CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 25-May-2017

Day Change Summary
	Previous	Current
	24-May-2017	25-May-2017	Change	Change %	Previous Week
Open	0.7403	0.7463	0.0060	0.8%	0.7299
High	0.7464	0.7472	0.0009	0.1%	0.7406
Low	0.7388	0.7414	0.0026	0.3%	0.7291
Close	0.7447	0.7416	-0.0031	-0.4%	0.7403
Range	0.0076	0.0059	-0.0017	-22.5%	0.0116
ATR	0.0049	0.0050	0.0001	1.3%	0.0000
Volume	78,259	74,748	-3,511	-4.5%	381,654

Daily Pivots for day following 25-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7609	0.7571	0.7448
R3	0.7551	0.7513	0.7432
R2	0.7492	0.7492	0.7427
R1	0.7454	0.7454	0.7421	0.7444
PP	0.7434	0.7434	0.7434	0.7429
S1	0.7396	0.7396	0.7411	0.7385
S2	0.7375	0.7375	0.7405
S3	0.7317	0.7337	0.7400
S4	0.7258	0.7279	0.7384

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	0.7472	0.7351	0.0122	1.6%	0.0052	0.7%	54%	True	False	66,806
10	0.7472	0.7281	0.0192	2.6%	0.0050	0.7%	71%	True	False	69,385
20	0.7472	0.7254	0.0219	2.9%	0.0048	0.7%	74%	True	False	71,547
40	0.7569	0.7254	0.0315	4.2%	0.0048	0.7%	52%	False	False	68,781
60	0.7569	0.7254	0.0315	4.2%	0.0046	0.6%	52%	False	False	62,723
80	0.7715	0.7254	0.0461	6.2%	0.0047	0.6%	35%	False	False	47,283
100	0.7723	0.7254	0.0469	6.3%	0.0051	0.7%	35%	False	False	37,869
120	0.7723	0.7254	0.0469	6.3%	0.0050	0.7%	35%	False	False	31,580

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7721
2.618	0.7625
1.618	0.7567
1.000	0.7531
0.618	0.7508
HIGH	0.7472
0.618	0.7450
0.500	0.7443
0.382	0.7436
LOW	0.7414
0.618	0.7377
1.000	0.7355
1.618	0.7319
2.618	0.7260
4.250	0.7165

Fisher Pivots for day following 25-May-2017
Pivot	1 day	3 day
R1	0.7443	0.7430
PP	0.7434	0.7425
S1	0.7425	0.7421

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

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