CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 01-Feb-2017

Day Change Summary
	Previous	Current
	31-Jan-2017	01-Feb-2017	Change	Change %	Previous Week
Open	0.7629	0.7671	0.0043	0.6%	0.7507
High	0.7715	0.7677	-0.0038	-0.5%	0.7665
Low	0.7624	0.7635	0.0012	0.2%	0.7503
Close	0.7683	0.7669	-0.0014	-0.2%	0.7619
Range	0.0091	0.0042	-0.0049	-54.4%	0.0162
ATR	0.0065	0.0064	-0.0001	-2.0%	0.0000
Volume	80,974	58,924	-22,050	-27.2%	324,810

Daily Pivots for day following 01-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7785	0.7768	0.7691
R3	0.7743	0.7727	0.7680
R2	0.7702	0.7702	0.7676
R1	0.7685	0.7685	0.7672	0.7673
PP	0.7660	0.7660	0.7660	0.7654
S1	0.7643	0.7643	0.7665	0.7631
S2	0.7618	0.7618	0.7661
S3	0.7577	0.7602	0.7657
S4	0.7535	0.7560	0.7646

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8080	0.8011	0.7707
R3	0.7918	0.7849	0.7663
R2	0.7757	0.7757	0.7648
R1	0.7688	0.7688	0.7633	0.7722
PP	0.7595	0.7595	0.7595	0.7613
S1	0.7526	0.7526	0.7604	0.7561
S2	0.7434	0.7434	0.7589
S3	0.7272	0.7365	0.7574
S4	0.7111	0.7203	0.7530

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7715	0.7597	0.0117	1.5%	0.0054	0.7%	61%	False	False	56,940
10	0.7715	0.7473	0.0242	3.1%	0.0062	0.8%	81%	False	False	66,300
20	0.7715	0.7436	0.0279	3.6%	0.0069	0.9%	83%	False	False	70,511
40	0.7715	0.7361	0.0354	4.6%	0.0059	0.8%	87%	False	False	52,190
60	0.7715	0.7361	0.0354	4.6%	0.0059	0.8%	87%	False	False	35,123
80	0.7715	0.7361	0.0354	4.6%	0.0057	0.7%	87%	False	False	26,408
100	0.7752	0.7361	0.0391	5.1%	0.0058	0.8%	79%	False	False	21,158

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7853
2.618	0.7785
1.618	0.7744
1.000	0.7718
0.618	0.7702
HIGH	0.7677
0.618	0.7661
0.500	0.7656
0.382	0.7651
LOW	0.7635
0.618	0.7609
1.000	0.7593
1.618	0.7568
2.618	0.7526
4.250	0.7459

Fisher Pivots for day following 01-Feb-2017
Pivot	1 day	3 day
R1	0.7664	0.7664
PP	0.7660	0.7660
S1	0.7656	0.7656

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

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