CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 23-Aug-2017

Day Change Summary
	Previous	Current
	22-Aug-2017	23-Aug-2017	Change	Change %	Previous Week
Open	0.7964	0.7964	0.0000	0.0%	0.7894
High	0.7987	0.7977	-0.0011	-0.1%	0.7967
Low	0.7931	0.7940	0.0009	0.1%	0.7829
Close	0.7963	0.7973	0.0011	0.1%	0.7954
Range	0.0056	0.0037	-0.0020	-35.4%	0.0138
ATR	0.0057	0.0056	-0.0001	-2.6%	0.0000
Volume	61,250	50,131	-11,119	-18.2%	318,576

Daily Pivots for day following 23-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8073	0.8059	0.7993
R3	0.8036	0.8023	0.7983
R2	0.8000	0.8000	0.7980
R1	0.7986	0.7986	0.7976	0.7993
PP	0.7963	0.7963	0.7963	0.7967
S1	0.7950	0.7950	0.7970	0.7957
S2	0.7927	0.7927	0.7966
S3	0.7890	0.7913	0.7963
S4	0.7854	0.7877	0.7953

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	0.7987	0.7883	0.0105	1.3%	0.0054	0.7%	87%	False	False	57,880
10	0.7987	0.7829	0.0158	2.0%	0.0055	0.7%	91%	False	False	61,722
20	0.8062	0.7829	0.0233	2.9%	0.0058	0.7%	62%	False	False	69,305
40	0.8062	0.7588	0.0475	6.0%	0.0058	0.7%	81%	False	False	75,659
60	0.8062	0.7396	0.0666	8.4%	0.0054	0.7%	87%	False	False	63,930
80	0.8062	0.7267	0.0795	10.0%	0.0053	0.7%	89%	False	False	48,090
100	0.8062	0.7267	0.0795	10.0%	0.0051	0.6%	89%	False	False	38,526
120	0.8062	0.7267	0.0795	10.0%	0.0049	0.6%	89%	False	False	32,123

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8132
2.618	0.8072
1.618	0.8036
1.000	0.8013
0.618	0.7999
HIGH	0.7977
0.618	0.7963
0.500	0.7958
0.382	0.7954
LOW	0.7940
0.618	0.7917
1.000	0.7904
1.618	0.7881
2.618	0.7844
4.250	0.7785

Fisher Pivots for day following 23-Aug-2017
Pivot	1 day	3 day
R1	0.7968	0.7968
PP	0.7963	0.7964
S1	0.7958	0.7959

Download as Excel Spreadsheet

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

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