CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 04-Apr-2016

Day Change Summary
	Previous	Current
	01-Apr-2016	04-Apr-2016	Change	Change %	Previous Week
Open	0.7703	0.7678	-0.0025	-0.3%	0.7535
High	0.7711	0.7692	-0.0019	-0.2%	0.7798
Low	0.7606	0.7641	0.0035	0.5%	0.7528
Close	0.7677	0.7657	-0.0020	-0.3%	0.7677
Range	0.0105	0.0051	-0.0054	-51.4%	0.0270
ATR	0.0087	0.0084	-0.0003	-3.0%	0.0000
Volume	83,142	41,411	-41,731	-50.2%	341,193

Daily Pivots for day following 04-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7816	0.7788	0.7685
R3	0.7765	0.7737	0.7671
R2	0.7714	0.7714	0.7666
R1	0.7686	0.7686	0.7662	0.7675
PP	0.7663	0.7663	0.7663	0.7658
S1	0.7635	0.7635	0.7652	0.7624
S2	0.7612	0.7612	0.7648
S3	0.7561	0.7584	0.7643
S4	0.7510	0.7533	0.7629

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	0.7567	0.0231	3.0%	0.0093	1.2%	39%	False	False	70,535
10	0.7798	0.7521	0.0277	3.6%	0.0080	1.1%	49%	False	False	59,433
20	0.7798	0.7438	0.0360	4.7%	0.0088	1.1%	61%	False	False	58,625
40	0.7798	0.7139	0.0659	8.6%	0.0081	1.1%	79%	False	False	29,851
60	0.7798	0.6819	0.0979	12.8%	0.0081	1.1%	86%	False	False	20,024
80	0.7798	0.6819	0.0979	12.8%	0.0071	0.9%	86%	False	False	15,046
100	0.7798	0.6819	0.0979	12.8%	0.0062	0.8%	86%	False	False	12,046
120	0.7798	0.6819	0.0979	12.8%	0.0060	0.8%	86%	False	False	10,045

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7909
2.618	0.7826
1.618	0.7775
1.000	0.7743
0.618	0.7724
HIGH	0.7692
0.618	0.7673
0.500	0.7667
0.382	0.7660
LOW	0.7641
0.618	0.7609
1.000	0.7590
1.618	0.7558
2.618	0.7507
4.250	0.7424

Fisher Pivots for day following 04-Apr-2016
Pivot	1 day	3 day
R1	0.7667	0.7702
PP	0.7663	0.7687
S1	0.7660	0.7672

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

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