CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 08-Jun-2016

Day Change Summary
	Previous	Current
	07-Jun-2016	08-Jun-2016	Change	Change %	Previous Week
Open	0.7801	0.7843	0.0042	0.5%	0.7660
High	0.7854	0.7902	0.0048	0.6%	0.7744
Low	0.7790	0.7837	0.0047	0.6%	0.7609
Close	0.7835	0.7875	0.0040	0.5%	0.7738
Range	0.0064	0.0065	0.0001	1.6%	0.0135
ATR	0.0070	0.0070	0.0000	-0.3%	0.0000
Volume	22,692	38,661	15,969	70.4%	13,131

Daily Pivots for day following 08-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8066	0.8036	0.7911
R3	0.8001	0.7971	0.7893
R2	0.7936	0.7936	0.7887
R1	0.7906	0.7906	0.7881	0.7921
PP	0.7871	0.7871	0.7871	0.7879
S1	0.7841	0.7841	0.7869	0.7856
S2	0.7806	0.7806	0.7863
S3	0.7741	0.7776	0.7857
S4	0.7676	0.7711	0.7839

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	0.7902	0.7609	0.0293	3.7%	0.0080	1.0%	91%	True	False	16,579
10	0.7902	0.7609	0.0293	3.7%	0.0070	0.9%	91%	True	False	9,185
20	0.7902	0.7587	0.0315	4.0%	0.0065	0.8%	91%	True	False	4,896
40	0.8018	0.7587	0.0431	5.5%	0.0066	0.8%	67%	False	False	2,596
60	0.8018	0.7465	0.0553	7.0%	0.0068	0.9%	74%	False	False	1,768
80	0.8018	0.7200	0.0818	10.4%	0.0066	0.8%	83%	False	False	1,339
100	0.8018	0.6842	0.1176	14.9%	0.0066	0.8%	88%	False	False	1,081
120	0.8018	0.6842	0.1176	14.9%	0.0058	0.7%	88%	False	False	912

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	0.8178
2.618	0.8072
1.618	0.8007
1.000	0.7967
0.618	0.7942
HIGH	0.7902
0.618	0.7877
0.500	0.7870
0.382	0.7862
LOW	0.7837
0.618	0.7797
1.000	0.7772
1.618	0.7732
2.618	0.7667
4.250	0.7561

Fisher Pivots for day following 08-Jun-2016
Pivot	1 day	3 day
R1	0.7873	0.7851
PP	0.7871	0.7827
S1	0.7870	0.7803

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

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