CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 23-May-2017

Day Change Summary
	Previous	Current
	22-May-2017	23-May-2017	Change	Change %	Previous Week
Open	0.7405	0.7410	0.0005	0.1%	0.7299
High	0.7419	0.7435	0.0016	0.2%	0.7406
Low	0.7389	0.7396	0.0007	0.1%	0.7291
Close	0.7406	0.7399	-0.0007	-0.1%	0.7403
Range	0.0030	0.0039	0.0009	30.0%	0.0116
ATR	0.0048	0.0047	-0.0001	-1.3%	0.0000
Volume	45,921	57,768	11,847	25.8%	381,654

Daily Pivots for day following 23-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7527	0.7502	0.7420
R3	0.7488	0.7463	0.7410
R2	0.7449	0.7449	0.7406
R1	0.7424	0.7424	0.7403	0.7417
PP	0.7410	0.7410	0.7410	0.7406
S1	0.7385	0.7385	0.7395	0.7378
S2	0.7371	0.7371	0.7392
S3	0.7332	0.7346	0.7388
S4	0.7293	0.7307	0.7378

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	0.7435	0.7319	0.0116	1.6%	0.0042	0.6%	69%	True	False	68,367
10	0.7435	0.7266	0.0169	2.3%	0.0046	0.6%	79%	True	False	68,877
20	0.7435	0.7254	0.0181	2.4%	0.0048	0.6%	80%	True	False	73,544
40	0.7569	0.7254	0.0315	4.3%	0.0047	0.6%	46%	False	False	67,561
60	0.7604	0.7254	0.0351	4.7%	0.0046	0.6%	42%	False	False	60,319
80	0.7723	0.7254	0.0469	6.3%	0.0047	0.6%	31%	False	False	45,376
100	0.7723	0.7254	0.0469	6.3%	0.0051	0.7%	31%	False	False	36,343
120	0.7723	0.7254	0.0469	6.3%	0.0050	0.7%	31%	False	False	30,305

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7600
2.618	0.7537
1.618	0.7498
1.000	0.7474
0.618	0.7459
HIGH	0.7435
0.618	0.7420
0.500	0.7415
0.382	0.7410
LOW	0.7396
0.618	0.7371
1.000	0.7357
1.618	0.7332
2.618	0.7293
4.250	0.7230

Fisher Pivots for day following 23-May-2017
Pivot	1 day	3 day
R1	0.7415	0.7397
PP	0.7410	0.7395
S1	0.7404	0.7393

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

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