CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 07-Jun-2017

Day Change Summary
	Previous	Current
	06-Jun-2017	07-Jun-2017	Change	Change %	Previous Week
Open	0.7425	0.7434	0.0009	0.1%	0.7435
High	0.7444	0.7450	0.0006	0.1%	0.7450
Low	0.7417	0.7395	-0.0022	-0.3%	0.7383
Close	0.7433	0.7398	-0.0035	-0.5%	0.7413
Range	0.0027	0.0055	0.0028	103.7%	0.0067
ATR	0.0044	0.0045	0.0001	1.8%	0.0000
Volume	61,905	64,308	2,403	3.9%	256,684

Daily Pivots for day following 07-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7579	0.7543	0.7428
R3	0.7524	0.7488	0.7413
R2	0.7469	0.7469	0.7408
R1	0.7433	0.7433	0.7403	0.7424
PP	0.7414	0.7414	0.7414	0.7409
S1	0.7378	0.7378	0.7392	0.7368
S2	0.7359	0.7359	0.7387
S3	0.7304	0.7323	0.7382
S4	0.7249	0.7268	0.7367

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7615	0.7580	0.7449
R3	0.7548	0.7514	0.7431
R2	0.7482	0.7482	0.7425
R1	0.7447	0.7447	0.7419	0.7431
PP	0.7415	0.7415	0.7415	0.7407
S1	0.7380	0.7380	0.7406	0.7364
S2	0.7348	0.7348	0.7400
S3	0.7282	0.7314	0.7394
S4	0.7215	0.7247	0.7376

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7450	0.7383	0.0067	0.9%	0.0036	0.5%	22%	True	False	59,889
10	0.7472	0.7383	0.0089	1.2%	0.0044	0.6%	16%	False	False	62,942
20	0.7472	0.7266	0.0206	2.8%	0.0045	0.6%	64%	False	False	65,910
40	0.7569	0.7254	0.0315	4.3%	0.0047	0.6%	46%	False	False	68,850
60	0.7569	0.7254	0.0315	4.3%	0.0046	0.6%	46%	False	False	65,550
80	0.7695	0.7254	0.0442	6.0%	0.0046	0.6%	33%	False	False	53,209
100	0.7723	0.7254	0.0469	6.3%	0.0049	0.7%	31%	False	False	42,619
120	0.7723	0.7254	0.0469	6.3%	0.0050	0.7%	31%	False	False	35,540

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7683
2.618	0.7593
1.618	0.7538
1.000	0.7505
0.618	0.7483
HIGH	0.7450
0.618	0.7428
0.500	0.7422
0.382	0.7416
LOW	0.7395
0.618	0.7361
1.000	0.7339
1.618	0.7306
2.618	0.7251
4.250	0.7161

Fisher Pivots for day following 07-Jun-2017
Pivot	1 day	3 day
R1	0.7422	0.7422
PP	0.7414	0.7414
S1	0.7406	0.7406

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

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