CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 07-Feb-2017

Day Change Summary
	Previous	Current
	06-Feb-2017	07-Feb-2017	Change	Change %	Previous Week
Open	0.7681	0.7647	-0.0033	-0.4%	0.7616
High	0.7690	0.7652	-0.0039	-0.5%	0.7715
Low	0.7615	0.7570	-0.0045	-0.6%	0.7597
Close	0.7642	0.7600	-0.0042	-0.5%	0.7682
Range	0.0075	0.0082	0.0007	8.7%	0.0117
ATR	0.0063	0.0064	0.0001	2.1%	0.0000
Volume	58,443	52,838	-5,605	-9.6%	288,046

Daily Pivots for day following 07-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7852	0.7807	0.7645
R3	0.7770	0.7726	0.7622
R2	0.7689	0.7689	0.7615
R1	0.7644	0.7644	0.7607	0.7626
PP	0.7607	0.7607	0.7607	0.7598
S1	0.7563	0.7563	0.7593	0.7544
S2	0.7526	0.7526	0.7585
S3	0.7444	0.7481	0.7578
S4	0.7363	0.7400	0.7555

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	0.7707	0.7570	0.0137	1.8%	0.0059	0.8%	22%	False	True	54,565
10	0.7715	0.7570	0.0145	1.9%	0.0058	0.8%	21%	False	True	56,970
20	0.7715	0.7473	0.0242	3.2%	0.0069	0.9%	53%	False	False	68,453
40	0.7715	0.7361	0.0354	4.7%	0.0061	0.8%	68%	False	False	57,273
60	0.7715	0.7361	0.0354	4.7%	0.0058	0.8%	68%	False	False	38,629
80	0.7715	0.7361	0.0354	4.7%	0.0057	0.8%	68%	False	False	29,074
100	0.7715	0.7361	0.0354	4.7%	0.0058	0.8%	68%	False	False	23,291

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7998
2.618	0.7865
1.618	0.7783
1.000	0.7733
0.618	0.7702
HIGH	0.7652
0.618	0.7620
0.500	0.7611
0.382	0.7601
LOW	0.7570
0.618	0.7520
1.000	0.7488
1.618	0.7438
2.618	0.7357
4.250	0.7224

Fisher Pivots for day following 07-Feb-2017
Pivot	1 day	3 day
R1	0.7611	0.7635
PP	0.7607	0.7623
S1	0.7604	0.7612

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

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