CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 13-Feb-2017

Day Change Summary
	Previous	Current
	10-Feb-2017	13-Feb-2017	Change	Change %	Previous Week
Open	0.7612	0.7643	0.0031	0.4%	0.7681
High	0.7658	0.7662	0.0004	0.1%	0.7690
Low	0.7602	0.7623	0.0021	0.3%	0.7570
Close	0.7642	0.7654	0.0013	0.2%	0.7642
Range	0.0056	0.0039	-0.0017	-31.2%	0.0120
ATR	0.0061	0.0059	-0.0002	-2.6%	0.0000
Volume	58,256	39,478	-18,778	-32.2%	261,802

Daily Pivots for day following 13-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7762	0.7746	0.7675
R3	0.7723	0.7708	0.7665
R2	0.7685	0.7685	0.7661
R1	0.7669	0.7669	0.7658	0.7677
PP	0.7646	0.7646	0.7646	0.7650
S1	0.7631	0.7631	0.7650	0.7639
S2	0.7608	0.7608	0.7647
S3	0.7569	0.7592	0.7643
S4	0.7531	0.7554	0.7633

Weekly Pivots for week ending 10-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7994	0.7938	0.7708
R3	0.7874	0.7818	0.7675
R2	0.7754	0.7754	0.7664
R1	0.7698	0.7698	0.7653	0.7666
PP	0.7634	0.7634	0.7634	0.7618
S1	0.7578	0.7578	0.7631	0.7546
S2	0.7514	0.7514	0.7620
S3	0.7394	0.7458	0.7609
S4	0.7274	0.7338	0.7576

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7662	0.7570	0.0092	1.2%	0.0051	0.7%	92%	True	False	48,567
10	0.7715	0.7570	0.0145	1.9%	0.0056	0.7%	58%	False	False	54,379
20	0.7715	0.7473	0.0242	3.2%	0.0064	0.8%	75%	False	False	63,863
40	0.7715	0.7361	0.0354	4.6%	0.0060	0.8%	83%	False	False	59,407
60	0.7715	0.7361	0.0354	4.6%	0.0058	0.8%	83%	False	False	41,761
80	0.7715	0.7361	0.0354	4.6%	0.0056	0.7%	83%	False	False	31,439
100	0.7715	0.7361	0.0354	4.6%	0.0058	0.8%	83%	False	False	25,184

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7825
2.618	0.7762
1.618	0.7724
1.000	0.7700
0.618	0.7685
HIGH	0.7662
0.618	0.7647
0.500	0.7642
0.382	0.7638
LOW	0.7623
0.618	0.7599
1.000	0.7584
1.618	0.7561
2.618	0.7522
4.250	0.7459

Fisher Pivots for day following 13-Feb-2017
Pivot	1 day	3 day
R1	0.7650	0.7646
PP	0.7646	0.7637
S1	0.7642	0.7629

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

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