CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 01-Apr-2016

Day Change Summary
	Previous	Current
	31-Mar-2016	01-Apr-2016	Change	Change %	Previous Week
Open	0.7714	0.7703	-0.0011	-0.1%	0.7535
High	0.7798	0.7711	-0.0087	-1.1%	0.7798
Low	0.7686	0.7606	-0.0080	-1.0%	0.7528
Close	0.7707	0.7677	-0.0030	-0.4%	0.7677
Range	0.0112	0.0105	-0.0007	-6.3%	0.0270
ATR	0.0086	0.0087	0.0001	1.6%	0.0000
Volume	86,843	83,142	-3,701	-4.3%	341,193

Daily Pivots for day following 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7980	0.7933	0.7735
R3	0.7875	0.7828	0.7706
R2	0.7770	0.7770	0.7696
R1	0.7723	0.7723	0.7687	0.7694
PP	0.7665	0.7665	0.7665	0.7650
S1	0.7618	0.7618	0.7667	0.7589
S2	0.7560	0.7560	0.7658
S3	0.7455	0.7513	0.7648
S4	0.7350	0.7408	0.7619

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8478	0.8347	0.7826
R3	0.8208	0.8077	0.7751
R2	0.7938	0.7938	0.7727
R1	0.7807	0.7807	0.7702	0.7873
PP	0.7668	0.7668	0.7668	0.7700
S1	0.7537	0.7537	0.7652	0.7603
S2	0.7398	0.7398	0.7628
S3	0.7128	0.7267	0.7603
S4	0.6858	0.6997	0.7529

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7798	0.7528	0.0270	3.5%	0.0096	1.3%	55%	False	False	68,238
10	0.7798	0.7521	0.0277	3.6%	0.0082	1.1%	56%	False	False	61,145
20	0.7798	0.7424	0.0374	4.9%	0.0090	1.2%	68%	False	False	56,719
40	0.7798	0.7139	0.0659	8.6%	0.0082	1.1%	82%	False	False	28,831
60	0.7798	0.6819	0.0979	12.8%	0.0082	1.1%	88%	False	False	19,338
80	0.7798	0.6819	0.0979	12.8%	0.0071	0.9%	88%	False	False	14,530
100	0.7798	0.6819	0.0979	12.8%	0.0062	0.8%	88%	False	False	11,632
120	0.7798	0.6819	0.0979	12.8%	0.0060	0.8%	88%	False	False	9,700

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8157
2.618	0.7986
1.618	0.7881
1.000	0.7816
0.618	0.7776
HIGH	0.7711
0.618	0.7671
0.500	0.7659
0.382	0.7646
LOW	0.7606
0.618	0.7541
1.000	0.7501
1.618	0.7436
2.618	0.7331
4.250	0.7160

Fisher Pivots for day following 01-Apr-2016
Pivot	1 day	3 day
R1	0.7671	0.7702
PP	0.7665	0.7694
S1	0.7659	0.7685

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

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