CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 01-Mar-2017

Day Change Summary
	Previous	Current
	28-Feb-2017	01-Mar-2017	Change	Change %	Previous Week
Open	0.7584	0.7512	-0.0073	-1.0%	0.7641
High	0.7597	0.7529	-0.0069	-0.9%	0.7668
Low	0.7512	0.7487	-0.0025	-0.3%	0.7560
Close	0.7525	0.7489	-0.0036	-0.5%	0.7636
Range	0.0086	0.0042	-0.0044	-50.9%	0.0108
ATR	0.0057	0.0056	-0.0001	-1.9%	0.0000
Volume	106,166	84,262	-21,904	-20.6%	243,274

Daily Pivots for day following 01-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7627	0.7600	0.7512
R3	0.7585	0.7558	0.7501
R2	0.7543	0.7543	0.7497
R1	0.7516	0.7516	0.7493	0.7509
PP	0.7501	0.7501	0.7501	0.7498
S1	0.7474	0.7474	0.7485	0.7467
S2	0.7459	0.7459	0.7481
S3	0.7417	0.7432	0.7477
S4	0.7375	0.7390	0.7466

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	0.7487	0.0181	2.4%	0.0056	0.7%	1%	False	True	74,491
10	0.7688	0.7487	0.0201	2.7%	0.0051	0.7%	1%	False	True	64,261
20	0.7707	0.7487	0.0220	2.9%	0.0052	0.7%	1%	False	True	58,022
40	0.7715	0.7435	0.0279	3.7%	0.0060	0.8%	19%	False	False	64,027
60	0.7715	0.7361	0.0354	4.7%	0.0056	0.8%	36%	False	False	53,185
80	0.7715	0.7361	0.0354	4.7%	0.0057	0.8%	36%	False	False	40,113
100	0.7715	0.7361	0.0354	4.7%	0.0056	0.7%	36%	False	False	32,143
120	0.7787	0.7361	0.0426	5.7%	0.0057	0.8%	30%	False	False	26,813

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7707
2.618	0.7638
1.618	0.7596
1.000	0.7570
0.618	0.7554
HIGH	0.7529
0.618	0.7512
0.500	0.7508
0.382	0.7503
LOW	0.7487
0.618	0.7461
1.000	0.7445
1.618	0.7419
2.618	0.7377
4.250	0.7308

Fisher Pivots for day following 01-Mar-2017
Pivot	1 day	3 day
R1	0.7508	0.7565
PP	0.7501	0.7540
S1	0.7495	0.7514

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

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