CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 06-Jun-2016

Day Change Summary
	Previous	Current
	03-Jun-2016	06-Jun-2016	Change	Change %	Previous Week
Open	0.7635	0.7733	0.0098	1.3%	0.7660
High	0.7744	0.7811	0.0067	0.9%	0.7744
Low	0.7632	0.7703	0.0071	0.9%	0.7609
Close	0.7738	0.7806	0.0068	0.9%	0.7738
Range	0.0112	0.0108	-0.0004	-3.6%	0.0135
ATR	0.0068	0.0071	0.0003	4.2%	0.0000
Volume	6,087	13,302	7,215	118.5%	13,131

Daily Pivots for day following 06-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8097	0.8060	0.7865
R3	0.7989	0.7952	0.7836
R2	0.7881	0.7881	0.7826
R1	0.7844	0.7844	0.7816	0.7863
PP	0.7773	0.7773	0.7773	0.7783
S1	0.7736	0.7736	0.7796	0.7755
S2	0.7665	0.7665	0.7786
S3	0.7557	0.7628	0.7776
S4	0.7449	0.7520	0.7747

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8102	0.8055	0.7812
R3	0.7967	0.7920	0.7775
R2	0.7832	0.7832	0.7763
R1	0.7785	0.7785	0.7750	0.7809
PP	0.7697	0.7697	0.7697	0.7709
S1	0.7650	0.7650	0.7726	0.7674
S2	0.7562	0.7562	0.7713
S3	0.7427	0.7515	0.7701
S4	0.7292	0.7380	0.7664

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7811	0.7609	0.0202	2.6%	0.0076	1.0%	98%	True	False	5,286
10	0.7811	0.7587	0.0224	2.9%	0.0067	0.9%	98%	True	False	3,249
20	0.7827	0.7587	0.0240	3.1%	0.0064	0.8%	91%	False	False	1,882
40	0.8018	0.7587	0.0431	5.5%	0.0066	0.8%	51%	False	False	1,066
60	0.8018	0.7465	0.0553	7.1%	0.0068	0.9%	62%	False	False	749
80	0.8018	0.7150	0.0868	11.1%	0.0066	0.8%	76%	False	False	573
100	0.8018	0.6842	0.1176	15.1%	0.0065	0.8%	82%	False	False	468
120	0.8018	0.6842	0.1176	15.1%	0.0057	0.7%	82%	False	False	401

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8270
2.618	0.8094
1.618	0.7986
1.000	0.7919
0.618	0.7878
HIGH	0.7811
0.618	0.7770
0.500	0.7757
0.382	0.7744
LOW	0.7703
0.618	0.7636
1.000	0.7595
1.618	0.7528
2.618	0.7420
4.250	0.7244

Fisher Pivots for day following 06-Jun-2016
Pivot	1 day	3 day
R1	0.7790	0.7774
PP	0.7773	0.7742
S1	0.7757	0.7710

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

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