CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 02-May-2017

Day Change Summary
	Previous	Current
	01-May-2017	02-May-2017	Change	Change %	Previous Week
Open	0.7328	0.7315	-0.0013	-0.2%	0.7422
High	0.7338	0.7330	-0.0008	-0.1%	0.7464
Low	0.7311	0.7273	-0.0039	-0.5%	0.7306
Close	0.7322	0.7293	-0.0029	-0.4%	0.7320
Range	0.0027	0.0058	0.0031	117.0%	0.0158
ATR	0.0048	0.0048	0.0001	1.5%	0.0000
Volume	39,490	77,346	37,856	95.9%	414,780

Daily Pivots for day following 02-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7471	0.7440	0.7325
R3	0.7414	0.7382	0.7309
R2	0.7356	0.7356	0.7304
R1	0.7325	0.7325	0.7298	0.7312
PP	0.7299	0.7299	0.7299	0.7292
S1	0.7267	0.7267	0.7288	0.7254
S2	0.7241	0.7241	0.7282
S3	0.7184	0.7210	0.7277
S4	0.7126	0.7152	0.7261

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	0.7396	0.7273	0.0124	1.7%	0.0049	0.7%	17%	False	True	76,795
10	0.7483	0.7273	0.0210	2.9%	0.0050	0.7%	10%	False	True	72,221
20	0.7569	0.7273	0.0296	4.1%	0.0048	0.7%	7%	False	True	65,859
40	0.7569	0.7273	0.0296	4.1%	0.0046	0.6%	7%	False	True	62,537
60	0.7697	0.7273	0.0425	5.8%	0.0047	0.6%	5%	False	True	42,365
80	0.7723	0.7273	0.0450	6.2%	0.0051	0.7%	5%	False	True	31,832
100	0.7723	0.7273	0.0450	6.2%	0.0050	0.7%	5%	False	True	25,496

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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7574
2.618	0.7481
1.618	0.7423
1.000	0.7388
0.618	0.7366
HIGH	0.7330
0.618	0.7308
0.500	0.7301
0.382	0.7294
LOW	0.7273
0.618	0.7237
1.000	0.7215
1.618	0.7179
2.618	0.7122
4.250	0.7028

Fisher Pivots for day following 02-May-2017
Pivot	1 day	3 day
R1	0.7301	0.7308
PP	0.7299	0.7303
S1	0.7296	0.7298

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

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