CME Canadian Dollar Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-May-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-May-2016 | 17-May-2016 | Change | Change % | Previous Week |  
                        | Open | 0.7719 | 0.7758 | 0.0039 | 0.5% | 0.7736 |  
                        | High | 0.7762 | 0.7782 | 0.0020 | 0.3% | 0.7827 |  
                        | Low | 0.7715 | 0.7722 | 0.0007 | 0.1% | 0.7685 |  
                        | Close | 0.7753 | 0.7743 | -0.0010 | -0.1% | 0.7730 |  
                        | Range | 0.0047 | 0.0060 | 0.0013 | 27.7% | 0.0142 |  
                        | ATR | 0.0068 | 0.0067 | -0.0001 | -0.8% | 0.0000 |  
                        | Volume | 480 | 546 | 66 | 13.8% | 1,888 |  | 
    
| 
        
            | Daily Pivots for day following 17-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.7929 | 0.7896 | 0.7776 |  |  
                | R3 | 0.7869 | 0.7836 | 0.7760 |  |  
                | R2 | 0.7809 | 0.7809 | 0.7754 |  |  
                | R1 | 0.7776 | 0.7776 | 0.7749 | 0.7763 |  
                | PP | 0.7749 | 0.7749 | 0.7749 | 0.7742 |  
                | S1 | 0.7716 | 0.7716 | 0.7738 | 0.7703 |  
                | S2 | 0.7689 | 0.7689 | 0.7732 |  |  
                | S3 | 0.7629 | 0.7656 | 0.7727 |  |  
                | S4 | 0.7569 | 0.7596 | 0.7710 |  |  | 
        
            | Weekly Pivots for week ending 13-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.8173 | 0.8094 | 0.7808 |  |  
                | R3 | 0.8031 | 0.7952 | 0.7769 |  |  
                | R2 | 0.7889 | 0.7889 | 0.7756 |  |  
                | R1 | 0.7810 | 0.7810 | 0.7743 | 0.7779 |  
                | PP | 0.7747 | 0.7747 | 0.7747 | 0.7732 |  
                | S1 | 0.7668 | 0.7668 | 0.7717 | 0.7637 |  
                | S2 | 0.7605 | 0.7605 | 0.7704 |  |  
                | S3 | 0.7463 | 0.7526 | 0.7691 |  |  
                | S4 | 0.7321 | 0.7384 | 0.7652 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 0.7827 | 0.7715 | 0.0112 | 1.4% | 0.0060 | 0.8% | 25% | False | False | 370 |  
                | 10 | 0.7870 | 0.7685 | 0.0185 | 2.4% | 0.0063 | 0.8% | 31% | False | False | 355 |  
                | 20 | 0.8018 | 0.7685 | 0.0333 | 4.3% | 0.0063 | 0.8% | 17% | False | False | 319 |  
                | 40 | 0.8018 | 0.7529 | 0.0489 | 6.3% | 0.0067 | 0.9% | 44% | False | False | 231 |  
                | 60 | 0.8018 | 0.7222 | 0.0796 | 10.3% | 0.0066 | 0.9% | 65% | False | False | 183 |  
                | 80 | 0.8018 | 0.6993 | 0.1025 | 13.2% | 0.0066 | 0.9% | 73% | False | False | 144 |  
                | 100 | 0.8018 | 0.6842 | 0.1176 | 15.2% | 0.0059 | 0.8% | 77% | False | False | 133 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 0.8037 |  
            | 2.618 | 0.7939 |  
            | 1.618 | 0.7879 |  
            | 1.000 | 0.7842 |  
            | 0.618 | 0.7819 |  
            | HIGH | 0.7782 |  
            | 0.618 | 0.7759 |  
            | 0.500 | 0.7752 |  
            | 0.382 | 0.7745 |  
            | LOW | 0.7722 |  
            | 0.618 | 0.7685 |  
            | 1.000 | 0.7662 |  
            | 1.618 | 0.7625 |  
            | 2.618 | 0.7565 |  
            | 4.250 | 0.7467 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-May-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 0.7752 | 0.7752 |  
                                | PP | 0.7749 | 0.7749 |  
                                | S1 | 0.7746 | 0.7746 |  |