CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 08-Feb-2017

Day Change Summary
	Previous	Current
	07-Feb-2017	08-Feb-2017	Change	Change %	Previous Week
Open	0.7647	0.7585	-0.0062	-0.8%	0.7616
High	0.7652	0.7616	-0.0036	-0.5%	0.7715
Low	0.7570	0.7578	0.0008	0.1%	0.7597
Close	0.7600	0.7604	0.0003	0.0%	0.7682
Range	0.0082	0.0038	-0.0044	-54.0%	0.0117
ATR	0.0064	0.0062	-0.0002	-3.0%	0.0000
Volume	52,838	41,320	-11,518	-21.8%	288,046

Daily Pivots for day following 08-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7712	0.7695	0.7624
R3	0.7674	0.7658	0.7614
R2	0.7637	0.7637	0.7610
R1	0.7620	0.7620	0.7607	0.7628
PP	0.7599	0.7599	0.7599	0.7603
S1	0.7583	0.7583	0.7600	0.7591
S2	0.7562	0.7562	0.7597
S3	0.7524	0.7545	0.7593
S4	0.7487	0.7508	0.7583

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%	0.0058	0.8%	24%	False	False	51,044
10	0.7715	0.7570	0.0145	1.9%	0.0056	0.7%	23%	False	False	53,992
20	0.7715	0.7473	0.0242	3.2%	0.0069	0.9%	54%	False	False	68,280
40	0.7715	0.7361	0.0354	4.7%	0.0061	0.8%	69%	False	False	58,150
60	0.7715	0.7361	0.0354	4.7%	0.0058	0.8%	69%	False	False	39,307
80	0.7715	0.7361	0.0354	4.7%	0.0057	0.7%	69%	False	False	29,590
100	0.7715	0.7361	0.0354	4.7%	0.0057	0.8%	69%	False	False	23,702

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.7775
2.618	0.7714
1.618	0.7676
1.000	0.7653
0.618	0.7639
HIGH	0.7616
0.618	0.7601
0.500	0.7597
0.382	0.7592
LOW	0.7578
0.618	0.7555
1.000	0.7541
1.618	0.7517
2.618	0.7480
4.250	0.7419

Fisher Pivots for day following 08-Feb-2017
Pivot	1 day	3 day
R1	0.7601	0.7630
PP	0.7599	0.7621
S1	0.7597	0.7612

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

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