CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 09-Jan-2017

Day Change Summary
	Previous	Current
	06-Jan-2017	09-Jan-2017	Change	Change %	Previous Week
Open	0.7565	0.7556	-0.0010	-0.1%	0.7442
High	0.7594	0.7583	-0.0012	-0.2%	0.7594
Low	0.7542	0.7537	-0.0006	-0.1%	0.7435
Close	0.7559	0.7565	0.0006	0.1%	0.7559
Range	0.0052	0.0046	-0.0006	-11.5%	0.0159
ATR	0.0055	0.0054	-0.0001	-1.1%	0.0000
Volume	67,833	44,429	-23,404	-34.5%	259,986

Daily Pivots for day following 09-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7699	0.7678	0.7590
R3	0.7653	0.7632	0.7577
R2	0.7607	0.7607	0.7573
R1	0.7586	0.7586	0.7569	0.7597
PP	0.7561	0.7561	0.7561	0.7567
S1	0.7540	0.7540	0.7560	0.7551
S2	0.7515	0.7515	0.7556
S3	0.7469	0.7494	0.7552
S4	0.7423	0.7448	0.7539

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8006	0.7941	0.7646
R3	0.7847	0.7782	0.7602
R2	0.7688	0.7688	0.7588
R1	0.7623	0.7623	0.7573	0.7656
PP	0.7529	0.7529	0.7529	0.7545
S1	0.7464	0.7464	0.7544	0.7497
S2	0.7370	0.7370	0.7529
S3	0.7211	0.7305	0.7515
S4	0.7052	0.7146	0.7471

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7594	0.7435	0.0159	2.1%	0.0060	0.8%	81%	False	False	60,883
10	0.7594	0.7361	0.0234	3.1%	0.0053	0.7%	87%	False	False	50,785
20	0.7655	0.7361	0.0295	3.9%	0.0053	0.7%	69%	False	False	46,093
40	0.7655	0.7361	0.0295	3.9%	0.0053	0.7%	69%	False	False	23,717
60	0.7700	0.7361	0.0340	4.5%	0.0053	0.7%	60%	False	False	15,948
80	0.7700	0.7361	0.0340	4.5%	0.0055	0.7%	60%	False	False	12,000

Crabel Price Patterns
NR	True
NR4	True
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7778
2.618	0.7703
1.618	0.7657
1.000	0.7629
0.618	0.7611
HIGH	0.7583
0.618	0.7565
0.500	0.7560
0.382	0.7554
LOW	0.7537
0.618	0.7508
1.000	0.7491
1.618	0.7462
2.618	0.7416
4.250	0.7341

Fisher Pivots for day following 09-Jan-2017
Pivot	1 day	3 day
R1	0.7563	0.7562
PP	0.7561	0.7559
S1	0.7560	0.7556

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

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