CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 05-May-2017

Day Change Summary
	Previous	Current
	04-May-2017	05-May-2017	Change	Change %	Previous Week
Open	0.7289	0.7279	-0.0010	-0.1%	0.7328
High	0.7303	0.7334	0.0031	0.4%	0.7338
Low	0.7263	0.7254	-0.0009	-0.1%	0.7254
Close	0.7270	0.7312	0.0042	0.6%	0.7312
Range	0.0040	0.0081	0.0040	98.8%	0.0084
ATR	0.0047	0.0049	0.0002	5.1%	0.0000
Volume	78,916	93,815	14,899	18.9%	365,860

Daily Pivots for day following 05-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7541	0.7507	0.7356
R3	0.7461	0.7426	0.7334
R2	0.7380	0.7380	0.7326
R1	0.7346	0.7346	0.7319	0.7363
PP	0.7300	0.7300	0.7300	0.7308
S1	0.7265	0.7265	0.7304	0.7283
S2	0.7219	0.7219	0.7297
S3	0.7139	0.7185	0.7289
S4	0.7058	0.7104	0.7267

Weekly Pivots for week ending 05-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7553	0.7516	0.7358
R3	0.7469	0.7432	0.7335
R2	0.7385	0.7385	0.7327
R1	0.7348	0.7348	0.7319	0.7325
PP	0.7301	0.7301	0.7301	0.7289
S1	0.7264	0.7264	0.7304	0.7241
S2	0.7217	0.7217	0.7296
S3	0.7133	0.7180	0.7288
S4	0.7049	0.7096	0.7265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7338	0.7254	0.0084	1.1%	0.0049	0.7%	69%	False	True	73,172
10	0.7464	0.7254	0.0210	2.9%	0.0053	0.7%	28%	False	True	78,064
20	0.7569	0.7254	0.0315	4.3%	0.0050	0.7%	18%	False	True	70,393
40	0.7569	0.7254	0.0315	4.3%	0.0047	0.6%	18%	False	True	65,481
60	0.7695	0.7254	0.0442	6.0%	0.0046	0.6%	13%	False	True	46,504
80	0.7723	0.7254	0.0469	6.4%	0.0051	0.7%	12%	False	True	34,940
100	0.7723	0.7254	0.0469	6.4%	0.0051	0.7%	12%	False	True	27,980

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	0.7676
2.618	0.7545
1.618	0.7464
1.000	0.7415
0.618	0.7384
HIGH	0.7334
0.618	0.7303
0.500	0.7294
0.382	0.7284
LOW	0.7254
0.618	0.7204
1.000	0.7173
1.618	0.7123
2.618	0.7043
4.250	0.6911

Fisher Pivots for day following 05-May-2017
Pivot	1 day	3 day
R1	0.7306	0.7306
PP	0.7300	0.7300
S1	0.7294	0.7294

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

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