CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 23-Feb-2017

Day Change Summary
	Previous	Current
	22-Feb-2017	23-Feb-2017	Change	Change %	Previous Week
Open	0.7607	0.7600	-0.0007	-0.1%	0.7643
High	0.7629	0.7645	0.0017	0.2%	0.7688
Low	0.7560	0.7594	0.0034	0.4%	0.7619
Close	0.7600	0.7627	0.0028	0.4%	0.7633
Range	0.0069	0.0052	-0.0017	-24.8%	0.0069
ATR	0.0055	0.0055	0.0000	-0.5%	0.0000
Volume	61,178	56,986	-4,192	-6.9%	245,041

Daily Pivots for day following 23-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7776	0.7753	0.7655
R3	0.7725	0.7702	0.7641
R2	0.7673	0.7673	0.7636
R1	0.7650	0.7650	0.7632	0.7662
PP	0.7622	0.7622	0.7622	0.7628
S1	0.7599	0.7599	0.7622	0.7610
S2	0.7570	0.7570	0.7618
S3	0.7519	0.7547	0.7613
S4	0.7467	0.7496	0.7599

Weekly Pivots for week ending 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7853	0.7812	0.7670
R3	0.7784	0.7743	0.7651
R2	0.7715	0.7715	0.7645
R1	0.7674	0.7674	0.7639	0.7660
PP	0.7647	0.7647	0.7647	0.7640
S1	0.7605	0.7605	0.7626	0.7591
S2	0.7578	0.7578	0.7620
S3	0.7509	0.7536	0.7614
S4	0.7440	0.7467	0.7595

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7688	0.7560	0.0128	1.7%	0.0051	0.7%	52%	False	False	55,572
10	0.7688	0.7560	0.0128	1.7%	0.0047	0.6%	52%	False	False	53,082
20	0.7715	0.7560	0.0155	2.0%	0.0052	0.7%	43%	False	False	53,537
40	0.7715	0.7361	0.0354	4.6%	0.0059	0.8%	75%	False	False	60,124
60	0.7715	0.7361	0.0354	4.6%	0.0057	0.7%	75%	False	False	48,071
80	0.7715	0.7361	0.0354	4.6%	0.0056	0.7%	75%	False	False	36,181
100	0.7715	0.7361	0.0354	4.6%	0.0056	0.7%	75%	False	False	28,997
120	0.7803	0.7361	0.0442	5.8%	0.0057	0.7%	60%	False	False	24,188

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7864
2.618	0.7780
1.618	0.7728
1.000	0.7697
0.618	0.7677
HIGH	0.7645
0.618	0.7625
0.500	0.7619
0.382	0.7613
LOW	0.7594
0.618	0.7562
1.000	0.7542
1.618	0.7510
2.618	0.7459
4.250	0.7375

Fisher Pivots for day following 23-Feb-2017
Pivot	1 day	3 day
R1	0.7624	0.7620
PP	0.7622	0.7612
S1	0.7619	0.7605

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

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