CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 12-Apr-2017

Day Change Summary
	Previous	Current
	11-Apr-2017	12-Apr-2017	Change	Change %	Previous Week
Open	0.7511	0.7513	0.0002	0.0%	0.7521
High	0.7520	0.7563	0.0043	0.6%	0.7522
Low	0.7494	0.7504	0.0011	0.1%	0.7439
Close	0.7508	0.7514	0.0006	0.1%	0.7462
Range	0.0027	0.0058	0.0032	120.8%	0.0083
ATR	0.0044	0.0045	0.0001	2.3%	0.0000
Volume	50,063	105,724	55,661	111.2%	297,613

Daily Pivots for day following 12-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7702	0.7666	0.7546
R3	0.7644	0.7608	0.7530
R2	0.7585	0.7585	0.7524
R1	0.7549	0.7549	0.7519	0.7567
PP	0.7527	0.7527	0.7527	0.7536
S1	0.7491	0.7491	0.7508	0.7509
S2	0.7468	0.7468	0.7503
S3	0.7410	0.7432	0.7497
S4	0.7351	0.7374	0.7481

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	0.7563	0.7442	0.0121	1.6%	0.0045	0.6%	60%	True	False	63,849
10	0.7563	0.7439	0.0124	1.7%	0.0045	0.6%	60%	True	False	62,945
20	0.7563	0.7439	0.0124	1.7%	0.0043	0.6%	60%	True	False	59,015
40	0.7695	0.7398	0.0297	4.0%	0.0045	0.6%	39%	False	False	41,446
60	0.7723	0.7398	0.0325	4.3%	0.0050	0.7%	36%	False	False	27,723
80	0.7723	0.7371	0.0352	4.7%	0.0051	0.7%	41%	False	False	20,829

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7811
2.618	0.7716
1.618	0.7657
1.000	0.7621
0.618	0.7599
HIGH	0.7563
0.618	0.7540
0.500	0.7533
0.382	0.7526
LOW	0.7504
0.618	0.7468
1.000	0.7446
1.618	0.7409
2.618	0.7351
4.250	0.7255

Fisher Pivots for day following 12-Apr-2017
Pivot	1 day	3 day
R1	0.7533	0.7512
PP	0.7527	0.7510
S1	0.7520	0.7508

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

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