CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 07-Jun-2016

Day Change Summary
	Previous	Current
	06-Jun-2016	07-Jun-2016	Change	Change %	Previous Week
Open	0.7733	0.7801	0.0068	0.9%	0.7660
High	0.7811	0.7854	0.0043	0.6%	0.7744
Low	0.7703	0.7790	0.0087	1.1%	0.7609
Close	0.7806	0.7835	0.0029	0.4%	0.7738
Range	0.0108	0.0064	-0.0044	-40.7%	0.0135
ATR	0.0071	0.0070	0.0000	-0.7%	0.0000
Volume	13,302	22,692	9,390	70.6%	13,131

Daily Pivots for day following 07-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8018	0.7991	0.7870
R3	0.7954	0.7927	0.7853
R2	0.7890	0.7890	0.7847
R1	0.7863	0.7863	0.7841	0.7877
PP	0.7826	0.7826	0.7826	0.7833
S1	0.7799	0.7799	0.7829	0.7813
S2	0.7762	0.7762	0.7823
S3	0.7698	0.7735	0.7817
S4	0.7634	0.7671	0.7800

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	0.7854	0.7609	0.0245	3.1%	0.0075	1.0%	92%	True	False	9,077
10	0.7854	0.7587	0.0267	3.4%	0.0069	0.9%	93%	True	False	5,499
20	0.7854	0.7587	0.0267	3.4%	0.0064	0.8%	93%	True	False	2,992
40	0.8018	0.7587	0.0431	5.5%	0.0066	0.8%	58%	False	False	1,631
60	0.8018	0.7465	0.0553	7.1%	0.0067	0.9%	67%	False	False	1,125
80	0.8018	0.7174	0.0844	10.8%	0.0066	0.8%	78%	False	False	856
100	0.8018	0.6842	0.1176	15.0%	0.0065	0.8%	84%	False	False	695
120	0.8018	0.6842	0.1176	15.0%	0.0058	0.7%	84%	False	False	590

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8126
2.618	0.8022
1.618	0.7958
1.000	0.7918
0.618	0.7894
HIGH	0.7854
0.618	0.7830
0.500	0.7822
0.382	0.7814
LOW	0.7790
0.618	0.7750
1.000	0.7726
1.618	0.7686
2.618	0.7622
4.250	0.7518

Fisher Pivots for day following 07-Jun-2016
Pivot	1 day	3 day
R1	0.7831	0.7804
PP	0.7826	0.7774
S1	0.7822	0.7743

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

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