CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 26-May-2017

Day Change Summary
	Previous	Current
	25-May-2017	26-May-2017	Change	Change %	Previous Week
Open	0.7463	0.7416	-0.0047	-0.6%	0.7405
High	0.7472	0.7447	-0.0026	-0.3%	0.7472
Low	0.7414	0.7412	-0.0002	0.0%	0.7388
Close	0.7416	0.7429	0.0013	0.2%	0.7429
Range	0.0059	0.0035	-0.0024	-40.2%	0.0084
ATR	0.0050	0.0049	-0.0001	-2.1%	0.0000
Volume	74,748	51,557	-23,191	-31.0%	308,253

Daily Pivots for day following 26-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7534	0.7517	0.7448
R3	0.7499	0.7482	0.7439
R2	0.7464	0.7464	0.7435
R1	0.7447	0.7447	0.7432	0.7455
PP	0.7429	0.7429	0.7429	0.7433
S1	0.7412	0.7412	0.7426	0.7420
S2	0.7394	0.7394	0.7423
S3	0.7359	0.7377	0.7419
S4	0.7324	0.7342	0.7410

Weekly Pivots for week ending 26-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7682	0.7639	0.7475
R3	0.7598	0.7555	0.7452
R2	0.7514	0.7514	0.7444
R1	0.7471	0.7471	0.7437	0.7493
PP	0.7430	0.7430	0.7430	0.7440
S1	0.7387	0.7387	0.7421	0.7409
S2	0.7346	0.7346	0.7414
S3	0.7262	0.7303	0.7406
S4	0.7178	0.7219	0.7383

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7472	0.7388	0.0084	1.1%	0.0048	0.6%	49%	False	False	61,650
10	0.7472	0.7291	0.0182	2.4%	0.0049	0.7%	76%	False	False	68,990
20	0.7472	0.7254	0.0219	2.9%	0.0048	0.7%	80%	False	False	70,415
40	0.7569	0.7254	0.0315	4.2%	0.0048	0.6%	56%	False	False	68,502
60	0.7569	0.7254	0.0315	4.2%	0.0046	0.6%	56%	False	False	63,438
80	0.7715	0.7254	0.0461	6.2%	0.0047	0.6%	38%	False	False	47,925
100	0.7723	0.7254	0.0469	6.3%	0.0051	0.7%	37%	False	False	38,384
120	0.7723	0.7254	0.0469	6.3%	0.0050	0.7%	37%	False	False	32,009

Crabel Price Patterns
NR	True
NR4	True
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7595
2.618	0.7538
1.618	0.7503
1.000	0.7482
0.618	0.7468
HIGH	0.7447
0.618	0.7433
0.500	0.7429
0.382	0.7425
LOW	0.7412
0.618	0.7390
1.000	0.7377
1.618	0.7355
2.618	0.7320
4.250	0.7263

Fisher Pivots for day following 26-May-2017
Pivot	1 day	3 day
R1	0.7429	0.7430
PP	0.7429	0.7430
S1	0.7429	0.7429

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

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