CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 03-Jun-2016

Day Change Summary
	Previous	Current
	02-Jun-2016	03-Jun-2016	Change	Change %	Previous Week
Open	0.7646	0.7635	-0.0011	-0.1%	0.7660
High	0.7659	0.7744	0.0085	1.1%	0.7744
Low	0.7609	0.7632	0.0023	0.3%	0.7609
Close	0.7627	0.7738	0.0111	1.5%	0.7738
Range	0.0050	0.0112	0.0062	124.0%	0.0135
ATR	0.0064	0.0068	0.0004	5.9%	0.0000
Volume	2,154	6,087	3,933	182.6%	13,131

Daily Pivots for day following 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8041	0.8001	0.7800
R3	0.7929	0.7889	0.7769
R2	0.7817	0.7817	0.7759
R1	0.7777	0.7777	0.7748	0.7797
PP	0.7705	0.7705	0.7705	0.7715
S1	0.7665	0.7665	0.7728	0.7685
S2	0.7593	0.7593	0.7717
S3	0.7481	0.7553	0.7707
S4	0.7369	0.7441	0.7676

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8102	0.8055	0.7812
R3	0.7967	0.7920	0.7775
R2	0.7832	0.7832	0.7763
R1	0.7785	0.7785	0.7750	0.7809
PP	0.7697	0.7697	0.7697	0.7709
S1	0.7650	0.7650	0.7726	0.7674
S2	0.7562	0.7562	0.7713
S3	0.7427	0.7515	0.7701
S4	0.7292	0.7380	0.7664

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	1.7%	0.0065	0.8%	96%	True	False	2,738
10	0.7744	0.7587	0.0157	2.0%	0.0060	0.8%	96%	True	False	1,982
20	0.7827	0.7587	0.0240	3.1%	0.0062	0.8%	63%	False	False	1,224
40	0.8018	0.7587	0.0431	5.6%	0.0066	0.9%	35%	False	False	736
60	0.8018	0.7465	0.0553	7.1%	0.0067	0.9%	49%	False	False	528
80	0.8018	0.7150	0.0868	11.2%	0.0066	0.8%	68%	False	False	407
100	0.8018	0.6842	0.1176	15.2%	0.0065	0.8%	76%	False	False	336
120	0.8018	0.6842	0.1176	15.2%	0.0057	0.7%	76%	False	False	290

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 22 trading days

Fibonacci Retracements and Extensions
4.250	0.8220
2.618	0.8037
1.618	0.7925
1.000	0.7856
0.618	0.7813
HIGH	0.7744
0.618	0.7701
0.500	0.7688
0.382	0.7675
LOW	0.7632
0.618	0.7563
1.000	0.7520
1.618	0.7451
2.618	0.7339
4.250	0.7156

Fisher Pivots for day following 03-Jun-2016
Pivot	1 day	3 day
R1	0.7721	0.7718
PP	0.7705	0.7697
S1	0.7688	0.7677

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

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