CME Canadian Dollar Future June 2017

Trading Metrics calculated at close of trading on 16-Jun-2017

Day Change Summary
	Previous	Current
	15-Jun-2017	16-Jun-2017	Change	Change %	Previous Week
Open	0.7553	0.7537	-0.0016	-0.2%	0.7430
High	0.7563	0.7571	0.0008	0.1%	0.7597
Low	0.7515	0.7534	0.0019	0.3%	0.7425
Close	0.7534	0.7565	0.0031	0.4%	0.7565
Range	0.0048	0.0036	-0.0012	-24.0%	0.0173
ATR	0.0049	0.0048	-0.0001	-1.9%	0.0000
Volume	129,119	30,387	-98,732	-76.5%	561,500

Daily Pivots for day following 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7666	0.7652	0.7585
R3	0.7629	0.7615	0.7575
R2	0.7593	0.7593	0.7571
R1	0.7579	0.7579	0.7568	0.7586
PP	0.7556	0.7556	0.7556	0.7560
S1	0.7542	0.7542	0.7561	0.7549
S2	0.7520	0.7520	0.7558
S3	0.7483	0.7506	0.7554
S4	0.7447	0.7469	0.7544

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8046	0.7978	0.7659
R3	0.7874	0.7805	0.7612
R2	0.7701	0.7701	0.7596
R1	0.7633	0.7633	0.7580	0.7667
PP	0.7529	0.7529	0.7529	0.7546
S1	0.7460	0.7460	0.7549	0.7495
S2	0.7356	0.7356	0.7533
S3	0.7184	0.7288	0.7517
S4	0.7011	0.7115	0.7470

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7597	0.7425	0.0173	2.3%	0.0059	0.8%	81%	False	False	112,300
10	0.7597	0.7393	0.0205	2.7%	0.0048	0.6%	84%	False	False	87,446
20	0.7597	0.7351	0.0247	3.3%	0.0047	0.6%	87%	False	False	75,836
40	0.7597	0.7254	0.0344	4.5%	0.0048	0.6%	91%	False	False	75,394
60	0.7597	0.7254	0.0344	4.5%	0.0047	0.6%	91%	False	False	69,659
80	0.7672	0.7254	0.0419	5.5%	0.0047	0.6%	74%	False	False	62,000
100	0.7723	0.7254	0.0469	6.2%	0.0048	0.6%	66%	False	False	49,661
120	0.7723	0.7254	0.0469	6.2%	0.0050	0.7%	66%	False	False	41,419

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0009
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7726
2.618	0.7666
1.618	0.7630
1.000	0.7607
0.618	0.7593
HIGH	0.7571
0.618	0.7557
0.500	0.7552
0.382	0.7548
LOW	0.7534
0.618	0.7511
1.000	0.7498
1.618	0.7475
2.618	0.7438
4.250	0.7379

Fisher Pivots for day following 16-Jun-2017
Pivot	1 day	3 day
R1	0.7560	0.7562
PP	0.7556	0.7559
S1	0.7552	0.7556

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

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