CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 31-Mar-2017

Day Change Summary
	Previous	Current
	30-Mar-2017	31-Mar-2017	Change	Change %	Previous Week
Open	0.7511	0.7505	-0.0006	-0.1%	0.7494
High	0.7541	0.7536	-0.0005	-0.1%	0.7541
Low	0.7498	0.7489	-0.0010	-0.1%	0.7463
Close	0.7519	0.7533	0.0014	0.2%	0.7533
Range	0.0043	0.0047	0.0005	10.6%	0.0078
ATR	0.0045	0.0045	0.0000	0.3%	0.0000
Volume	62,726	64,715	1,989	3.2%	284,195

Daily Pivots for day following 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7660	0.7644	0.7559
R3	0.7613	0.7597	0.7546
R2	0.7566	0.7566	0.7542
R1	0.7550	0.7550	0.7537	0.7558
PP	0.7519	0.7519	0.7519	0.7523
S1	0.7502	0.7502	0.7529	0.7511
S2	0.7472	0.7472	0.7524
S3	0.7425	0.7455	0.7520
S4	0.7378	0.7408	0.7507

Weekly Pivots for week ending 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7745	0.7716	0.7576
R3	0.7667	0.7639	0.7554
R2	0.7590	0.7590	0.7547
R1	0.7561	0.7561	0.7540	0.7576
PP	0.7512	0.7512	0.7512	0.7519
S1	0.7484	0.7484	0.7526	0.7498
S2	0.7435	0.7435	0.7519
S3	0.7357	0.7406	0.7512
S4	0.7280	0.7329	0.7490

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7541	0.7463	0.0078	1.0%	0.0043	0.6%	90%	False	False	56,839
10	0.7549	0.7463	0.0086	1.1%	0.0041	0.5%	82%	False	False	55,094
20	0.7549	0.7398	0.0151	2.0%	0.0043	0.6%	90%	False	False	56,233
40	0.7706	0.7398	0.0308	4.1%	0.0047	0.6%	44%	False	False	28,957
60	0.7723	0.7398	0.0325	4.3%	0.0052	0.7%	42%	False	False	19,381
80	0.7723	0.7371	0.0352	4.7%	0.0051	0.7%	46%	False	False	14,571

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7735
2.618	0.7659
1.618	0.7612
1.000	0.7583
0.618	0.7565
HIGH	0.7536
0.618	0.7518
0.500	0.7512
0.382	0.7506
LOW	0.7489
0.618	0.7459
1.000	0.7441
1.618	0.7412
2.618	0.7365
4.250	0.7289

Fisher Pivots for day following 31-Mar-2017
Pivot	1 day	3 day
R1	0.7526	0.7524
PP	0.7519	0.7515
S1	0.7512	0.7506

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

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