CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 28-Jun-2017

Day Change Summary
	Previous	Current
	27-Jun-2017	28-Jun-2017	Change	Change %	Previous Week
Open	0.7560	0.7593	0.0033	0.4%	0.7578
High	0.7618	0.7696	0.0077	1.0%	0.7593
Low	0.7553	0.7588	0.0035	0.5%	0.7504
Close	0.7614	0.7687	0.0073	1.0%	0.7554
Range	0.0066	0.0108	0.0042	64.9%	0.0088
ATR	0.0049	0.0054	0.0004	8.5%	0.0000
Volume	78,907	123,503	44,596	56.5%	324,503

Daily Pivots for day following 28-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7981	0.7942	0.7746
R3	0.7873	0.7834	0.7716
R2	0.7765	0.7765	0.7706
R1	0.7726	0.7726	0.7696	0.7745
PP	0.7657	0.7657	0.7657	0.7666
S1	0.7618	0.7618	0.7677	0.7637
S2	0.7549	0.7549	0.7667
S3	0.7441	0.7510	0.7657
S4	0.7333	0.7402	0.7627

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7816	0.7773	0.7603
R3	0.7727	0.7685	0.7578
R2	0.7639	0.7639	0.7570
R1	0.7596	0.7596	0.7562	0.7573
PP	0.7550	0.7550	0.7550	0.7539
S1	0.7508	0.7508	0.7546	0.7485
S2	0.7462	0.7462	0.7538
S3	0.7373	0.7419	0.7530
S4	0.7285	0.7331	0.7505

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7696	0.7509	0.0186	2.4%	0.0067	0.9%	95%	True	False	74,748
10	0.7696	0.7504	0.0191	2.5%	0.0055	0.7%	95%	True	False	73,972
20	0.7696	0.7396	0.0300	3.9%	0.0051	0.7%	97%	True	False	46,281
40	0.7696	0.7267	0.0429	5.6%	0.0049	0.6%	98%	True	False	23,597
60	0.7696	0.7267	0.0429	5.6%	0.0048	0.6%	98%	True	False	15,828
80	0.7696	0.7267	0.0429	5.6%	0.0046	0.6%	98%	True	False	11,898

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 82 trading days

Fibonacci Retracements and Extensions
4.250	0.8155
2.618	0.7978
1.618	0.7870
1.000	0.7804
0.618	0.7762
HIGH	0.7696
0.618	0.7654
0.500	0.7642
0.382	0.7629
LOW	0.7588
0.618	0.7521
1.000	0.7480
1.618	0.7413
2.618	0.7305
4.250	0.7129

Fisher Pivots for day following 28-Jun-2017
Pivot	1 day	3 day
R1	0.7672	0.7665
PP	0.7657	0.7643
S1	0.7642	0.7622

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

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