CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 09-Jun-2016

Day Change Summary
	Previous	Current
	08-Jun-2016	09-Jun-2016	Change	Change %	Previous Week
Open	0.7843	0.7880	0.0037	0.5%	0.7660
High	0.7902	0.7893	-0.0009	-0.1%	0.7744
Low	0.7837	0.7834	-0.0003	0.0%	0.7609
Close	0.7875	0.7869	-0.0006	-0.1%	0.7738
Range	0.0065	0.0059	-0.0006	-9.2%	0.0135
ATR	0.0070	0.0069	-0.0001	-1.1%	0.0000
Volume	38,661	58,586	19,925	51.5%	13,131

Daily Pivots for day following 09-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8042	0.8015	0.7901
R3	0.7983	0.7956	0.7885
R2	0.7924	0.7924	0.7880
R1	0.7897	0.7897	0.7874	0.7881
PP	0.7865	0.7865	0.7865	0.7858
S1	0.7838	0.7838	0.7864	0.7822
S2	0.7806	0.7806	0.7858
S3	0.7747	0.7779	0.7853
S4	0.7688	0.7720	0.7837

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	0.7632	0.0270	3.4%	0.0082	1.0%	88%	False	False	27,865
10	0.7902	0.7609	0.0293	3.7%	0.0069	0.9%	89%	False	False	14,980
20	0.7902	0.7587	0.0315	4.0%	0.0065	0.8%	90%	False	False	7,810
40	0.8018	0.7587	0.0431	5.5%	0.0066	0.8%	65%	False	False	4,056
60	0.8018	0.7476	0.0542	6.9%	0.0068	0.9%	73%	False	False	2,744
80	0.8018	0.7216	0.0802	10.2%	0.0066	0.8%	81%	False	False	2,071
100	0.8018	0.6842	0.1176	14.9%	0.0066	0.8%	87%	False	False	1,665
120	0.8018	0.6842	0.1176	14.9%	0.0059	0.7%	87%	False	False	1,400

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8144
2.618	0.8047
1.618	0.7988
1.000	0.7952
0.618	0.7929
HIGH	0.7893
0.618	0.7870
0.500	0.7864
0.382	0.7857
LOW	0.7834
0.618	0.7798
1.000	0.7775
1.618	0.7739
2.618	0.7680
4.250	0.7583

Fisher Pivots for day following 09-Jun-2016
Pivot	1 day	3 day
R1	0.7867	0.7861
PP	0.7865	0.7854
S1	0.7864	0.7846

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

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