CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 27-Jun-2016

Day Change Summary
	Previous	Current
	24-Jun-2016	27-Jun-2016	Change	Change %	Previous Week
Open	0.7848	0.7664	-0.0184	-2.3%	0.7782
High	0.7848	0.7697	-0.0151	-1.9%	0.7889
Low	0.7635	0.7621	-0.0014	-0.2%	0.7635
Close	0.7711	0.7636	-0.0075	-1.0%	0.7711
Range	0.0213	0.0076	-0.0137	-64.3%	0.0254
ATR	0.0080	0.0081	0.0001	0.9%	0.0000
Volume	98,081	61,991	-36,090	-36.8%	308,295

Daily Pivots for day following 27-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7879	0.7834	0.7678
R3	0.7803	0.7758	0.7657
R2	0.7727	0.7727	0.7650
R1	0.7682	0.7682	0.7643	0.7667
PP	0.7651	0.7651	0.7651	0.7644
S1	0.7606	0.7606	0.7629	0.7591
S2	0.7575	0.7575	0.7622
S3	0.7499	0.7530	0.7615
S4	0.7423	0.7454	0.7594

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8507	0.8363	0.7851
R3	0.8253	0.8109	0.7781
R2	0.7999	0.7999	0.7758
R1	0.7855	0.7855	0.7734	0.7800
PP	0.7745	0.7745	0.7745	0.7718
S1	0.7601	0.7601	0.7688	0.7546
S2	0.7491	0.7491	0.7664
S3	0.7237	0.7347	0.7641
S4	0.6983	0.7093	0.7571

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7889	0.7621	0.0268	3.5%	0.0097	1.3%	6%	False	True	63,960
10	0.7889	0.7621	0.0268	3.5%	0.0084	1.1%	6%	False	True	62,816
20	0.7902	0.7609	0.0293	3.8%	0.0077	1.0%	9%	False	False	46,111
40	0.8018	0.7587	0.0431	5.6%	0.0071	0.9%	11%	False	False	23,367
60	0.8018	0.7570	0.0448	5.9%	0.0070	0.9%	15%	False	False	15,648
80	0.8018	0.7438	0.0580	7.6%	0.0070	0.9%	34%	False	False	11,765
100	0.8018	0.7150	0.0868	11.4%	0.0068	0.9%	56%	False	False	9,418
120	0.8018	0.6842	0.1176	15.4%	0.0066	0.9%	68%	False	False	7,861

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	0.8020
2.618	0.7896
1.618	0.7820
1.000	0.7773
0.618	0.7744
HIGH	0.7697
0.618	0.7668
0.500	0.7659
0.382	0.7650
LOW	0.7621
0.618	0.7574
1.000	0.7545
1.618	0.7498
2.618	0.7422
4.250	0.7298

Fisher Pivots for day following 27-Jun-2016
Pivot	1 day	3 day
R1	0.7659	0.7755
PP	0.7651	0.7715
S1	0.7644	0.7676

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

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