CME Canadian Dollar Future March 2017

Trading Metrics calculated at close of trading on 09-Mar-2017

Day Change Summary
	Previous	Current
	08-Mar-2017	09-Mar-2017	Change	Change %	Previous Week
Open	0.7454	0.7408	-0.0046	-0.6%	0.7635
High	0.7464	0.7417	-0.0048	-0.6%	0.7644
Low	0.7406	0.7388	-0.0018	-0.2%	0.7442
Close	0.7411	0.7399	-0.0012	-0.2%	0.7462
Range	0.0058	0.0029	-0.0030	-50.9%	0.0201
ATR	0.0051	0.0049	-0.0002	-3.1%	0.0000
Volume	98,026	93,723	-4,303	-4.4%	390,509

Daily Pivots for day following 09-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7487	0.7471	0.7415
R3	0.7458	0.7443	0.7407
R2	0.7430	0.7430	0.7404
R1	0.7414	0.7414	0.7402	0.7408
PP	0.7401	0.7401	0.7401	0.7398
S1	0.7386	0.7386	0.7396	0.7379
S2	0.7373	0.7373	0.7394
S3	0.7344	0.7357	0.7391
S4	0.7316	0.7329	0.7383

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	0.7479	0.7388	0.0091	1.2%	0.0036	0.5%	12%	False	True	76,988
10	0.7668	0.7388	0.0280	3.8%	0.0045	0.6%	4%	False	True	76,707
20	0.7688	0.7388	0.0300	4.1%	0.0046	0.6%	4%	False	True	64,894
40	0.7715	0.7388	0.0327	4.4%	0.0057	0.8%	3%	False	True	66,587
60	0.7715	0.7361	0.0354	4.8%	0.0056	0.8%	11%	False	False	60,398
80	0.7715	0.7361	0.0354	4.8%	0.0055	0.7%	11%	False	False	45,704
100	0.7715	0.7361	0.0354	4.8%	0.0055	0.7%	11%	False	False	36,651
120	0.7715	0.7361	0.0354	4.8%	0.0056	0.8%	11%	False	False	30,568

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	0.0009
Narrowest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	0.7538
2.618	0.7491
1.618	0.7463
1.000	0.7445
0.618	0.7434
HIGH	0.7417
0.618	0.7406
0.500	0.7402
0.382	0.7399
LOW	0.7388
0.618	0.7370
1.000	0.7360
1.618	0.7342
2.618	0.7313
4.250	0.7267

Fisher Pivots for day following 09-Mar-2017
Pivot	1 day	3 day
R1	0.7402	0.7430
PP	0.7401	0.7420
S1	0.7400	0.7409

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

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