CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 24-Feb-2017

Day Change Summary
	Previous	Current
	23-Feb-2017	24-Feb-2017	Change	Change %	Previous Week
Open	0.7600	0.7635	0.0034	0.5%	0.7641
High	0.7645	0.7668	0.0023	0.3%	0.7668
Low	0.7594	0.7624	0.0030	0.4%	0.7560
Close	0.7627	0.7636	0.0009	0.1%	0.7636
Range	0.0052	0.0045	-0.0007	-13.6%	0.0108
ATR	0.0055	0.0054	-0.0001	-1.4%	0.0000
Volume	56,986	66,689	9,703	17.0%	243,274

Daily Pivots for day following 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7776	0.7750	0.7660
R3	0.7731	0.7706	0.7648
R2	0.7687	0.7687	0.7644
R1	0.7661	0.7661	0.7640	0.7674
PP	0.7642	0.7642	0.7642	0.7649
S1	0.7617	0.7617	0.7631	0.7630
S2	0.7598	0.7598	0.7627
S3	0.7553	0.7572	0.7623
S4	0.7509	0.7528	0.7611

Weekly Pivots for week ending 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7945	0.7898	0.7695
R3	0.7837	0.7790	0.7665
R2	0.7729	0.7729	0.7655
R1	0.7682	0.7682	0.7645	0.7652
PP	0.7621	0.7621	0.7621	0.7606
S1	0.7574	0.7574	0.7626	0.7544
S2	0.7513	0.7513	0.7616
S3	0.7405	0.7466	0.7606
S4	0.7297	0.7358	0.7576

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7668	0.7560	0.0108	1.4%	0.0051	0.7%	70%	True	False	57,033
10	0.7688	0.7560	0.0128	1.7%	0.0047	0.6%	59%	False	False	54,657
20	0.7715	0.7560	0.0155	2.0%	0.0052	0.7%	49%	False	False	54,300
40	0.7715	0.7361	0.0354	4.6%	0.0059	0.8%	78%	False	False	61,128
60	0.7715	0.7361	0.0354	4.6%	0.0056	0.7%	78%	False	False	49,158
80	0.7715	0.7361	0.0354	4.6%	0.0056	0.7%	78%	False	False	37,010
100	0.7715	0.7361	0.0354	4.6%	0.0055	0.7%	78%	False	False	29,663
120	0.7803	0.7361	0.0442	5.8%	0.0057	0.7%	62%	False	False	24,743

Crabel Price Patterns
NR	True
NR4	True
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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7857
2.618	0.7785
1.618	0.7740
1.000	0.7713
0.618	0.7696
HIGH	0.7668
0.618	0.7651
0.500	0.7646
0.382	0.7640
LOW	0.7624
0.618	0.7596
1.000	0.7579
1.618	0.7551
2.618	0.7507
4.250	0.7434

Fisher Pivots for day following 24-Feb-2017
Pivot	1 day	3 day
R1	0.7646	0.7628
PP	0.7642	0.7621
S1	0.7639	0.7614

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

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