CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 03-Mar-2017

Day Change Summary
	Previous	Current
	02-Mar-2017	03-Mar-2017	Change	Change %	Previous Week
Open	0.7504	0.7470	-0.0035	-0.5%	0.7635
High	0.7504	0.7479	-0.0026	-0.3%	0.7644
Low	0.7462	0.7442	-0.0020	-0.3%	0.7442
Close	0.7468	0.7462	-0.0006	-0.1%	0.7462
Range	0.0043	0.0036	-0.0006	-14.1%	0.0201
ATR	0.0055	0.0054	-0.0001	-2.4%	0.0000
Volume	66,658	75,070	8,412	12.6%	390,509

Daily Pivots for day following 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7570	0.7553	0.7482
R3	0.7534	0.7516	0.7472
R2	0.7497	0.7497	0.7469
R1	0.7480	0.7480	0.7465	0.7470
PP	0.7461	0.7461	0.7461	0.7456
S1	0.7443	0.7443	0.7459	0.7434
S2	0.7424	0.7424	0.7455
S3	0.7388	0.7407	0.7452
S4	0.7351	0.7370	0.7442

Weekly Pivots for week ending 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8120	0.7993	0.7573
R3	0.7919	0.7791	0.7517
R2	0.7717	0.7717	0.7499
R1	0.7590	0.7590	0.7480	0.7553
PP	0.7516	0.7516	0.7516	0.7497
S1	0.7388	0.7388	0.7444	0.7351
S2	0.7314	0.7314	0.7425
S3	0.7113	0.7187	0.7407
S4	0.6911	0.6985	0.7351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7644	0.7442	0.0201	2.7%	0.0053	0.7%	10%	False	True	78,101
10	0.7668	0.7442	0.0226	3.0%	0.0052	0.7%	9%	False	True	67,567
20	0.7700	0.7442	0.0257	3.5%	0.0051	0.7%	8%	False	True	59,471
40	0.7715	0.7442	0.0272	3.7%	0.0059	0.8%	7%	False	True	64,583
60	0.7715	0.7361	0.0354	4.7%	0.0056	0.7%	29%	False	False	55,480
80	0.7715	0.7361	0.0354	4.7%	0.0057	0.8%	29%	False	False	41,872
100	0.7715	0.7361	0.0354	4.7%	0.0056	0.7%	29%	False	False	33,557
120	0.7715	0.7361	0.0354	4.7%	0.0056	0.8%	29%	False	False	27,992

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 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7634
2.618	0.7574
1.618	0.7538
1.000	0.7515
0.618	0.7501
HIGH	0.7479
0.618	0.7465
0.500	0.7460
0.382	0.7456
LOW	0.7442
0.618	0.7419
1.000	0.7406
1.618	0.7383
2.618	0.7346
4.250	0.7287

Fisher Pivots for day following 03-Mar-2017
Pivot	1 day	3 day
R1	0.7461	0.7485
PP	0.7461	0.7478
S1	0.7460	0.7470

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

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