CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 03-May-2017

Day Change Summary
	Previous	Current
	02-May-2017	03-May-2017	Change	Change %	Previous Week
Open	0.7315	0.7298	-0.0017	-0.2%	0.7422
High	0.7330	0.7320	-0.0010	-0.1%	0.7464
Low	0.7273	0.7282	0.0010	0.1%	0.7306
Close	0.7293	0.7299	0.0006	0.1%	0.7320
Range	0.0058	0.0038	-0.0019	-33.9%	0.0158
ATR	0.0048	0.0048	-0.0001	-1.5%	0.0000
Volume	77,346	76,293	-1,053	-1.4%	414,780

Daily Pivots for day following 03-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7414	0.7395	0.7320
R3	0.7376	0.7357	0.7309
R2	0.7338	0.7338	0.7306
R1	0.7319	0.7319	0.7302	0.7329
PP	0.7300	0.7300	0.7300	0.7305
S1	0.7281	0.7281	0.7296	0.7291
S2	0.7262	0.7262	0.7292
S3	0.7224	0.7243	0.7289
S4	0.7186	0.7205	0.7278

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%	0.0047	0.6%	21%	False	False	72,271
10	0.7464	0.7273	0.0191	2.6%	0.0047	0.6%	14%	False	False	72,934
20	0.7569	0.7273	0.0296	4.1%	0.0047	0.6%	9%	False	False	66,822
40	0.7569	0.7273	0.0296	4.1%	0.0046	0.6%	9%	False	False	63,968
60	0.7695	0.7273	0.0423	5.8%	0.0046	0.6%	6%	False	False	43,633
80	0.7723	0.7273	0.0450	6.2%	0.0051	0.7%	6%	False	False	32,784
100	0.7723	0.7273	0.0450	6.2%	0.0050	0.7%	6%	False	False	26,256

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7482
2.618	0.7419
1.618	0.7381
1.000	0.7358
0.618	0.7343
HIGH	0.7320
0.618	0.7305
0.500	0.7301
0.382	0.7297
LOW	0.7282
0.618	0.7259
1.000	0.7244
1.618	0.7221
2.618	0.7183
4.250	0.7120

Fisher Pivots for day following 03-May-2017
Pivot	1 day	3 day
R1	0.7301	0.7305
PP	0.7300	0.7303
S1	0.7300	0.7301

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

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