CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 26-Jan-2017

Day Change Summary
	Previous	Current
	25-Jan-2017	26-Jan-2017	Change	Change %	Previous Week
Open	0.7602	0.7653	0.0051	0.7%	0.7622
High	0.7660	0.7665	0.0005	0.1%	0.7686
Low	0.7601	0.7620	0.0019	0.2%	0.7473
Close	0.7649	0.7643	-0.0007	-0.1%	0.7517
Range	0.0060	0.0045	-0.0015	-24.4%	0.0213
ATR	0.0068	0.0066	-0.0002	-2.4%	0.0000
Volume	71,102	51,430	-19,672	-27.7%	363,133

Daily Pivots for day following 26-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7777	0.7755	0.7667
R3	0.7732	0.7710	0.7655
R2	0.7687	0.7687	0.7651
R1	0.7665	0.7665	0.7647	0.7654
PP	0.7642	0.7642	0.7642	0.7637
S1	0.7620	0.7620	0.7638	0.7609
S2	0.7597	0.7597	0.7634
S3	0.7552	0.7575	0.7630
S4	0.7507	0.7530	0.7618

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8196	0.8069	0.7634
R3	0.7984	0.7857	0.7575
R2	0.7771	0.7771	0.7556
R1	0.7644	0.7644	0.7536	0.7601
PP	0.7559	0.7559	0.7559	0.7537
S1	0.7432	0.7432	0.7498	0.7389
S2	0.7346	0.7346	0.7478
S3	0.7134	0.7219	0.7459
S4	0.6921	0.7007	0.7400

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7665	0.7473	0.0192	2.5%	0.0068	0.9%	89%	True	False	70,853
10	0.7686	0.7473	0.0213	2.8%	0.0076	1.0%	80%	False	False	77,623
20	0.7686	0.7361	0.0325	4.3%	0.0067	0.9%	87%	False	False	67,956
40	0.7686	0.7361	0.0325	4.3%	0.0059	0.8%	87%	False	False	46,587
60	0.7686	0.7361	0.0325	4.3%	0.0057	0.7%	87%	False	False	31,246
80	0.7700	0.7361	0.0340	4.4%	0.0056	0.7%	83%	False	False	23,504
100	0.7803	0.7361	0.0442	5.8%	0.0058	0.8%	64%	False	False	18,832

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7856
2.618	0.7782
1.618	0.7737
1.000	0.7709
0.618	0.7692
HIGH	0.7665
0.618	0.7647
0.500	0.7642
0.382	0.7637
LOW	0.7620
0.618	0.7592
1.000	0.7575
1.618	0.7547
2.618	0.7502
4.250	0.7428

Fisher Pivots for day following 26-Jan-2017
Pivot	1 day	3 day
R1	0.7642	0.7626
PP	0.7642	0.7610
S1	0.7642	0.7594

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

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