CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 10-Jan-2017

Day Change Summary
	Previous	Current
	09-Jan-2017	10-Jan-2017	Change	Change %	Previous Week
Open	0.7556	0.7569	0.0014	0.2%	0.7442
High	0.7583	0.7585	0.0003	0.0%	0.7594
Low	0.7537	0.7548	0.0011	0.1%	0.7435
Close	0.7565	0.7564	-0.0001	0.0%	0.7559
Range	0.0046	0.0038	-0.0009	-18.5%	0.0159
ATR	0.0054	0.0053	-0.0001	-2.2%	0.0000
Volume	44,429	44,776	347	0.8%	259,986

Daily Pivots for day following 10-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7678	0.7658	0.7584
R3	0.7640	0.7621	0.7574
R2	0.7603	0.7603	0.7570
R1	0.7583	0.7583	0.7567	0.7574
PP	0.7565	0.7565	0.7565	0.7561
S1	0.7546	0.7546	0.7560	0.7537
S2	0.7528	0.7528	0.7557
S3	0.7490	0.7508	0.7553
S4	0.7453	0.7471	0.7543

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	0.7436	0.0158	2.1%	0.0061	0.8%	81%	False	False	59,967
10	0.7594	0.7361	0.0234	3.1%	0.0051	0.7%	87%	False	False	50,854
20	0.7655	0.7361	0.0295	3.9%	0.0053	0.7%	69%	False	False	48,020
40	0.7655	0.7361	0.0295	3.9%	0.0052	0.7%	69%	False	False	24,820
60	0.7700	0.7361	0.0340	4.5%	0.0053	0.7%	60%	False	False	16,693
80	0.7700	0.7361	0.0340	4.5%	0.0055	0.7%	60%	False	False	12,558

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7744
2.618	0.7683
1.618	0.7646
1.000	0.7623
0.618	0.7608
HIGH	0.7585
0.618	0.7571
0.500	0.7566
0.382	0.7562
LOW	0.7548
0.618	0.7524
1.000	0.7510
1.618	0.7487
2.618	0.7449
4.250	0.7388

Fisher Pivots for day following 10-Jan-2017
Pivot	1 day	3 day
R1	0.7566	0.7565
PP	0.7565	0.7565
S1	0.7564	0.7564

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

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