CME Canadian Dollar Future September 2017

Trading Metrics calculated at close of trading on 07-Jul-2017

Day Change Summary
	Previous	Current
	06-Jul-2017	07-Jul-2017	Change	Change %	Previous Week
Open	0.7725	0.7715	-0.0011	-0.1%	0.7720
High	0.7747	0.7785	0.0038	0.5%	0.7785
Low	0.7711	0.7705	-0.0006	-0.1%	0.7693
Close	0.7725	0.7773	0.0048	0.6%	0.7773
Range	0.0036	0.0080	0.0044	123.6%	0.0092
ATR	0.0049	0.0052	0.0002	4.5%	0.0000
Volume	72,120	86,727	14,607	20.3%	315,185

Daily Pivots for day following 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7995	0.7964	0.7817
R3	0.7915	0.7884	0.7795
R2	0.7834	0.7834	0.7787
R1	0.7804	0.7804	0.7780	0.7819
PP	0.7754	0.7754	0.7754	0.7762
S1	0.7723	0.7723	0.7765	0.7739
S2	0.7674	0.7674	0.7758
S3	0.7593	0.7643	0.7750
S4	0.7513	0.7562	0.7728

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8026	0.7991	0.7823
R3	0.7934	0.7899	0.7798
R2	0.7842	0.7842	0.7789
R1	0.7807	0.7807	0.7781	0.7825
PP	0.7750	0.7750	0.7750	0.7759
S1	0.7715	0.7715	0.7764	0.7733
S2	0.7658	0.7658	0.7756
S3	0.7566	0.7623	0.7747
S4	0.7474	0.7531	0.7722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7785	0.7693	0.0092	1.2%	0.0048	0.6%	86%	True	False	78,985
10	0.7785	0.7526	0.0259	3.3%	0.0054	0.7%	95%	True	False	80,083
20	0.7785	0.7407	0.0378	4.9%	0.0055	0.7%	97%	True	False	69,420
40	0.7785	0.7279	0.0506	6.5%	0.0049	0.6%	98%	True	False	35,885
60	0.7785	0.7267	0.0518	6.7%	0.0048	0.6%	98%	True	False	24,044
80	0.7785	0.7267	0.0518	6.7%	0.0047	0.6%	98%	True	False	18,054

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8127
2.618	0.7996
1.618	0.7915
1.000	0.7865
0.618	0.7835
HIGH	0.7785
0.618	0.7754
0.500	0.7745
0.382	0.7735
LOW	0.7705
0.618	0.7655
1.000	0.7624
1.618	0.7574
2.618	0.7494
4.250	0.7362

Fisher Pivots for day following 07-Jul-2017
Pivot	1 day	3 day
R1	0.7763	0.7761
PP	0.7754	0.7750
S1	0.7745	0.7739

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

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