CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 11-Sep-2017

Day Change Summary
	Previous	Current
	08-Sep-2017	11-Sep-2017	Change	Change %	Previous Week
Open	0.8244	0.8231	-0.0013	-0.2%	0.8065
High	0.8291	0.8267	-0.0024	-0.3%	0.8291
Low	0.8221	0.8217	-0.0004	0.0%	0.8049
Close	0.8235	0.8257	0.0022	0.3%	0.8235
Range	0.0071	0.0050	-0.0021	-29.1%	0.0243
ATR	0.0074	0.0072	-0.0002	-2.3%	0.0000
Volume	103,688	65,231	-38,457	-37.1%	426,428

Daily Pivots for day following 11-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8397	0.8377	0.8285
R3	0.8347	0.8327	0.8271
R2	0.8297	0.8297	0.8266
R1	0.8277	0.8277	0.8262	0.8287
PP	0.8247	0.8247	0.8247	0.8252
S1	0.8227	0.8227	0.8252	0.8237
S2	0.8197	0.8197	0.8248
S3	0.8147	0.8177	0.8243
S4	0.8097	0.8127	0.8230

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8919	0.8820	0.8368
R3	0.8677	0.8577	0.8302
R2	0.8434	0.8434	0.8279
R1	0.8335	0.8335	0.8257	0.8384
PP	0.8192	0.8192	0.8192	0.8216
S1	0.8092	0.8092	0.8213	0.8142
S2	0.7949	0.7949	0.8191
S3	0.7707	0.7850	0.8168
S4	0.7464	0.7607	0.8102

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8291	0.8049	0.0243	2.9%	0.0092	1.1%	86%	False	False	98,331
10	0.8291	0.7899	0.0393	4.8%	0.0088	1.1%	91%	False	False	90,076
20	0.8291	0.7829	0.0462	5.6%	0.0070	0.8%	93%	False	False	73,997
40	0.8291	0.7829	0.0462	5.6%	0.0064	0.8%	93%	False	False	74,642
60	0.8291	0.7504	0.0787	9.5%	0.0061	0.7%	96%	False	False	75,897
80	0.8291	0.7332	0.0959	11.6%	0.0057	0.7%	96%	False	False	60,586
100	0.8291	0.7267	0.1024	12.4%	0.0055	0.7%	97%	False	False	48,555
120	0.8291	0.7267	0.1024	12.4%	0.0053	0.6%	97%	False	False	40,486

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8479
2.618	0.8397
1.618	0.8347
1.000	0.8317
0.618	0.8297
HIGH	0.8267
0.618	0.8247
0.500	0.8242
0.382	0.8236
LOW	0.8217
0.618	0.8186
1.000	0.8167
1.618	0.8136
2.618	0.8086
4.250	0.8004

Fisher Pivots for day following 11-Sep-2017
Pivot	1 day	3 day
R1	0.8252	0.8248
PP	0.8247	0.8239
S1	0.8242	0.8231

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

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