CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 07-Mar-2017

Day Change Summary
	Previous	Current
	06-Mar-2017	07-Mar-2017	Change	Change %	Previous Week
Open	0.7476	0.7457	-0.0018	-0.2%	0.7635
High	0.7478	0.7472	-0.0006	-0.1%	0.7644
Low	0.7449	0.7443	-0.0006	-0.1%	0.7442
Close	0.7456	0.7452	-0.0004	-0.1%	0.7462
Range	0.0029	0.0029	0.0000	0.0%	0.0201
ATR	0.0052	0.0050	-0.0002	-3.2%	0.0000
Volume	53,976	64,147	10,171	18.8%	390,509

Daily Pivots for day following 07-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7543	0.7526	0.7467
R3	0.7514	0.7497	0.7459
R2	0.7485	0.7485	0.7457
R1	0.7468	0.7468	0.7454	0.7462
PP	0.7456	0.7456	0.7456	0.7452
S1	0.7439	0.7439	0.7449	0.7433
S2	0.7426	0.7426	0.7446
S3	0.7397	0.7410	0.7444
S4	0.7368	0.7381	0.7436

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	0.7529	0.7442	0.0086	1.2%	0.0036	0.5%	11%	False	False	68,822
10	0.7668	0.7442	0.0226	3.0%	0.0049	0.7%	4%	False	False	69,348
20	0.7688	0.7442	0.0246	3.3%	0.0048	0.6%	4%	False	False	60,015
40	0.7715	0.7442	0.0272	3.7%	0.0057	0.8%	3%	False	False	64,024
60	0.7715	0.7361	0.0354	4.8%	0.0056	0.7%	26%	False	False	57,370
80	0.7715	0.7361	0.0354	4.8%	0.0056	0.8%	26%	False	False	43,340
100	0.7715	0.7361	0.0354	4.8%	0.0055	0.7%	26%	False	False	34,735
120	0.7715	0.7361	0.0354	4.8%	0.0056	0.7%	26%	False	False	28,972

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

Fibonacci Retracements and Extensions
4.250	0.7595
2.618	0.7548
1.618	0.7519
1.000	0.7501
0.618	0.7490
HIGH	0.7472
0.618	0.7461
0.500	0.7458
0.382	0.7454
LOW	0.7443
0.618	0.7425
1.000	0.7414
1.618	0.7396
2.618	0.7367
4.250	0.7320

Fisher Pivots for day following 07-Mar-2017
Pivot	1 day	3 day
R1	0.7458	0.7460
PP	0.7456	0.7457
S1	0.7454	0.7454

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

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