CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 01-Jun-2017

Day Change Summary
	Previous	Current
	31-May-2017	01-Jun-2017	Change	Change %	Previous Week
Open	0.7427	0.7411	-0.0016	-0.2%	0.7405
High	0.7448	0.7427	-0.0022	-0.3%	0.7472
Low	0.7397	0.7395	-0.0003	0.0%	0.7388
Close	0.7407	0.7402	-0.0005	-0.1%	0.7429
Range	0.0051	0.0032	-0.0019	-37.3%	0.0084
ATR	0.0049	0.0048	-0.0001	-2.5%	0.0000
Volume	73,734	65,227	-8,507	-11.5%	308,253

Daily Pivots for day following 01-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7504	0.7485	0.7419
R3	0.7472	0.7453	0.7410
R2	0.7440	0.7440	0.7407
R1	0.7421	0.7421	0.7404	0.7414
PP	0.7408	0.7408	0.7408	0.7404
S1	0.7389	0.7389	0.7399	0.7382
S2	0.7376	0.7376	0.7396
S3	0.7344	0.7357	0.7393
S4	0.7312	0.7325	0.7384

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	0.7395	0.0078	1.0%	0.0044	0.6%	9%	False	True	63,389
10	0.7472	0.7319	0.0154	2.1%	0.0047	0.6%	54%	False	False	65,811
20	0.7472	0.7254	0.0219	3.0%	0.0049	0.7%	68%	False	False	70,291
40	0.7569	0.7254	0.0315	4.3%	0.0048	0.6%	47%	False	False	68,556
60	0.7569	0.7254	0.0315	4.3%	0.0047	0.6%	47%	False	False	66,075
80	0.7695	0.7254	0.0442	6.0%	0.0047	0.6%	34%	False	False	50,297
100	0.7723	0.7254	0.0469	6.3%	0.0050	0.7%	32%	False	False	40,285
120	0.7723	0.7254	0.0469	6.3%	0.0050	0.7%	32%	False	False	33,595

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7563
2.618	0.7510
1.618	0.7478
1.000	0.7459
0.618	0.7446
HIGH	0.7427
0.618	0.7414
0.500	0.7411
0.382	0.7407
LOW	0.7395
0.618	0.7375
1.000	0.7363
1.618	0.7343
2.618	0.7311
4.250	0.7259

Fisher Pivots for day following 01-Jun-2017
Pivot	1 day	3 day
R1	0.7411	0.7422
PP	0.7408	0.7415
S1	0.7405	0.7408

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

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