CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 13-Mar-2017

Day Change Summary
	Previous	Current
	10-Mar-2017	13-Mar-2017	Change	Change %	Previous Week
Open	0.7400	0.7430	0.0030	0.4%	0.7476
High	0.7452	0.7445	-0.0007	-0.1%	0.7478
Low	0.7399	0.7421	0.0022	0.3%	0.7388
Close	0.7426	0.7439	0.0014	0.2%	0.7426
Range	0.0053	0.0024	-0.0028	-53.3%	0.0090
ATR	0.0050	0.0048	-0.0002	-3.6%	0.0000
Volume	31,719	6,596	-25,123	-79.2%	341,591

Daily Pivots for day following 13-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7508	0.7498	0.7452
R3	0.7484	0.7474	0.7446
R2	0.7459	0.7459	0.7443
R1	0.7449	0.7449	0.7441	0.7454
PP	0.7435	0.7435	0.7435	0.7437
S1	0.7425	0.7425	0.7437	0.7430
S2	0.7410	0.7410	0.7435
S3	0.7386	0.7400	0.7432
S4	0.7361	0.7376	0.7426

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7701	0.7653	0.7475
R3	0.7611	0.7563	0.7450
R2	0.7521	0.7521	0.7442
R1	0.7473	0.7473	0.7434	0.7452
PP	0.7431	0.7431	0.7431	0.7420
S1	0.7383	0.7383	0.7417	0.7362
S2	0.7340	0.7340	0.7409
S3	0.7250	0.7293	0.7401
S4	0.7160	0.7203	0.7376

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7472	0.7388	0.0084	1.1%	0.0039	0.5%	61%	False	False	58,842
10	0.7597	0.7388	0.0209	2.8%	0.0043	0.6%	24%	False	False	68,034
20	0.7688	0.7388	0.0300	4.0%	0.0045	0.6%	17%	False	False	61,350
40	0.7715	0.7388	0.0327	4.4%	0.0055	0.7%	16%	False	False	63,071
60	0.7715	0.7361	0.0354	4.8%	0.0056	0.8%	22%	False	False	60,309
80	0.7715	0.7361	0.0354	4.8%	0.0055	0.7%	22%	False	False	46,169
100	0.7715	0.7361	0.0354	4.8%	0.0054	0.7%	22%	False	False	37,028
120	0.7715	0.7361	0.0354	4.8%	0.0055	0.7%	22%	False	False	30,885

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	0.7549
2.618	0.7509
1.618	0.7485
1.000	0.7469
0.618	0.7460
HIGH	0.7445
0.618	0.7436
0.500	0.7433
0.382	0.7430
LOW	0.7421
0.618	0.7405
1.000	0.7396
1.618	0.7381
2.618	0.7356
4.250	0.7316

Fisher Pivots for day following 13-Mar-2017
Pivot	1 day	3 day
R1	0.7437	0.7433
PP	0.7435	0.7426
S1	0.7433	0.7420

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

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