CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 02-Jun-2016

Day Change Summary
	Previous	Current
	01-Jun-2016	02-Jun-2016	Change	Change %	Previous Week
Open	0.7646	0.7646	0.0000	0.0%	0.7622
High	0.7665	0.7659	-0.0006	-0.1%	0.7744
Low	0.7623	0.7609	-0.0014	-0.2%	0.7587
Close	0.7649	0.7627	-0.0022	-0.3%	0.7689
Range	0.0042	0.0050	0.0008	19.0%	0.0157
ATR	0.0065	0.0064	-0.0001	-1.7%	0.0000
Volume	1,151	2,154	1,003	87.1%	6,064

Daily Pivots for day following 02-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7782	0.7754	0.7655
R3	0.7732	0.7704	0.7641
R2	0.7682	0.7682	0.7636
R1	0.7654	0.7654	0.7632	0.7643
PP	0.7632	0.7632	0.7632	0.7626
S1	0.7604	0.7604	0.7622	0.7593
S2	0.7582	0.7582	0.7618
S3	0.7532	0.7554	0.7613
S4	0.7482	0.7504	0.7600

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8144	0.8074	0.7775
R3	0.7987	0.7917	0.7732
R2	0.7830	0.7830	0.7718
R1	0.7760	0.7760	0.7703	0.7795
PP	0.7673	0.7673	0.7673	0.7691
S1	0.7603	0.7603	0.7675	0.7638
S2	0.7516	0.7516	0.7660
S3	0.7359	0.7446	0.7646
S4	0.7202	0.7289	0.7603

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7744	0.7609	0.0135	1.8%	0.0057	0.7%	13%	False	True	2,094
10	0.7744	0.7587	0.0157	2.1%	0.0057	0.8%	25%	False	False	1,447
20	0.7827	0.7587	0.0240	3.1%	0.0059	0.8%	17%	False	False	931
40	0.8018	0.7587	0.0431	5.7%	0.0066	0.9%	9%	False	False	585
60	0.8018	0.7450	0.0568	7.4%	0.0067	0.9%	31%	False	False	430
80	0.8018	0.7150	0.0868	11.4%	0.0065	0.9%	55%	False	False	331
100	0.8018	0.6842	0.1176	15.4%	0.0064	0.8%	67%	False	False	277
120	0.8018	0.6842	0.1176	15.4%	0.0056	0.7%	67%	False	False	239

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7872
2.618	0.7790
1.618	0.7740
1.000	0.7709
0.618	0.7690
HIGH	0.7659
0.618	0.7640
0.500	0.7634
0.382	0.7628
LOW	0.7609
0.618	0.7578
1.000	0.7559
1.618	0.7528
2.618	0.7478
4.250	0.7397

Fisher Pivots for day following 02-Jun-2016
Pivot	1 day	3 day
R1	0.7634	0.7645
PP	0.7632	0.7639
S1	0.7629	0.7633

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

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