CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 06-Jun-2017

Day Change Summary
	Previous	Current
	05-Jun-2017	06-Jun-2017	Change	Change %	Previous Week
Open	0.7416	0.7425	0.0009	0.1%	0.7435
High	0.7432	0.7444	0.0011	0.2%	0.7450
Low	0.7408	0.7417	0.0009	0.1%	0.7383
Close	0.7424	0.7433	0.0009	0.1%	0.7413
Range	0.0024	0.0027	0.0003	12.5%	0.0067
ATR	0.0045	0.0044	-0.0001	-2.9%	0.0000
Volume	41,968	61,905	19,937	47.5%	256,684

Daily Pivots for day following 06-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7512	0.7499	0.7447
R3	0.7485	0.7472	0.7440
R2	0.7458	0.7458	0.7437
R1	0.7445	0.7445	0.7435	0.7452
PP	0.7431	0.7431	0.7431	0.7434
S1	0.7418	0.7418	0.7430	0.7425
S2	0.7404	0.7404	0.7428
S3	0.7377	0.7391	0.7425
S4	0.7350	0.7364	0.7418

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7615	0.7580	0.7449
R3	0.7548	0.7514	0.7431
R2	0.7482	0.7482	0.7425
R1	0.7447	0.7447	0.7419	0.7431
PP	0.7415	0.7415	0.7415	0.7407
S1	0.7380	0.7380	0.7406	0.7364
S2	0.7348	0.7348	0.7400
S3	0.7282	0.7314	0.7394
S4	0.7215	0.7247	0.7376

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7448	0.7383	0.0065	0.9%	0.0035	0.5%	76%	False	False	61,774
10	0.7472	0.7383	0.0089	1.2%	0.0043	0.6%	56%	False	False	62,288
20	0.7472	0.7266	0.0206	2.8%	0.0045	0.6%	81%	False	False	66,586
40	0.7569	0.7254	0.0315	4.2%	0.0047	0.6%	57%	False	False	68,458
60	0.7569	0.7254	0.0315	4.2%	0.0046	0.6%	57%	False	False	65,429
80	0.7695	0.7254	0.0442	5.9%	0.0046	0.6%	41%	False	False	52,412
100	0.7723	0.7254	0.0469	6.3%	0.0050	0.7%	38%	False	False	41,980
120	0.7723	0.7254	0.0469	6.3%	0.0050	0.7%	38%	False	False	35,007

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7558
2.618	0.7514
1.618	0.7487
1.000	0.7471
0.618	0.7460
HIGH	0.7444
0.618	0.7433
0.500	0.7430
0.382	0.7427
LOW	0.7417
0.618	0.7400
1.000	0.7390
1.618	0.7373
2.618	0.7346
4.250	0.7302

Fisher Pivots for day following 06-Jun-2017
Pivot	1 day	3 day
R1	0.7432	0.7426
PP	0.7431	0.7420
S1	0.7430	0.7413

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

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