CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 24-May-2016

Day Change Summary
	Previous	Current
	23-May-2016	24-May-2016	Change	Change %	Previous Week
Open	0.7622	0.7610	-0.0012	-0.2%	0.7719
High	0.7634	0.7641	0.0007	0.1%	0.7782
Low	0.7594	0.7587	-0.0007	-0.1%	0.7600
Close	0.7614	0.7610	-0.0004	-0.1%	0.7613
Range	0.0040	0.0054	0.0014	35.0%	0.0182
ATR	0.0067	0.0066	-0.0001	-1.4%	0.0000
Volume	199	1,795	1,596	802.0%	3,256

Daily Pivots for day following 24-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7775	0.7746	0.7640
R3	0.7721	0.7692	0.7625
R2	0.7667	0.7667	0.7620
R1	0.7638	0.7638	0.7615	0.7637
PP	0.7613	0.7613	0.7613	0.7612
S1	0.7584	0.7584	0.7605	0.7583
S2	0.7559	0.7559	0.7600
S3	0.7505	0.7530	0.7595
S4	0.7451	0.7476	0.7580

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8211	0.8094	0.7713
R3	0.8029	0.7912	0.7663
R2	0.7847	0.7847	0.7646
R1	0.7730	0.7730	0.7630	0.7698
PP	0.7665	0.7665	0.7665	0.7649
S1	0.7548	0.7548	0.7596	0.7516
S2	0.7483	0.7483	0.7580
S3	0.7301	0.7366	0.7563
S4	0.7119	0.7184	0.7513

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7754	0.7587	0.0167	2.2%	0.0061	0.8%	14%	False	True	844
10	0.7827	0.7587	0.0240	3.2%	0.0060	0.8%	10%	False	True	607
20	0.8018	0.7587	0.0431	5.7%	0.0065	0.9%	5%	False	True	445
40	0.8018	0.7570	0.0448	5.9%	0.0067	0.9%	9%	False	False	327
60	0.8018	0.7396	0.0622	8.2%	0.0067	0.9%	34%	False	False	251
80	0.8018	0.7112	0.0906	11.9%	0.0066	0.9%	55%	False	False	194
100	0.8018	0.6842	0.1176	15.5%	0.0062	0.8%	65%	False	False	175
120	0.8018	0.6842	0.1176	15.5%	0.0054	0.7%	65%	False	False	147

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7871
2.618	0.7782
1.618	0.7728
1.000	0.7695
0.618	0.7674
HIGH	0.7641
0.618	0.7620
0.500	0.7614
0.382	0.7608
LOW	0.7587
0.618	0.7554
1.000	0.7533
1.618	0.7500
2.618	0.7446
4.250	0.7358

Fisher Pivots for day following 24-May-2016
Pivot	1 day	3 day
R1	0.7614	0.7618
PP	0.7613	0.7615
S1	0.7611	0.7613

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

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