CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 08-May-2017

Day Change Summary
	Previous	Current
	05-May-2017	08-May-2017	Change	Change %	Previous Week
Open	0.7279	0.7326	0.0047	0.6%	0.7328
High	0.7334	0.7334	-0.0001	0.0%	0.7338
Low	0.7254	0.7285	0.0032	0.4%	0.7254
Close	0.7312	0.7307	-0.0004	-0.1%	0.7312
Range	0.0081	0.0049	-0.0032	-39.8%	0.0084
ATR	0.0049	0.0049	0.0000	-0.1%	0.0000
Volume	93,815	71,265	-22,550	-24.0%	365,860

Daily Pivots for day following 08-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7454	0.7429	0.7334
R3	0.7406	0.7381	0.7320
R2	0.7357	0.7357	0.7316
R1	0.7332	0.7332	0.7311	0.7320
PP	0.7309	0.7309	0.7309	0.7303
S1	0.7284	0.7284	0.7303	0.7272
S2	0.7260	0.7260	0.7298
S3	0.7212	0.7235	0.7294
S4	0.7163	0.7187	0.7280

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	0.7334	0.7254	0.0081	1.1%	0.0053	0.7%	66%	False	False	79,527
10	0.7411	0.7254	0.0157	2.1%	0.0052	0.7%	34%	False	False	78,885
20	0.7569	0.7254	0.0315	4.3%	0.0050	0.7%	17%	False	False	70,329
40	0.7569	0.7254	0.0315	4.3%	0.0047	0.6%	17%	False	False	64,850
60	0.7695	0.7254	0.0442	6.0%	0.0047	0.6%	12%	False	False	47,687
80	0.7723	0.7254	0.0469	6.4%	0.0051	0.7%	11%	False	False	35,829
100	0.7723	0.7254	0.0469	6.4%	0.0051	0.7%	11%	False	False	28,691

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	0.7540
2.618	0.7460
1.618	0.7412
1.000	0.7382
0.618	0.7363
HIGH	0.7334
0.618	0.7315
0.500	0.7309
0.382	0.7304
LOW	0.7285
0.618	0.7255
1.000	0.7237
1.618	0.7207
2.618	0.7158
4.250	0.7079

Fisher Pivots for day following 08-May-2017
Pivot	1 day	3 day
R1	0.7309	0.7303
PP	0.7309	0.7298
S1	0.7308	0.7294

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

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