CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 06-Mar-2017

Day Change Summary
	Previous	Current
	03-Mar-2017	06-Mar-2017	Change	Change %	Previous Week
Open	0.7470	0.7476	0.0006	0.1%	0.7635
High	0.7479	0.7478	0.0000	0.0%	0.7644
Low	0.7442	0.7449	0.0007	0.1%	0.7442
Close	0.7462	0.7456	-0.0007	-0.1%	0.7462
Range	0.0036	0.0029	-0.0007	-20.5%	0.0201
ATR	0.0054	0.0052	-0.0002	-3.3%	0.0000
Volume	75,070	53,976	-21,094	-28.1%	390,509

Daily Pivots for day following 06-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7548	0.7531	0.7471
R3	0.7519	0.7502	0.7463
R2	0.7490	0.7490	0.7461
R1	0.7473	0.7473	0.7458	0.7467
PP	0.7461	0.7461	0.7461	0.7458
S1	0.7444	0.7444	0.7453	0.7438
S2	0.7432	0.7432	0.7450
S3	0.7403	0.7415	0.7448
S4	0.7374	0.7386	0.7440

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	0.7597	0.7442	0.0155	2.1%	0.0047	0.6%	9%	False	False	77,226
10	0.7668	0.7442	0.0226	3.0%	0.0051	0.7%	6%	False	False	68,775
20	0.7690	0.7442	0.0248	3.3%	0.0050	0.7%	5%	False	False	59,730
40	0.7715	0.7442	0.0272	3.7%	0.0058	0.8%	5%	False	False	64,116
60	0.7715	0.7361	0.0354	4.7%	0.0056	0.7%	27%	False	False	56,348
80	0.7715	0.7361	0.0354	4.7%	0.0057	0.8%	27%	False	False	42,542
100	0.7715	0.7361	0.0354	4.7%	0.0055	0.7%	27%	False	False	34,095
120	0.7715	0.7361	0.0354	4.7%	0.0056	0.8%	27%	False	False	28,439

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 55 trading days

Fibonacci Retracements and Extensions
4.250	0.7601
2.618	0.7554
1.618	0.7525
1.000	0.7507
0.618	0.7496
HIGH	0.7478
0.618	0.7467
0.500	0.7464
0.382	0.7460
LOW	0.7449
0.618	0.7431
1.000	0.7420
1.618	0.7402
2.618	0.7373
4.250	0.7326

Fisher Pivots for day following 06-Mar-2017
Pivot	1 day	3 day
R1	0.7464	0.7473
PP	0.7461	0.7467
S1	0.7458	0.7461

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

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