CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 25-Aug-2017

Day Change Summary
	Previous	Current
	24-Aug-2017	25-Aug-2017	Change	Change %	Previous Week
Open	0.7971	0.7994	0.0024	0.3%	0.7955
High	0.7994	0.8025	0.0031	0.4%	0.8025
Low	0.7964	0.7973	0.0010	0.1%	0.7931
Close	0.7986	0.8013	0.0027	0.3%	0.8013
Range	0.0030	0.0052	0.0022	71.7%	0.0094
ATR	0.0054	0.0054	0.0000	-0.3%	0.0000
Volume	42,656	61,702	19,046	44.7%	260,602

Daily Pivots for day following 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8158	0.8137	0.8041
R3	0.8106	0.8085	0.8027
R2	0.8055	0.8055	0.8022
R1	0.8034	0.8034	0.8017	0.8044
PP	0.8003	0.8003	0.8003	0.8009
S1	0.7982	0.7982	0.8008	0.7993
S2	0.7952	0.7952	0.8003
S3	0.7900	0.7931	0.7998
S4	0.7849	0.7879	0.7984

Weekly Pivots for week ending 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8271	0.8236	0.8064
R3	0.8177	0.8142	0.8038
R2	0.8083	0.8083	0.8030
R1	0.8048	0.8048	0.8021	0.8066
PP	0.7989	0.7989	0.7989	0.7998
S1	0.7954	0.7954	0.8004	0.7972
S2	0.7895	0.7895	0.7995
S3	0.7801	0.7860	0.7987
S4	0.7707	0.7766	0.7961

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8025	0.7931	0.0094	1.2%	0.0042	0.5%	87%	True	False	52,120
10	0.8025	0.7829	0.0196	2.4%	0.0052	0.7%	94%	True	False	57,917
20	0.8050	0.7829	0.0221	2.8%	0.0052	0.7%	83%	False	False	64,656
40	0.8062	0.7693	0.0369	4.6%	0.0056	0.7%	87%	False	False	72,712
60	0.8062	0.7396	0.0666	8.3%	0.0054	0.7%	93%	False	False	65,533
80	0.8062	0.7267	0.0795	9.9%	0.0053	0.7%	94%	False	False	49,386
100	0.8062	0.7267	0.0795	9.9%	0.0051	0.6%	94%	False	False	39,568
120	0.8062	0.7267	0.0795	9.9%	0.0049	0.6%	94%	False	False	32,991

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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8243
2.618	0.8159
1.618	0.8108
1.000	0.8076
0.618	0.8056
HIGH	0.8025
0.618	0.8005
0.500	0.7999
0.382	0.7993
LOW	0.7973
0.618	0.7941
1.000	0.7921
1.618	0.7890
2.618	0.7838
4.250	0.7754

Fisher Pivots for day following 25-Aug-2017
Pivot	1 day	3 day
R1	0.8008	0.8002
PP	0.8003	0.7992
S1	0.7999	0.7982

Download as Excel Spreadsheet

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

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