CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 25-May-2016

Day Change Summary
	Previous	Current
	24-May-2016	25-May-2016	Change	Change %	Previous Week
Open	0.7610	0.7620	0.0010	0.1%	0.7719
High	0.7641	0.7684	0.0043	0.6%	0.7782
Low	0.7587	0.7619	0.0032	0.4%	0.7600
Close	0.7610	0.7675	0.0065	0.9%	0.7613
Range	0.0054	0.0065	0.0011	20.4%	0.0182
ATR	0.0066	0.0066	0.0001	0.9%	0.0000
Volume	1,795	640	-1,155	-64.3%	3,256

Daily Pivots for day following 25-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7854	0.7830	0.7711
R3	0.7789	0.7765	0.7693
R2	0.7724	0.7724	0.7687
R1	0.7700	0.7700	0.7681	0.7712
PP	0.7659	0.7659	0.7659	0.7666
S1	0.7635	0.7635	0.7669	0.7647
S2	0.7594	0.7594	0.7663
S3	0.7529	0.7570	0.7657
S4	0.7464	0.7505	0.7639

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	0.7685	0.7587	0.0098	1.3%	0.0058	0.8%	90%	False	False	799
10	0.7827	0.7587	0.0240	3.1%	0.0061	0.8%	37%	False	False	640
20	0.8018	0.7587	0.0431	5.6%	0.0065	0.8%	20%	False	False	467
40	0.8018	0.7570	0.0448	5.8%	0.0067	0.9%	23%	False	False	339
60	0.8018	0.7417	0.0601	7.8%	0.0067	0.9%	43%	False	False	261
80	0.8018	0.7112	0.0906	11.8%	0.0066	0.9%	62%	False	False	202
100	0.8018	0.6842	0.1176	15.3%	0.0062	0.8%	71%	False	False	181
120	0.8018	0.6842	0.1176	15.3%	0.0054	0.7%	71%	False	False	153

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7960
2.618	0.7854
1.618	0.7789
1.000	0.7749
0.618	0.7724
HIGH	0.7684
0.618	0.7659
0.500	0.7652
0.382	0.7644
LOW	0.7619
0.618	0.7579
1.000	0.7554
1.618	0.7514
2.618	0.7449
4.250	0.7343

Fisher Pivots for day following 25-May-2016
Pivot	1 day	3 day
R1	0.7667	0.7662
PP	0.7659	0.7649
S1	0.7652	0.7636

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

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