CME Canadian Dollar Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Apr-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Apr-2016 | 28-Apr-2016 | Change | Change % | Previous Week |  
                        | Open | 0.7934 | 0.7942 | 0.0008 | 0.1% | 0.7731 |  
                        | High | 0.7948 | 0.7990 | 0.0042 | 0.5% | 0.7936 |  
                        | Low | 0.7886 | 0.7933 | 0.0047 | 0.6% | 0.7705 |  
                        | Close | 0.7924 | 0.7985 | 0.0061 | 0.8% | 0.7884 |  
                        | Range | 0.0062 | 0.0057 | -0.0005 | -8.1% | 0.0231 |  
                        | ATR | 0.0070 | 0.0069 | 0.0000 | -0.4% | 0.0000 |  
                        | Volume | 204 | 142 | -62 | -30.4% | 2,399 |  | 
    
| 
        
            | Daily Pivots for day following 28-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.8140 | 0.8120 | 0.8016 |  |  
                | R3 | 0.8083 | 0.8063 | 0.8001 |  |  
                | R2 | 0.8026 | 0.8026 | 0.7995 |  |  
                | R1 | 0.8006 | 0.8006 | 0.7990 | 0.8016 |  
                | PP | 0.7969 | 0.7969 | 0.7969 | 0.7975 |  
                | S1 | 0.7949 | 0.7949 | 0.7980 | 0.7959 |  
                | S2 | 0.7912 | 0.7912 | 0.7975 |  |  
                | S3 | 0.7855 | 0.7892 | 0.7969 |  |  
                | S4 | 0.7798 | 0.7835 | 0.7954 |  |  | 
        
            | Weekly Pivots for week ending 22-Apr-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.8535 | 0.8440 | 0.8011 |  |  
                | R3 | 0.8304 | 0.8209 | 0.7948 |  |  
                | R2 | 0.8073 | 0.8073 | 0.7926 |  |  
                | R1 | 0.7978 | 0.7978 | 0.7905 | 0.8026 |  
                | PP | 0.7842 | 0.7842 | 0.7842 | 0.7865 |  
                | S1 | 0.7747 | 0.7747 | 0.7863 | 0.7795 |  
                | S2 | 0.7611 | 0.7611 | 0.7842 |  |  
                | S3 | 0.7380 | 0.7516 | 0.7820 |  |  
                | S4 | 0.7149 | 0.7285 | 0.7757 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 0.7990 | 0.7851 | 0.0139 | 1.7% | 0.0051 | 0.6% | 96% | True | False | 169 |  
                | 10 | 0.7990 | 0.7705 | 0.0285 | 3.6% | 0.0065 | 0.8% | 98% | True | False | 319 |  
                | 20 | 0.7990 | 0.7570 | 0.0420 | 5.3% | 0.0068 | 0.9% | 99% | True | False | 212 |  
                | 40 | 0.7990 | 0.7429 | 0.0561 | 7.0% | 0.0068 | 0.9% | 99% | True | False | 160 |  
                | 60 | 0.7990 | 0.7150 | 0.0840 | 10.5% | 0.0067 | 0.8% | 99% | True | False | 116 |  
                | 80 | 0.7990 | 0.6842 | 0.1148 | 14.4% | 0.0062 | 0.8% | 100% | True | False | 107 |  
                | 100 | 0.7990 | 0.6842 | 0.1148 | 14.4% | 0.0052 | 0.7% | 100% | True | False | 91 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 0.8232 |  
            | 2.618 | 0.8139 |  
            | 1.618 | 0.8082 |  
            | 1.000 | 0.8047 |  
            | 0.618 | 0.8025 |  
            | HIGH | 0.7990 |  
            | 0.618 | 0.7968 |  
            | 0.500 | 0.7962 |  
            | 0.382 | 0.7955 |  
            | LOW | 0.7933 |  
            | 0.618 | 0.7898 |  
            | 1.000 | 0.7876 |  
            | 1.618 | 0.7841 |  
            | 2.618 | 0.7784 |  
            | 4.250 | 0.7691 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Apr-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 0.7977 | 0.7969 |  
                                | PP | 0.7969 | 0.7954 |  
                                | S1 | 0.7962 | 0.7938 |  |