000	0.4%	0.0000
Volume	79,007	61,517	-17,490	-22.1%	311,786

Daily Pivots for day following 17-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8093	0.8060	0.7939
R3	0.8033	0.8000	0.7923
R2	0.7973	0.7973	0.7917
R1	0.7940	0.7940	0.7912	0.7927
PP	0.7913	0.7913	0.7913	0.7907
S1	0.7880	0.7880	0.7901	0.7867
S2	0.7853	0.7853	0.7895
S3	0.7793	0.7820	0.7890
S4	0.7733	0.7760	0.7873

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	0.7947	0.7829	0.0118	1.5%	0.0059	0.7%	65%	True	False	64,034
10	0.7979	0.7829	0.0150	1.9%	0.0054	0.7%	51%	False	False	64,262
20	0.8062	0.7829	0.0233	2.9%	0.0058	0.7%	33%	False	False	73,438
40	0.8062	0.7509	0.0553	7.0%	0.0058	0.7%	72%	False	False	76,218
60	0.8062	0.7396	0.0666	8.4%	0.0054	0.7%	77%	False	False	60,192
80	0.8062	0.7267	0.0795	10.1%	0.0052	0.7%	80%	False	False	45,261
100	0.8062	0.7267	0.0795	10.1%	0.0051	0.6%	80%	False	False	36,251

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8202
2.618	0.8104
1.618	0.8044
1.000	0.8007
0.618	0.7984
HIGH	0.7947
0.618	0.7924
0.500	0.7917
0.382	0.7910
LOW	0.7887
0.618	0.7850
1.000	0.7827
1.618	0.7790
2.618	0.7730
4.250	0.7632

Fisher Pivots for day following 17-Aug-2017
Pivot	1 day	3 day
R1	0.7917	0.7900
PP	0.7913	0.7894
S1	0.7910	0.7888

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

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