CME Canadian Dollar Future June 2017

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

Day Change Summary
	Previous	Current
	06-Apr-2017	07-Apr-2017	Change	Change %	Previous Week
Open	0.7449	0.7459	0.0011	0.1%	0.7521
High	0.7471	0.7502	0.0032	0.4%	0.7522
Low	0.7442	0.7452	0.0011	0.1%	0.7439
Close	0.7464	0.7462	-0.0003	0.0%	0.7462
Range	0.0029	0.0050	0.0021	72.4%	0.0083
ATR	0.0044	0.0045	0.0000	0.9%	0.0000
Volume	42,302	72,544	30,242	71.5%	297,613

Daily Pivots for day following 07-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7622	0.7592	0.7489
R3	0.7572	0.7542	0.7475
R2	0.7522	0.7522	0.7471
R1	0.7492	0.7492	0.7466	0.7507
PP	0.7472	0.7472	0.7472	0.7479
S1	0.7442	0.7442	0.7457	0.7457
S2	0.7422	0.7422	0.7452
S3	0.7372	0.7392	0.7448
S4	0.7322	0.7342	0.7434

Weekly Pivots for week ending 07-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7723	0.7675	0.7507
R3	0.7640	0.7592	0.7484
R2	0.7557	0.7557	0.7477
R1	0.7509	0.7509	0.7469	0.7492
PP	0.7474	0.7474	0.7474	0.7465
S1	0.7426	0.7426	0.7454	0.7409
S2	0.7391	0.7391	0.7446
S3	0.7308	0.7343	0.7439
S4	0.7225	0.7260	0.7416

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7522	0.7439	0.0083	1.1%	0.0042	0.6%	28%	False	False	59,522
10	0.7541	0.7439	0.0102	1.4%	0.0043	0.6%	23%	False	False	58,180
20	0.7549	0.7420	0.0129	1.7%	0.0043	0.6%	32%	False	False	59,372
40	0.7695	0.7398	0.0297	4.0%	0.0045	0.6%	21%	False	False	36,367
60	0.7723	0.7398	0.0325	4.3%	0.0051	0.7%	20%	False	False	24,329
80	0.7723	0.7371	0.0352	4.7%	0.0052	0.7%	26%	False	False	18,282

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7715
2.618	0.7633
1.618	0.7583
1.000	0.7552
0.618	0.7533
HIGH	0.7502
0.618	0.7483
0.500	0.7477
0.382	0.7471
LOW	0.7452
0.618	0.7421
1.000	0.7402
1.618	0.7371
2.618	0.7321
4.250	0.7240

Fisher Pivots for day following 07-Apr-2017
Pivot	1 day	3 day
R1	0.7477	0.7472
PP	0.7472	0.7468
S1	0.7467	0.7465

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

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