CME Canadian Dollar Future March 2017

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

Day Change Summary
	Previous	Current
	29-Dec-2016	30-Dec-2016	Change	Change %	Previous Week
Open	0.7385	0.7412	0.0027	0.4%	0.7405
High	0.7426	0.7469	0.0043	0.6%	0.7469
Low	0.7382	0.7409	0.0027	0.4%	0.7361
Close	0.7418	0.7442	0.0024	0.3%	0.7442
Range	0.0043	0.0060	0.0016	36.8%	0.0108
ATR	0.0051	0.0051	0.0001	1.2%	0.0000
Volume	42,178	46,713	4,535	10.8%	159,356

Daily Pivots for day following 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7618	0.7589	0.7474
R3	0.7559	0.7530	0.7458
R2	0.7499	0.7499	0.7452
R1	0.7470	0.7470	0.7447	0.7485
PP	0.7440	0.7440	0.7440	0.7447
S1	0.7411	0.7411	0.7436	0.7425
S2	0.7380	0.7380	0.7431
S3	0.7321	0.7351	0.7425
S4	0.7261	0.7292	0.7409

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7748	0.7703	0.7501
R3	0.7640	0.7595	0.7471
R2	0.7532	0.7532	0.7461
R1	0.7487	0.7487	0.7451	0.7509
PP	0.7424	0.7424	0.7424	0.7435
S1	0.7379	0.7379	0.7432	0.7401
S2	0.7316	0.7316	0.7422
S3	0.7208	0.7271	0.7412
S4	0.7100	0.7163	0.7382

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7469	0.7361	0.0108	1.5%	0.0045	0.6%	75%	True	False	40,687
10	0.7518	0.7361	0.0158	2.1%	0.0046	0.6%	51%	False	False	44,798
20	0.7655	0.7361	0.0295	4.0%	0.0048	0.6%	28%	False	False	31,500
40	0.7655	0.7361	0.0295	4.0%	0.0053	0.7%	28%	False	False	16,199
60	0.7700	0.7361	0.0340	4.6%	0.0053	0.7%	24%	False	False	10,887
80	0.7787	0.7361	0.0426	5.7%	0.0055	0.7%	19%	False	False	8,206

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7721
2.618	0.7624
1.618	0.7565
1.000	0.7528
0.618	0.7505
HIGH	0.7469
0.618	0.7446
0.500	0.7439
0.382	0.7432
LOW	0.7409
0.618	0.7372
1.000	0.7350
1.618	0.7313
2.618	0.7253
4.250	0.7156

Fisher Pivots for day following 30-Dec-2016
Pivot	1 day	3 day
R1	0.7441	0.7433
PP	0.7440	0.7424
S1	0.7439	0.7415

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

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