CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 17-Feb-2017

Day Change Summary
	Previous	Current
	16-Feb-2017	17-Feb-2017	Change	Change %	Previous Week
Open	0.7648	0.7653	0.0005	0.1%	0.7643
High	0.7688	0.7658	-0.0030	-0.4%	0.7688
Low	0.7646	0.7619	-0.0027	-0.4%	0.7619
Close	0.7653	0.7633	-0.0020	-0.3%	0.7633
Range	0.0042	0.0039	-0.0004	-8.3%	0.0069
ATR	0.0056	0.0054	-0.0001	-2.2%	0.0000
Volume	59,385	41,892	-17,493	-29.5%	245,041

Daily Pivots for day following 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7752	0.7731	0.7654
R3	0.7713	0.7692	0.7643
R2	0.7675	0.7675	0.7640
R1	0.7654	0.7654	0.7636	0.7645
PP	0.7636	0.7636	0.7636	0.7632
S1	0.7615	0.7615	0.7629	0.7607
S2	0.7598	0.7598	0.7625
S3	0.7559	0.7577	0.7622
S4	0.7521	0.7538	0.7611

Weekly Pivots for week ending 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7853	0.7812	0.7670
R3	0.7784	0.7743	0.7651
R2	0.7715	0.7715	0.7645
R1	0.7674	0.7674	0.7639	0.7660
PP	0.7647	0.7647	0.7647	0.7640
S1	0.7605	0.7605	0.7626	0.7591
S2	0.7578	0.7578	0.7620
S3	0.7509	0.7536	0.7614
S4	0.7440	0.7467	0.7595

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7688	0.7619	0.0069	0.9%	0.0040	0.5%	20%	False	True	49,008
10	0.7690	0.7570	0.0120	1.6%	0.0049	0.6%	52%	False	False	50,684
20	0.7715	0.7503	0.0212	2.8%	0.0055	0.7%	61%	False	False	55,984
40	0.7715	0.7361	0.0354	4.6%	0.0058	0.8%	77%	False	False	59,211
60	0.7715	0.7361	0.0354	4.6%	0.0056	0.7%	77%	False	False	45,154
80	0.7715	0.7361	0.0354	4.6%	0.0055	0.7%	77%	False	False	33,988
100	0.7715	0.7361	0.0354	4.6%	0.0056	0.7%	77%	False	False	27,236

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7821
2.618	0.7758
1.618	0.7720
1.000	0.7696
0.618	0.7681
HIGH	0.7658
0.618	0.7643
0.500	0.7638
0.382	0.7634
LOW	0.7619
0.618	0.7595
1.000	0.7581
1.618	0.7557
2.618	0.7518
4.250	0.7455

Fisher Pivots for day following 17-Feb-2017
Pivot	1 day	3 day
R1	0.7638	0.7654
PP	0.7636	0.7647
S1	0.7634	0.7640

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

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