CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 07-Sep-2017

Day Change Summary
	Previous	Current
	06-Sep-2017	07-Sep-2017	Change	Change %	Previous Week
Open	0.8083	0.8175	0.0092	1.1%	0.8020
High	0.8246	0.8258	0.0013	0.2%	0.8105
Low	0.8056	0.8170	0.0114	1.4%	0.7899
Close	0.8177	0.8233	0.0056	0.7%	0.8073
Range	0.0190	0.0088	-0.0102	-53.6%	0.0207
ATR	0.0073	0.0074	0.0001	1.5%	0.0000
Volume	129,312	105,914	-23,398	-18.1%	409,106

Daily Pivots for day following 07-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8484	0.8447	0.8281
R3	0.8396	0.8359	0.8257
R2	0.8308	0.8308	0.8249
R1	0.8271	0.8271	0.8241	0.8290
PP	0.8220	0.8220	0.8220	0.8230
S1	0.8183	0.8183	0.8225	0.8202
S2	0.8132	0.8132	0.8217
S3	0.8044	0.8095	0.8209
S4	0.7956	0.8007	0.8185

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	0.8258	0.7899	0.0360	4.4%	0.0111	1.3%	93%	True	False	109,520
10	0.8258	0.7899	0.0360	4.4%	0.0084	1.0%	93%	True	False	83,620
20	0.8258	0.7829	0.0429	5.2%	0.0069	0.8%	94%	True	False	72,671
40	0.8258	0.7829	0.0429	5.2%	0.0063	0.8%	94%	True	False	74,353
60	0.8258	0.7504	0.0754	9.2%	0.0061	0.7%	97%	True	False	75,821
80	0.8258	0.7332	0.0926	11.3%	0.0057	0.7%	97%	True	False	58,489
100	0.8258	0.7267	0.0991	12.0%	0.0055	0.7%	97%	True	False	46,871
120	0.8258	0.7267	0.0991	12.0%	0.0053	0.6%	97%	True	False	39,079

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	0.8632
2.618	0.8488
1.618	0.8400
1.000	0.8346
0.618	0.8312
HIGH	0.8258
0.618	0.8224
0.500	0.8214
0.382	0.8204
LOW	0.8170
0.618	0.8116
1.000	0.8082
1.618	0.8028
2.618	0.7940
4.250	0.7796

Fisher Pivots for day following 07-Sep-2017
Pivot	1 day	3 day
R1	0.8227	0.8206
PP	0.8220	0.8180
S1	0.8214	0.8153

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

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