CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 28-Apr-2017

Day Change Summary
	Previous	Current
	27-Apr-2017	28-Apr-2017	Change	Change %	Previous Week
Open	0.7346	0.7339	-0.0008	-0.1%	0.7422
High	0.7396	0.7344	-0.0052	-0.7%	0.7464
Low	0.7320	0.7306	-0.0014	-0.2%	0.7306
Close	0.7348	0.7320	-0.0028	-0.4%	0.7320
Range	0.0077	0.0038	-0.0038	-49.7%	0.0158
ATR	0.0050	0.0049	-0.0001	-1.0%	0.0000
Volume	94,035	74,194	-19,841	-21.1%	414,780

Daily Pivots for day following 28-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7439	0.7418	0.7341
R3	0.7400	0.7379	0.7331
R2	0.7362	0.7362	0.7327
R1	0.7341	0.7341	0.7324	0.7332
PP	0.7323	0.7323	0.7323	0.7319
S1	0.7302	0.7302	0.7316	0.7294
S2	0.7285	0.7285	0.7313
S3	0.7246	0.7264	0.7309
S4	0.7208	0.7225	0.7299

Weekly Pivots for week ending 28-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7837	0.7736	0.7407
R3	0.7679	0.7578	0.7363
R2	0.7521	0.7521	0.7349
R1	0.7421	0.7421	0.7334	0.7392
PP	0.7363	0.7363	0.7363	0.7349
S1	0.7263	0.7263	0.7306	0.7234
S2	0.7205	0.7205	0.7291
S3	0.7047	0.7105	0.7277
S4	0.6889	0.6947	0.7233

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7464	0.7306	0.0158	2.2%	0.0058	0.8%	9%	False	True	82,956
10	0.7546	0.7306	0.0240	3.3%	0.0049	0.7%	6%	False	True	70,455
20	0.7569	0.7306	0.0263	3.6%	0.0048	0.7%	6%	False	True	66,589
40	0.7569	0.7306	0.0263	3.6%	0.0045	0.6%	6%	False	True	59,950
60	0.7715	0.7306	0.0409	5.6%	0.0047	0.6%	4%	False	True	40,428
80	0.7723	0.7306	0.0417	5.7%	0.0052	0.7%	3%	False	True	30,376
100	0.7723	0.7306	0.0417	5.7%	0.0050	0.7%	3%	False	True	24,328

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7508
2.618	0.7445
1.618	0.7406
1.000	0.7382
0.618	0.7368
HIGH	0.7344
0.618	0.7329
0.500	0.7325
0.382	0.7320
LOW	0.7306
0.618	0.7282
1.000	0.7267
1.618	0.7243
2.618	0.7205
4.250	0.7142

Fisher Pivots for day following 28-Apr-2017
Pivot	1 day	3 day
R1	0.7325	0.7351
PP	0.7323	0.7341
S1	0.7322	0.7330

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

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