CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 19-Apr-2016

Day Change Summary
	Previous	Current
	18-Apr-2016	19-Apr-2016	Change	Change %	Previous Week
Open	0.7723	0.7818	0.0095	1.2%	0.7698
High	0.7829	0.7917	0.0088	1.1%	0.7848
Low	0.7698	0.7816	0.0118	1.5%	0.7684
Close	0.7808	0.7911	0.0103	1.3%	0.7789
Range	0.0131	0.0101	-0.0030	-22.9%	0.0164
ATR	0.0086	0.0088	0.0002	1.9%	0.0000
Volume	80,717	83,210	2,493	3.1%	346,837

Daily Pivots for day following 19-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8184	0.8149	0.7967
R3	0.8083	0.8048	0.7939
R2	0.7982	0.7982	0.7930
R1	0.7947	0.7947	0.7920	0.7965
PP	0.7881	0.7881	0.7881	0.7890
S1	0.7846	0.7846	0.7902	0.7864
S2	0.7780	0.7780	0.7892
S3	0.7679	0.7745	0.7883
S4	0.7578	0.7644	0.7855

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8266	0.8191	0.7879
R3	0.8102	0.8027	0.7834
R2	0.7938	0.7938	0.7819
R1	0.7863	0.7863	0.7804	0.7901
PP	0.7774	0.7774	0.7774	0.7792
S1	0.7699	0.7699	0.7774	0.7737
S2	0.7610	0.7610	0.7759
S3	0.7446	0.7535	0.7744
S4	0.7282	0.7371	0.7699

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7917	0.7698	0.0219	2.8%	0.0084	1.1%	97%	True	False	73,448
10	0.7917	0.7584	0.0333	4.2%	0.0089	1.1%	98%	True	False	71,817
20	0.7917	0.7521	0.0396	5.0%	0.0087	1.1%	98%	True	False	66,605
40	0.7917	0.7218	0.0699	8.8%	0.0084	1.1%	99%	True	False	49,323
60	0.7917	0.6988	0.0929	11.7%	0.0084	1.1%	99%	True	False	33,029
80	0.7917	0.6819	0.1098	13.9%	0.0078	1.0%	99%	True	False	24,836
100	0.7917	0.6819	0.1098	13.9%	0.0069	0.9%	99%	True	False	19,888
120	0.7917	0.6819	0.1098	13.9%	0.0064	0.8%	99%	True	False	16,580

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8346
2.618	0.8181
1.618	0.8080
1.000	0.8018
0.618	0.7979
HIGH	0.7917
0.618	0.7878
0.500	0.7867
0.382	0.7855
LOW	0.7816
0.618	0.7754
1.000	0.7715
1.618	0.7653
2.618	0.7552
4.250	0.7387

Fisher Pivots for day following 19-Apr-2016
Pivot	1 day	3 day
R1	0.7896	0.7877
PP	0.7881	0.7842
S1	0.7867	0.7808

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

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