CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 31-Aug-2017

Day Change Summary
	Previous	Current
	30-Aug-2017	31-Aug-2017	Change	Change %	Previous Week
Open	0.7992	0.7927	-0.0065	-0.8%	0.7955
High	0.8002	0.8017	0.0016	0.2%	0.8025
Low	0.7915	0.7899	-0.0017	-0.2%	0.7931
Close	0.7928	0.8004	0.0076	1.0%	0.8013
Range	0.0087	0.0119	0.0032	37.0%	0.0094
ATR	0.0057	0.0061	0.0004	7.8%	0.0000
Volume	70,557	112,396	41,839	59.3%	260,602

Daily Pivots for day following 31-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8329	0.8285	0.8069
R3	0.8210	0.8166	0.8036
R2	0.8092	0.8092	0.8025
R1	0.8048	0.8048	0.8014	0.8070
PP	0.7973	0.7973	0.7973	0.7984
S1	0.7929	0.7929	0.7993	0.7951
S2	0.7854	0.7854	0.7982
S3	0.7736	0.7810	0.7971
S4	0.7617	0.7692	0.7938

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	0.7899	0.0144	1.8%	0.0074	0.9%	73%	False	True	71,668
10	0.8042	0.7883	0.0160	2.0%	0.0061	0.8%	76%	False	False	62,888
20	0.8042	0.7829	0.0213	2.7%	0.0058	0.7%	82%	False	False	63,575
40	0.8062	0.7705	0.0357	4.5%	0.0060	0.8%	84%	False	False	72,423
60	0.8062	0.7407	0.0655	8.2%	0.0057	0.7%	91%	False	False	70,091
80	0.8062	0.7279	0.0783	9.8%	0.0054	0.7%	93%	False	False	53,075
100	0.8062	0.7267	0.0795	9.9%	0.0053	0.7%	93%	False	False	42,529
120	0.8062	0.7267	0.0795	9.9%	0.0051	0.6%	93%	False	False	35,455

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	0.0016
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	0.8521
2.618	0.8327
1.618	0.8209
1.000	0.8136
0.618	0.8090
HIGH	0.8017
0.618	0.7972
0.500	0.7958
0.382	0.7944
LOW	0.7899
0.618	0.7825
1.000	0.7780
1.618	0.7707
2.618	0.7588
4.250	0.7395

Fisher Pivots for day following 31-Aug-2017
Pivot	1 day	3 day
R1	0.7988	0.7992
PP	0.7973	0.7981
S1	0.7958	0.7970

Download as Excel Spreadsheet

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

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