CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 12-Jan-2017

Day Change Summary
	Previous	Current
	11-Jan-2017	12-Jan-2017	Change	Change %	Previous Week
Open	0.7562	0.7593	0.0031	0.4%	0.7442
High	0.7627	0.7680	0.0053	0.7%	0.7594
Low	0.7527	0.7591	0.0065	0.9%	0.7435
Close	0.7598	0.7622	0.0025	0.3%	0.7559
Range	0.0101	0.0089	-0.0012	-11.4%	0.0159
ATR	0.0056	0.0059	0.0002	4.1%	0.0000
Volume	100,885	78,094	-22,791	-22.6%	259,986

Daily Pivots for day following 12-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7898	0.7849	0.7671
R3	0.7809	0.7760	0.7646
R2	0.7720	0.7720	0.7638
R1	0.7671	0.7671	0.7630	0.7696
PP	0.7631	0.7631	0.7631	0.7643
S1	0.7582	0.7582	0.7614	0.7607
S2	0.7542	0.7542	0.7606
S3	0.7453	0.7493	0.7598
S4	0.7364	0.7404	0.7573

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	0.7680	0.7527	0.0154	2.0%	0.0065	0.9%	62%	True	False	67,203
10	0.7680	0.7382	0.0298	3.9%	0.0063	0.8%	81%	True	False	61,706
20	0.7680	0.7361	0.0320	4.2%	0.0060	0.8%	82%	True	False	54,787
40	0.7680	0.7361	0.0320	4.2%	0.0055	0.7%	82%	True	False	29,268
60	0.7700	0.7361	0.0340	4.5%	0.0054	0.7%	77%	False	False	19,666
80	0.7700	0.7361	0.0340	4.5%	0.0056	0.7%	77%	False	False	14,792

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8058
2.618	0.7913
1.618	0.7824
1.000	0.7769
0.618	0.7735
HIGH	0.7680
0.618	0.7646
0.500	0.7636
0.382	0.7625
LOW	0.7591
0.618	0.7536
1.000	0.7502
1.618	0.7447
2.618	0.7358
4.250	0.7213

Fisher Pivots for day following 12-Jan-2017
Pivot	1 day	3 day
R1	0.7636	0.7616
PP	0.7631	0.7610
S1	0.7627	0.7603

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

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