CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 08-Jun-2017

Day Change Summary
	Previous	Current
	07-Jun-2017	08-Jun-2017	Change	Change %	Previous Week
Open	0.7434	0.7406	-0.0028	-0.4%	0.7435
High	0.7450	0.7418	-0.0032	-0.4%	0.7450
Low	0.7395	0.7397	0.0003	0.0%	0.7383
Close	0.7398	0.7408	0.0010	0.1%	0.7413
Range	0.0055	0.0021	-0.0035	-62.7%	0.0067
ATR	0.0045	0.0043	-0.0002	-3.9%	0.0000
Volume	64,308	55,193	-9,115	-14.2%	256,684

Daily Pivots for day following 08-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7469	0.7459	0.7419
R3	0.7448	0.7438	0.7413
R2	0.7428	0.7428	0.7411
R1	0.7418	0.7418	0.7409	0.7423
PP	0.7407	0.7407	0.7407	0.7410
S1	0.7397	0.7397	0.7406	0.7402
S2	0.7387	0.7387	0.7404
S3	0.7366	0.7377	0.7402
S4	0.7346	0.7356	0.7396

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%	0.0034	0.5%	37%	False	False	57,882
10	0.7472	0.7383	0.0089	1.2%	0.0039	0.5%	28%	False	False	60,636
20	0.7472	0.7266	0.0206	2.8%	0.0044	0.6%	69%	False	False	65,138
40	0.7569	0.7254	0.0315	4.3%	0.0047	0.6%	49%	False	False	68,978
60	0.7569	0.7254	0.0315	4.3%	0.0046	0.6%	49%	False	False	65,482
80	0.7695	0.7254	0.0442	6.0%	0.0046	0.6%	35%	False	False	53,897
100	0.7723	0.7254	0.0469	6.3%	0.0049	0.7%	33%	False	False	43,170
120	0.7723	0.7254	0.0469	6.3%	0.0050	0.7%	33%	False	False	35,999

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 121 trading days

Fibonacci Retracements and Extensions
4.250	0.7505
2.618	0.7471
1.618	0.7451
1.000	0.7438
0.618	0.7430
HIGH	0.7418
0.618	0.7410
0.500	0.7407
0.382	0.7405
LOW	0.7397
0.618	0.7384
1.000	0.7376
1.618	0.7364
2.618	0.7343
4.250	0.7310

Fisher Pivots for day following 08-Jun-2017
Pivot	1 day	3 day
R1	0.7407	0.7422
PP	0.7407	0.7417
S1	0.7407	0.7412

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

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