CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 09-Jun-2017

Day Change Summary
	Previous	Current
	08-Jun-2017	09-Jun-2017	Change	Change %	Previous Week
Open	0.7406	0.7400	-0.0006	-0.1%	0.7416
High	0.7418	0.7452	0.0034	0.5%	0.7452
Low	0.7397	0.7393	-0.0004	-0.1%	0.7393
Close	0.7408	0.7425	0.0017	0.2%	0.7425
Range	0.0021	0.0059	0.0039	190.2%	0.0059
ATR	0.0043	0.0044	0.0001	2.7%	0.0000
Volume	55,193	89,593	34,400	62.3%	312,967

Daily Pivots for day following 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7601	0.7572	0.7457
R3	0.7542	0.7513	0.7441
R2	0.7482	0.7482	0.7435
R1	0.7454	0.7454	0.7430	0.7468
PP	0.7423	0.7423	0.7423	0.7430
S1	0.7394	0.7394	0.7419	0.7409
S2	0.7364	0.7364	0.7414
S3	0.7304	0.7335	0.7408
S4	0.7245	0.7275	0.7392

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7601	0.7572	0.7457
R3	0.7542	0.7513	0.7441
R2	0.7482	0.7482	0.7435
R1	0.7454	0.7454	0.7430	0.7468
PP	0.7423	0.7423	0.7423	0.7430
S1	0.7394	0.7394	0.7419	0.7409
S2	0.7364	0.7364	0.7414
S3	0.7304	0.7335	0.7408
S4	0.7245	0.7275	0.7392

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7452	0.7393	0.0059	0.8%	0.0037	0.5%	54%	True	True	62,593
10	0.7452	0.7383	0.0069	0.9%	0.0039	0.5%	60%	True	False	62,120
20	0.7472	0.7281	0.0192	2.6%	0.0044	0.6%	75%	False	False	65,753
40	0.7569	0.7254	0.0315	4.2%	0.0047	0.6%	54%	False	False	68,575
60	0.7569	0.7254	0.0315	4.2%	0.0046	0.6%	54%	False	False	65,388
80	0.7695	0.7254	0.0442	5.9%	0.0046	0.6%	39%	False	False	55,011
100	0.7723	0.7254	0.0469	6.3%	0.0049	0.7%	36%	False	False	44,064
120	0.7723	0.7254	0.0469	6.3%	0.0050	0.7%	36%	False	False	36,745

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7705
2.618	0.7608
1.618	0.7548
1.000	0.7511
0.618	0.7489
HIGH	0.7452
0.618	0.7429
0.500	0.7422
0.382	0.7415
LOW	0.7393
0.618	0.7356
1.000	0.7333
1.618	0.7296
2.618	0.7237
4.250	0.7140

Fisher Pivots for day following 09-Jun-2017
Pivot	1 day	3 day
R1	0.7424	0.7424
PP	0.7423	0.7423
S1	0.7422	0.7422

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

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