CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 11-May-2017

Day Change Summary
	Previous	Current
	10-May-2017	11-May-2017	Change	Change %	Previous Week
Open	0.7294	0.7321	0.0027	0.4%	0.7328
High	0.7331	0.7321	-0.0011	-0.1%	0.7338
Low	0.7286	0.7266	-0.0020	-0.3%	0.7254
Close	0.7317	0.7306	-0.0012	-0.2%	0.7312
Range	0.0046	0.0055	0.0009	19.8%	0.0084
ATR	0.0049	0.0049	0.0000	0.8%	0.0000
Volume	70,619	77,307	6,688	9.5%	365,860

Daily Pivots for day following 11-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7461	0.7438	0.7335
R3	0.7406	0.7383	0.7320
R2	0.7352	0.7352	0.7315
R1	0.7329	0.7329	0.7310	0.7313
PP	0.7297	0.7297	0.7297	0.7290
S1	0.7274	0.7274	0.7301	0.7259
S2	0.7243	0.7243	0.7296
S3	0.7188	0.7220	0.7291
S4	0.7134	0.7165	0.7276

Weekly Pivots for week ending 05-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7553	0.7516	0.7358
R3	0.7469	0.7432	0.7335
R2	0.7385	0.7385	0.7327
R1	0.7348	0.7348	0.7319	0.7325
PP	0.7301	0.7301	0.7301	0.7289
S1	0.7264	0.7264	0.7304	0.7241
S2	0.7217	0.7217	0.7296
S3	0.7133	0.7180	0.7288
S4	0.7049	0.7096	0.7265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7334	0.7254	0.0081	1.1%	0.0055	0.7%	65%	False	False	78,170
10	0.7344	0.7254	0.0091	1.2%	0.0047	0.6%	57%	False	False	73,709
20	0.7569	0.7254	0.0315	4.3%	0.0050	0.7%	17%	False	False	71,397
40	0.7569	0.7254	0.0315	4.3%	0.0046	0.6%	17%	False	False	65,206
60	0.7695	0.7254	0.0442	6.0%	0.0046	0.6%	12%	False	False	51,430
80	0.7723	0.7254	0.0469	6.4%	0.0050	0.7%	11%	False	False	38,641
100	0.7723	0.7254	0.0469	6.4%	0.0051	0.7%	11%	False	False	30,943

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7552
2.618	0.7463
1.618	0.7409
1.000	0.7375
0.618	0.7354
HIGH	0.7321
0.618	0.7300
0.500	0.7293
0.382	0.7287
LOW	0.7266
0.618	0.7232
1.000	0.7212
1.618	0.7178
2.618	0.7123
4.250	0.7034

Fisher Pivots for day following 11-May-2017
Pivot	1 day	3 day
R1	0.7301	0.7303
PP	0.7297	0.7301
S1	0.7293	0.7299

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

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