CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 29-Aug-2017

Day Change Summary
	Previous	Current
	28-Aug-2017	29-Aug-2017	Change	Change %	Previous Week
Open	0.8020	0.7985	-0.0034	-0.4%	0.7955
High	0.8039	0.8042	0.0004	0.0%	0.8025
Low	0.7996	0.7970	-0.0026	-0.3%	0.7931
Close	0.8007	0.7984	-0.0023	-0.3%	0.8013
Range	0.0043	0.0073	0.0030	68.6%	0.0094
ATR	0.0053	0.0054	0.0001	2.6%	0.0000
Volume	45,815	67,873	22,058	48.1%	260,602

Daily Pivots for day following 29-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8216	0.8172	0.8023
R3	0.8143	0.8100	0.8003
R2	0.8071	0.8071	0.7997
R1	0.8027	0.8027	0.7990	0.8013
PP	0.7998	0.7998	0.7998	0.7991
S1	0.7955	0.7955	0.7977	0.7940
S2	0.7926	0.7926	0.7970
S3	0.7853	0.7882	0.7964
S4	0.7781	0.7810	0.7944

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	0.8042	0.7940	0.0102	1.3%	0.0047	0.6%	43%	True	False	53,635
10	0.8042	0.7834	0.0208	2.6%	0.0057	0.7%	72%	True	False	58,645
20	0.8042	0.7829	0.0213	2.7%	0.0052	0.6%	73%	True	False	61,537
40	0.8062	0.7693	0.0369	4.6%	0.0058	0.7%	79%	False	False	72,281
60	0.8062	0.7407	0.0655	8.2%	0.0055	0.7%	88%	False	False	67,386
80	0.8062	0.7279	0.0783	9.8%	0.0053	0.7%	90%	False	False	50,798
100	0.8062	0.7267	0.0795	10.0%	0.0052	0.6%	90%	False	False	40,704
120	0.8062	0.7267	0.0795	10.0%	0.0050	0.6%	90%	False	False	33,934

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8350
2.618	0.8232
1.618	0.8159
1.000	0.8115
0.618	0.8087
HIGH	0.8042
0.618	0.8014
0.500	0.8006
0.382	0.7997
LOW	0.7970
0.618	0.7925
1.000	0.7897
1.618	0.7852
2.618	0.7780
4.250	0.7661

Fisher Pivots for day following 29-Aug-2017
Pivot	1 day	3 day
R1	0.8006	0.8006
PP	0.7998	0.7998
S1	0.7991	0.7991

Download as Excel Spreadsheet

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

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