CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 14-Feb-2017

Day Change Summary
	Previous	Current
	13-Feb-2017	14-Feb-2017	Change	Change %	Previous Week
Open	0.7643	0.7653	0.0010	0.1%	0.7681
High	0.7662	0.7680	0.0018	0.2%	0.7690
Low	0.7623	0.7631	0.0008	0.1%	0.7570
Close	0.7654	0.7650	-0.0004	-0.1%	0.7642
Range	0.0039	0.0049	0.0011	27.3%	0.0120
ATR	0.0059	0.0058	-0.0001	-1.2%	0.0000
Volume	39,478	54,999	15,521	39.3%	261,802

Daily Pivots for day following 14-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7800	0.7774	0.7677
R3	0.7751	0.7725	0.7663
R2	0.7702	0.7702	0.7659
R1	0.7676	0.7676	0.7654	0.7665
PP	0.7653	0.7653	0.7653	0.7648
S1	0.7627	0.7627	0.7646	0.7616
S2	0.7604	0.7604	0.7641
S3	0.7555	0.7578	0.7637
S4	0.7506	0.7529	0.7623

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	0.7680	0.7578	0.0102	1.3%	0.0045	0.6%	71%	True	False	48,999
10	0.7707	0.7570	0.0137	1.8%	0.0052	0.7%	58%	False	False	51,782
20	0.7715	0.7473	0.0242	3.2%	0.0062	0.8%	73%	False	False	62,111
40	0.7715	0.7361	0.0354	4.6%	0.0059	0.8%	82%	False	False	59,161
60	0.7715	0.7361	0.0354	4.6%	0.0057	0.8%	82%	False	False	42,670
80	0.7715	0.7361	0.0354	4.6%	0.0056	0.7%	82%	False	False	32,125
100	0.7715	0.7361	0.0354	4.6%	0.0057	0.7%	82%	False	False	25,733

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7888
2.618	0.7808
1.618	0.7759
1.000	0.7729
0.618	0.7710
HIGH	0.7680
0.618	0.7661
0.500	0.7655
0.382	0.7649
LOW	0.7631
0.618	0.7600
1.000	0.7581
1.618	0.7551
2.618	0.7502
4.250	0.7422

Fisher Pivots for day following 14-Feb-2017
Pivot	1 day	3 day
R1	0.7655	0.7647
PP	0.7653	0.7644
S1	0.7652	0.7641

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

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