CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 21-Aug-2017

Day Change Summary
	Previous	Current
	18-Aug-2017	21-Aug-2017	Change	Change %	Previous Week
Open	0.7890	0.7955	0.0065	0.8%	0.7894
High	0.7967	0.7969	0.0001	0.0%	0.7967
Low	0.7883	0.7935	0.0052	0.7%	0.7829
Close	0.7954	0.7960	0.0006	0.1%	0.7954
Range	0.0085	0.0034	-0.0051	-59.8%	0.0138
ATR	0.0059	0.0057	-0.0002	-3.0%	0.0000
Volume	71,640	44,863	-26,777	-37.4%	318,576

Daily Pivots for day following 21-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8056	0.8042	0.7979
R3	0.8022	0.8008	0.7969
R2	0.7988	0.7988	0.7966
R1	0.7974	0.7974	0.7963	0.7981
PP	0.7954	0.7954	0.7954	0.7958
S1	0.7940	0.7940	0.7957	0.7947
S2	0.7920	0.7920	0.7954
S3	0.7886	0.7906	0.7951
S4	0.7852	0.7872	0.7941

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8331	0.8280	0.8030
R3	0.8193	0.8142	0.7992
R2	0.8055	0.8055	0.7979
R1	0.8004	0.8004	0.7967	0.8030
PP	0.7917	0.7917	0.7917	0.7929
S1	0.7866	0.7866	0.7941	0.7892
S2	0.7779	0.7779	0.7929
S3	0.7641	0.7728	0.7916
S4	0.7503	0.7590	0.7878

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7969	0.7829	0.0140	1.8%	0.0063	0.8%	94%	True	False	63,762
10	0.7969	0.7829	0.0140	1.8%	0.0053	0.7%	94%	True	False	62,721
20	0.8062	0.7829	0.0233	2.9%	0.0059	0.7%	56%	False	False	71,891
40	0.8062	0.7548	0.0514	6.5%	0.0058	0.7%	80%	False	False	75,951
60	0.8062	0.7396	0.0666	8.4%	0.0054	0.7%	85%	False	False	62,092
80	0.8062	0.7267	0.0795	10.0%	0.0052	0.7%	87%	False	False	46,703
100	0.8062	0.7267	0.0795	10.0%	0.0051	0.6%	87%	False	False	37,414

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.8113
2.618	0.8058
1.618	0.8024
1.000	0.8002
0.618	0.7990
HIGH	0.7969
0.618	0.7956
0.500	0.7952
0.382	0.7947
LOW	0.7935
0.618	0.7913
1.000	0.7901
1.618	0.7879
2.618	0.7845
4.250	0.7790

Fisher Pivots for day following 21-Aug-2017
Pivot	1 day	3 day
R1	0.7957	0.7949
PP	0.7954	0.7937
S1	0.7952	0.7926

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

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