CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 01-May-2017

Day Change Summary
	Previous	Current
	28-Apr-2017	01-May-2017	Change	Change %	Previous Week
Open	0.7339	0.7328	-0.0011	-0.1%	0.7422
High	0.7344	0.7338	-0.0007	-0.1%	0.7464
Low	0.7306	0.7311	0.0005	0.1%	0.7306
Close	0.7320	0.7322	0.0002	0.0%	0.7320
Range	0.0038	0.0027	-0.0012	-31.2%	0.0158
ATR	0.0049	0.0048	-0.0002	-3.3%	0.0000
Volume	74,194	39,490	-34,704	-46.8%	414,780

Daily Pivots for day following 01-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7403	0.7389	0.7337
R3	0.7377	0.7363	0.7329
R2	0.7350	0.7350	0.7327
R1	0.7336	0.7336	0.7324	0.7330
PP	0.7324	0.7324	0.7324	0.7320
S1	0.7310	0.7310	0.7320	0.7303
S2	0.7297	0.7297	0.7317
S3	0.7271	0.7283	0.7315
S4	0.7244	0.7257	0.7307

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	0.7411	0.7306	0.0105	1.4%	0.0050	0.7%	16%	False	False	78,243
10	0.7517	0.7306	0.0211	2.9%	0.0049	0.7%	8%	False	False	71,658
20	0.7569	0.7306	0.0263	3.6%	0.0047	0.6%	6%	False	False	65,328
40	0.7569	0.7306	0.0263	3.6%	0.0045	0.6%	6%	False	False	60,780
60	0.7706	0.7306	0.0400	5.5%	0.0047	0.6%	4%	False	False	41,080
80	0.7723	0.7306	0.0417	5.7%	0.0051	0.7%	4%	False	False	30,868
100	0.7723	0.7306	0.0417	5.7%	0.0050	0.7%	4%	False	False	24,723

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7450
2.618	0.7407
1.618	0.7380
1.000	0.7364
0.618	0.7354
HIGH	0.7338
0.618	0.7327
0.500	0.7324
0.382	0.7321
LOW	0.7311
0.618	0.7295
1.000	0.7285
1.618	0.7268
2.618	0.7242
4.250	0.7198

Fisher Pivots for day following 01-May-2017
Pivot	1 day	3 day
R1	0.7324	0.7351
PP	0.7324	0.7341
S1	0.7323	0.7332

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

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