CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 07-Apr-2016

Day Change Summary
	Previous	Current
	06-Apr-2016	07-Apr-2016	Change	Change %	Previous Week
Open	0.7612	0.7636	0.0024	0.3%	0.7535
High	0.7656	0.7681	0.0025	0.3%	0.7798
Low	0.7584	0.7587	0.0003	0.0%	0.7528
Close	0.7631	0.7603	-0.0028	-0.4%	0.7677
Range	0.0072	0.0094	0.0022	30.6%	0.0270
ATR	0.0084	0.0085	0.0001	0.8%	0.0000
Volume	65,027	62,753	-2,274	-3.5%	341,193

Daily Pivots for day following 07-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7906	0.7848	0.7655
R3	0.7812	0.7754	0.7629
R2	0.7718	0.7718	0.7620
R1	0.7660	0.7660	0.7612	0.7642
PP	0.7624	0.7624	0.7624	0.7615
S1	0.7566	0.7566	0.7594	0.7548
S2	0.7530	0.7530	0.7586
S3	0.7436	0.7472	0.7577
S4	0.7342	0.7378	0.7551

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	0.7711	0.7565	0.0146	1.9%	0.0082	1.1%	26%	False	False	63,738
10	0.7798	0.7521	0.0277	3.6%	0.0084	1.1%	30%	False	False	62,845
20	0.7798	0.7461	0.0337	4.4%	0.0087	1.1%	42%	False	False	63,492
40	0.7798	0.7139	0.0659	8.7%	0.0081	1.1%	70%	False	False	34,687
60	0.7798	0.6819	0.0979	12.9%	0.0083	1.1%	80%	False	False	23,240
80	0.7798	0.6819	0.0979	12.9%	0.0073	1.0%	80%	False	False	17,469
100	0.7798	0.6819	0.0979	12.9%	0.0064	0.8%	80%	False	False	13,986
120	0.7798	0.6819	0.0979	12.9%	0.0061	0.8%	80%	False	False	11,662

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8081
2.618	0.7927
1.618	0.7833
1.000	0.7775
0.618	0.7739
HIGH	0.7681
0.618	0.7645
0.500	0.7634
0.382	0.7623
LOW	0.7587
0.618	0.7529
1.000	0.7493
1.618	0.7435
2.618	0.7341
4.250	0.7188

Fisher Pivots for day following 07-Apr-2016
Pivot	1 day	3 day
R1	0.7634	0.7623
PP	0.7624	0.7616
S1	0.7613	0.7610

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

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