CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 23-Jun-2016

Day Change Summary
	Previous	Current
	22-Jun-2016	23-Jun-2016	Change	Change %	Previous Week
Open	0.7807	0.7802	-0.0005	-0.1%	0.7826
High	0.7849	0.7889	0.0040	0.5%	0.7844
Low	0.7781	0.7801	0.0020	0.3%	0.7643
Close	0.7797	0.7814	0.0017	0.2%	0.7769
Range	0.0068	0.0088	0.0020	29.4%	0.0201
ATR	0.0068	0.0070	0.0002	2.5%	0.0000
Volume	52,357	63,616	11,259	21.5%	317,918

Daily Pivots for day following 23-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8099	0.8044	0.7862
R3	0.8011	0.7956	0.7838
R2	0.7923	0.7923	0.7830
R1	0.7868	0.7868	0.7822	0.7896
PP	0.7835	0.7835	0.7835	0.7848
S1	0.7780	0.7780	0.7806	0.7808
S2	0.7747	0.7747	0.7798
S3	0.7659	0.7692	0.7790
S4	0.7571	0.7604	0.7766

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8355	0.8263	0.7880
R3	0.8154	0.8062	0.7824
R2	0.7953	0.7953	0.7806
R1	0.7861	0.7861	0.7787	0.7807
PP	0.7752	0.7752	0.7752	0.7725
S1	0.7660	0.7660	0.7751	0.7606
S2	0.7551	0.7551	0.7732
S3	0.7350	0.7459	0.7714
S4	0.7149	0.7258	0.7658

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7889	0.7713	0.0176	2.3%	0.0067	0.9%	57%	True	False	53,264
10	0.7899	0.7643	0.0256	3.3%	0.0068	0.9%	67%	False	False	61,579
20	0.7902	0.7609	0.0293	3.7%	0.0069	0.9%	70%	False	False	38,279
40	0.8018	0.7587	0.0431	5.5%	0.0067	0.9%	53%	False	False	19,373
60	0.8018	0.7570	0.0448	5.7%	0.0068	0.9%	54%	False	False	12,986
80	0.8018	0.7417	0.0601	7.7%	0.0067	0.9%	66%	False	False	9,765
100	0.8018	0.7112	0.0906	11.6%	0.0067	0.9%	77%	False	False	7,817
120	0.8018	0.6842	0.1176	15.0%	0.0064	0.8%	83%	False	False	6,531

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8263
2.618	0.8119
1.618	0.8031
1.000	0.7977
0.618	0.7943
HIGH	0.7889
0.618	0.7855
0.500	0.7845
0.382	0.7835
LOW	0.7801
0.618	0.7747
1.000	0.7713
1.618	0.7659
2.618	0.7571
4.250	0.7427

Fisher Pivots for day following 23-Jun-2016
Pivot	1 day	3 day
R1	0.7845	0.7835
PP	0.7835	0.7828
S1	0.7824	0.7821

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

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