CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 30-Jun-2016

Day Change Summary
	Previous	Current
	29-Jun-2016	30-Jun-2016	Change	Change %	Previous Week
Open	0.7678	0.7729	0.0051	0.7%	0.7782
High	0.7734	0.7745	0.0011	0.1%	0.7889
Low	0.7668	0.7683	0.0015	0.2%	0.7635
Close	0.7704	0.7712	0.0008	0.1%	0.7711
Range	0.0066	0.0062	-0.0004	-6.1%	0.0254
ATR	0.0080	0.0079	-0.0001	-1.6%	0.0000
Volume	51,529	70,346	18,817	36.5%	308,295

Daily Pivots for day following 30-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7899	0.7868	0.7746
R3	0.7837	0.7806	0.7729
R2	0.7775	0.7775	0.7723
R1	0.7744	0.7744	0.7718	0.7729
PP	0.7713	0.7713	0.7713	0.7706
S1	0.7682	0.7682	0.7706	0.7667
S2	0.7651	0.7651	0.7701
S3	0.7589	0.7620	0.7695
S4	0.7527	0.7558	0.7678

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	0.7848	0.7621	0.0227	2.9%	0.0100	1.3%	40%	False	False	67,227
10	0.7889	0.7621	0.0268	3.5%	0.0083	1.1%	34%	False	False	60,245
20	0.7902	0.7621	0.0281	3.6%	0.0080	1.0%	32%	False	False	54,562
40	0.7902	0.7587	0.0315	4.1%	0.0069	0.9%	40%	False	False	27,747
60	0.8018	0.7587	0.0431	5.6%	0.0070	0.9%	29%	False	False	18,578
80	0.8018	0.7450	0.0568	7.4%	0.0070	0.9%	46%	False	False	13,963
100	0.8018	0.7150	0.0868	11.3%	0.0068	0.9%	65%	False	False	11,177
120	0.8018	0.6842	0.1176	15.2%	0.0066	0.9%	74%	False	False	9,325

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8009
2.618	0.7907
1.618	0.7845
1.000	0.7807
0.618	0.7783
HIGH	0.7745
0.618	0.7721
0.500	0.7714
0.382	0.7707
LOW	0.7683
0.618	0.7645
1.000	0.7621
1.618	0.7583
2.618	0.7521
4.250	0.7420

Fisher Pivots for day following 30-Jun-2016
Pivot	1 day	3 day
R1	0.7714	0.7704
PP	0.7713	0.7696
S1	0.7713	0.7688

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

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