CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 06-Feb-2017

Day Change Summary
	Previous	Current
	03-Feb-2017	06-Feb-2017	Change	Change %	Previous Week
Open	0.7679	0.7681	0.0002	0.0%	0.7616
High	0.7700	0.7690	-0.0009	-0.1%	0.7715
Low	0.7646	0.7615	-0.0031	-0.4%	0.7597
Close	0.7682	0.7642	-0.0040	-0.5%	0.7682
Range	0.0054	0.0075	0.0022	40.2%	0.0117
ATR	0.0062	0.0063	0.0001	1.5%	0.0000
Volume	48,803	58,443	9,640	19.8%	288,046

Daily Pivots for day following 06-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7874	0.7833	0.7683
R3	0.7799	0.7758	0.7662
R2	0.7724	0.7724	0.7655
R1	0.7683	0.7683	0.7648	0.7666
PP	0.7649	0.7649	0.7649	0.7640
S1	0.7608	0.7608	0.7635	0.7591
S2	0.7574	0.7574	0.7628
S3	0.7499	0.7533	0.7621
S4	0.7424	0.7458	0.7600

Weekly Pivots for week ending 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8017	0.7967	0.7746
R3	0.7899	0.7849	0.7714
R2	0.7782	0.7782	0.7703
R1	0.7732	0.7732	0.7692	0.7757
PP	0.7664	0.7664	0.7664	0.7677
S1	0.7614	0.7614	0.7671	0.7639
S2	0.7547	0.7547	0.7660
S3	0.7429	0.7497	0.7649
S4	0.7312	0.7379	0.7617

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7715	0.7615	0.0099	1.3%	0.0061	0.8%	27%	False	True	60,192
10	0.7715	0.7523	0.0192	2.5%	0.0061	0.8%	62%	False	False	59,895
20	0.7715	0.7473	0.0242	3.2%	0.0067	0.9%	70%	False	False	68,033
40	0.7715	0.7361	0.0354	4.6%	0.0059	0.8%	79%	False	False	56,047
60	0.7715	0.7361	0.0354	4.6%	0.0059	0.8%	79%	False	False	37,782
80	0.7715	0.7361	0.0354	4.6%	0.0057	0.7%	79%	False	False	28,415
100	0.7715	0.7361	0.0354	4.6%	0.0057	0.7%	79%	False	False	22,763

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

Fibonacci Retracements and Extensions
4.250	0.8009
2.618	0.7886
1.618	0.7811
1.000	0.7765
0.618	0.7736
HIGH	0.7690
0.618	0.7661
0.500	0.7653
0.382	0.7644
LOW	0.7615
0.618	0.7569
1.000	0.7540
1.618	0.7494
2.618	0.7419
4.250	0.7296

Fisher Pivots for day following 06-Feb-2017
Pivot	1 day	3 day
R1	0.7653	0.7661
PP	0.7649	0.7655
S1	0.7645	0.7648

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

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