CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 19-May-2017

Day Change Summary
	Previous	Current
	18-May-2017	19-May-2017	Change	Change %	Previous Week
Open	0.7363	0.7354	-0.0009	-0.1%	0.7299
High	0.7366	0.7406	0.0040	0.5%	0.7406
Low	0.7319	0.7351	0.0032	0.4%	0.7291
Close	0.7346	0.7403	0.0058	0.8%	0.7403
Range	0.0048	0.0056	0.0008	16.8%	0.0116
ATR	0.0049	0.0049	0.0001	1.8%	0.0000
Volume	81,879	77,335	-4,544	-5.5%	381,654

Daily Pivots for day following 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7553	0.7534	0.7434
R3	0.7498	0.7478	0.7418
R2	0.7442	0.7442	0.7413
R1	0.7423	0.7423	0.7408	0.7432
PP	0.7387	0.7387	0.7387	0.7391
S1	0.7367	0.7367	0.7398	0.7377
S2	0.7331	0.7331	0.7393
S3	0.7276	0.7312	0.7388
S4	0.7220	0.7256	0.7372

Weekly Pivots for week ending 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7713	0.7674	0.7467
R3	0.7598	0.7558	0.7435
R2	0.7482	0.7482	0.7424
R1	0.7443	0.7443	0.7414	0.7462
PP	0.7367	0.7367	0.7367	0.7376
S1	0.7327	0.7327	0.7392	0.7347
S2	0.7251	0.7251	0.7382
S3	0.7136	0.7212	0.7371
S4	0.7020	0.7096	0.7339

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7406	0.7291	0.0116	1.6%	0.0050	0.7%	97%	True	False	76,330
10	0.7406	0.7266	0.0140	1.9%	0.0049	0.7%	98%	True	False	73,419
20	0.7464	0.7254	0.0210	2.8%	0.0051	0.7%	71%	False	False	75,741
40	0.7569	0.7254	0.0315	4.3%	0.0047	0.6%	47%	False	False	67,401
60	0.7672	0.7254	0.0419	5.7%	0.0047	0.6%	36%	False	False	58,617
80	0.7723	0.7254	0.0469	6.3%	0.0048	0.6%	32%	False	False	44,082
100	0.7723	0.7254	0.0469	6.3%	0.0051	0.7%	32%	False	False	35,307

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7642
2.618	0.7551
1.618	0.7496
1.000	0.7462
0.618	0.7440
HIGH	0.7406
0.618	0.7385
0.500	0.7378
0.382	0.7372
LOW	0.7351
0.618	0.7316
1.000	0.7295
1.618	0.7261
2.618	0.7205
4.250	0.7115

Fisher Pivots for day following 19-May-2017
Pivot	1 day	3 day
R1	0.7395	0.7389
PP	0.7387	0.7376
S1	0.7378	0.7362

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

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