CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 06-Jul-2016

Day Change Summary
	Previous	Current
	05-Jul-2016	06-Jul-2016	Change	Change %	Previous Week
Open	0.7746	0.7702	-0.0044	-0.6%	0.7664
High	0.7795	0.7724	-0.0071	-0.9%	0.7774
Low	0.7682	0.7659	-0.0023	-0.3%	0.7621
Close	0.7701	0.7719	0.0018	0.2%	0.7744
Range	0.0113	0.0065	-0.0048	-42.5%	0.0153
ATR	0.0081	0.0080	-0.0001	-1.4%	0.0000
Volume	71,386	63,115	-8,271	-11.6%	278,124

Daily Pivots for day following 06-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7896	0.7872	0.7755
R3	0.7831	0.7807	0.7737
R2	0.7766	0.7766	0.7731
R1	0.7742	0.7742	0.7725	0.7754
PP	0.7701	0.7701	0.7701	0.7707
S1	0.7677	0.7677	0.7713	0.7689
S2	0.7636	0.7636	0.7707
S3	0.7571	0.7612	0.7701
S4	0.7506	0.7547	0.7683

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8172	0.8111	0.7828
R3	0.8019	0.7958	0.7786
R2	0.7866	0.7866	0.7772
R1	0.7805	0.7805	0.7758	0.7836
PP	0.7713	0.7713	0.7713	0.7728
S1	0.7652	0.7652	0.7730	0.7683
S2	0.7560	0.7560	0.7716
S3	0.7407	0.7499	0.7702
S4	0.7254	0.7346	0.7660

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7795	0.7659	0.0136	1.8%	0.0074	1.0%	44%	False	True	59,289
10	0.7889	0.7621	0.0268	3.5%	0.0090	1.2%	37%	False	False	62,667
20	0.7902	0.7621	0.0281	3.6%	0.0078	1.0%	35%	False	False	61,187
40	0.7902	0.7587	0.0315	4.1%	0.0071	0.9%	42%	False	False	32,089
60	0.8018	0.7587	0.0431	5.6%	0.0070	0.9%	31%	False	False	21,483
80	0.8018	0.7465	0.0553	7.2%	0.0070	0.9%	46%	False	False	16,140
100	0.8018	0.7174	0.0844	10.9%	0.0068	0.9%	65%	False	False	12,922
120	0.8018	0.6842	0.1176	15.2%	0.0067	0.9%	75%	False	False	10,777

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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8000
2.618	0.7894
1.618	0.7829
1.000	0.7789
0.618	0.7764
HIGH	0.7724
0.618	0.7699
0.500	0.7692
0.382	0.7684
LOW	0.7659
0.618	0.7619
1.000	0.7594
1.618	0.7554
2.618	0.7489
4.250	0.7383

Fisher Pivots for day following 06-Jul-2016
Pivot	1 day	3 day
R1	0.7710	0.7727
PP	0.7701	0.7724
S1	0.7692	0.7722

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

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