CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 01-Sep-2017

Day Change Summary
	Previous	Current
	31-Aug-2017	01-Sep-2017	Change	Change %	Previous Week
Open	0.7927	0.8011	0.0083	1.1%	0.8020
High	0.8017	0.8105	0.0088	1.1%	0.8105
Low	0.7899	0.8007	0.0108	1.4%	0.7899
Close	0.8004	0.8073	0.0069	0.9%	0.8073
Range	0.0119	0.0098	-0.0020	-16.9%	0.0207
ATR	0.0061	0.0064	0.0003	4.7%	0.0000
Volume	112,396	112,465	69	0.1%	409,106

Daily Pivots for day following 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8357	0.8313	0.8127
R3	0.8258	0.8215	0.8100
R2	0.8160	0.8160	0.8091
R1	0.8116	0.8116	0.8082	0.8138
PP	0.8061	0.8061	0.8061	0.8072
S1	0.8018	0.8018	0.8063	0.8040
S2	0.7963	0.7963	0.8054
S3	0.7864	0.7919	0.8045
S4	0.7766	0.7821	0.8018

Weekly Pivots for week ending 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8645	0.8565	0.8186
R3	0.8438	0.8359	0.8129
R2	0.8232	0.8232	0.8110
R1	0.8152	0.8152	0.8091	0.8192
PP	0.8025	0.8025	0.8025	0.8045
S1	0.7946	0.7946	0.8054	0.7986
S2	0.7819	0.7819	0.8035
S3	0.7612	0.7739	0.8016
S4	0.7406	0.7533	0.7959

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8105	0.7899	0.0207	2.6%	0.0084	1.0%	84%	True	False	81,821
10	0.8105	0.7899	0.0207	2.6%	0.0063	0.8%	84%	True	False	66,970
20	0.8105	0.7829	0.0276	3.4%	0.0059	0.7%	88%	True	False	65,003
40	0.8105	0.7735	0.0370	4.6%	0.0061	0.8%	91%	True	False	73,066
60	0.8105	0.7407	0.0698	8.7%	0.0059	0.7%	95%	True	False	71,851
80	0.8105	0.7279	0.0826	10.2%	0.0055	0.7%	96%	True	False	54,476
100	0.8105	0.7267	0.0838	10.4%	0.0053	0.7%	96%	True	False	43,653
120	0.8105	0.7267	0.0838	10.4%	0.0051	0.6%	96%	True	False	36,392

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8524
2.618	0.8363
1.618	0.8264
1.000	0.8203
0.618	0.8166
HIGH	0.8105
0.618	0.8067
0.500	0.8056
0.382	0.8044
LOW	0.8007
0.618	0.7946
1.000	0.7908
1.618	0.7847
2.618	0.7749
4.250	0.7588

Fisher Pivots for day following 01-Sep-2017
Pivot	1 day	3 day
R1	0.8067	0.8049
PP	0.8061	0.8025
S1	0.8056	0.8002

Download as Excel Spreadsheet

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

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