CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 12-Sep-2017

Day Change Summary
	Previous	Current
	11-Sep-2017	12-Sep-2017	Change	Change %	Previous Week
Open	0.8231	0.8257	0.0026	0.3%	0.8065
High	0.8267	0.8277	0.0011	0.1%	0.8291
Low	0.8217	0.8204	-0.0013	-0.2%	0.8049
Close	0.8257	0.8212	-0.0045	-0.5%	0.8235
Range	0.0050	0.0073	0.0023	46.0%	0.0243
ATR	0.0072	0.0072	0.0000	0.1%	0.0000
Volume	65,231	86,672	21,441	32.9%	426,428

Daily Pivots for day following 12-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8450	0.8404	0.8252
R3	0.8377	0.8331	0.8232
R2	0.8304	0.8304	0.8225
R1	0.8258	0.8258	0.8219	0.8245
PP	0.8231	0.8231	0.8231	0.8224
S1	0.8185	0.8185	0.8205	0.8172
S2	0.8158	0.8158	0.8199
S3	0.8085	0.8112	0.8192
S4	0.8012	0.8039	0.8172

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	0.8056	0.0235	2.9%	0.0094	1.1%	66%	False	False	98,163
10	0.8291	0.7899	0.0393	4.8%	0.0091	1.1%	80%	False	False	94,162
20	0.8291	0.7829	0.0462	5.6%	0.0072	0.9%	83%	False	False	76,099
40	0.8291	0.7829	0.0462	5.6%	0.0065	0.8%	83%	False	False	75,216
60	0.8291	0.7504	0.0787	9.6%	0.0062	0.8%	90%	False	False	76,095
80	0.8291	0.7363	0.0928	11.3%	0.0058	0.7%	91%	False	False	61,663
100	0.8291	0.7267	0.1024	12.5%	0.0056	0.7%	92%	False	False	49,418
120	0.8291	0.7267	0.1024	12.5%	0.0053	0.6%	92%	False	False	41,208

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8587
2.618	0.8468
1.618	0.8395
1.000	0.8350
0.618	0.8322
HIGH	0.8277
0.618	0.8249
0.500	0.8241
0.382	0.8232
LOW	0.8204
0.618	0.8159
1.000	0.8131
1.618	0.8086
2.618	0.8013
4.250	0.7894

Fisher Pivots for day following 12-Sep-2017
Pivot	1 day	3 day
R1	0.8241	0.8248
PP	0.8231	0.8236
S1	0.8222	0.8224

Download as Excel Spreadsheet

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

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