CME Canadian Dollar Future June 2017

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

Day Change Summary
	Previous	Current
	31-Mar-2017	03-Apr-2017	Change	Change %	Previous Week
Open	0.7505	0.7521	0.0016	0.2%	0.7494
High	0.7536	0.7522	-0.0014	-0.2%	0.7541
Low	0.7489	0.7470	-0.0019	-0.2%	0.7463
Close	0.7533	0.7478	-0.0055	-0.7%	0.7533
Range	0.0047	0.0052	0.0005	9.6%	0.0078
ATR	0.0045	0.0046	0.0001	2.9%	0.0000
Volume	64,715	66,707	1,992	3.1%	284,195

Daily Pivots for day following 03-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7644	0.7613	0.7506
R3	0.7593	0.7561	0.7492
R2	0.7541	0.7541	0.7487
R1	0.7510	0.7510	0.7483	0.7500
PP	0.7490	0.7490	0.7490	0.7485
S1	0.7458	0.7458	0.7473	0.7448
S2	0.7438	0.7438	0.7469
S3	0.7387	0.7407	0.7464
S4	0.7335	0.7355	0.7450

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%	0.0044	0.6%	19%	False	False	59,669
10	0.7549	0.7463	0.0086	1.1%	0.0042	0.6%	18%	False	False	57,340
20	0.7549	0.7398	0.0151	2.0%	0.0044	0.6%	53%	False	False	59,214
40	0.7697	0.7398	0.0299	4.0%	0.0047	0.6%	27%	False	False	30,618
60	0.7723	0.7398	0.0325	4.3%	0.0052	0.7%	25%	False	False	20,490
80	0.7723	0.7371	0.0352	4.7%	0.0051	0.7%	30%	False	False	15,405

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	0.0012
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7740
2.618	0.7656
1.618	0.7605
1.000	0.7573
0.618	0.7553
HIGH	0.7522
0.618	0.7502
0.500	0.7496
0.382	0.7490
LOW	0.7470
0.618	0.7438
1.000	0.7418
1.618	0.7387
2.618	0.7335
4.250	0.7251

Fisher Pivots for day following 03-Apr-2017
Pivot	1 day	3 day
R1	0.7496	0.7505
PP	0.7490	0.7496
S1	0.7484	0.7487

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

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