CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 15-Sep-2017

Day Change Summary
	Previous	Current
	14-Sep-2017	15-Sep-2017	Change	Change %	Previous Week
Open	0.8215	0.8213	-0.0002	0.0%	0.8231
High	0.8226	0.8255	0.0029	0.3%	0.8277
Low	0.8171	0.8184	0.0013	0.2%	0.8171
Close	0.8204	0.8211	0.0006	0.1%	0.8211
Range	0.0056	0.0071	0.0016	27.9%	0.0107
ATR	0.0070	0.0070	0.0000	0.1%	0.0000
Volume	133,769	57,799	-75,970	-56.8%	452,803

Daily Pivots for day following 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8429	0.8391	0.8250
R3	0.8358	0.8320	0.8230
R2	0.8287	0.8287	0.8224
R1	0.8249	0.8249	0.8217	0.8233
PP	0.8216	0.8216	0.8216	0.8208
S1	0.8178	0.8178	0.8204	0.8161
S2	0.8145	0.8145	0.8197
S3	0.8074	0.8107	0.8191
S4	0.8003	0.8036	0.8171

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8539	0.8481	0.8269
R3	0.8432	0.8375	0.8240
R2	0.8326	0.8326	0.8230
R1	0.8268	0.8268	0.8220	0.8244
PP	0.8219	0.8219	0.8219	0.8207
S1	0.8162	0.8162	0.8201	0.8137
S2	0.8113	0.8113	0.8191
S3	0.8006	0.8055	0.8181
S4	0.7900	0.7949	0.8152

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8277	0.8171	0.0107	1.3%	0.0062	0.8%	38%	False	False	90,560
10	0.8291	0.8007	0.0284	3.5%	0.0082	1.0%	72%	False	False	99,169
20	0.8291	0.7883	0.0409	5.0%	0.0071	0.9%	80%	False	False	81,028
40	0.8291	0.7829	0.0462	5.6%	0.0065	0.8%	83%	False	False	77,233
60	0.8291	0.7509	0.0782	9.5%	0.0063	0.8%	90%	False	False	77,822
80	0.8291	0.7396	0.0895	10.9%	0.0059	0.7%	91%	False	False	65,401
100	0.8291	0.7267	0.1024	12.5%	0.0056	0.7%	92%	False	False	52,414
120	0.8291	0.7267	0.1024	12.5%	0.0054	0.7%	92%	False	False	43,714

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8556
2.618	0.8440
1.618	0.8369
1.000	0.8326
0.618	0.8298
HIGH	0.8255
0.618	0.8227
0.500	0.8219
0.382	0.8211
LOW	0.8184
0.618	0.8140
1.000	0.8112
1.618	0.8069
2.618	0.7998
4.250	0.7882

Fisher Pivots for day following 15-Sep-2017
Pivot	1 day	3 day
R1	0.8219	0.8213
PP	0.8216	0.8212
S1	0.8213	0.8211

Download as Excel Spreadsheet

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

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