CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 20-Apr-2016

Day Change Summary
	Previous	Current
	19-Apr-2016	20-Apr-2016	Change	Change %	Previous Week
Open	0.7818	0.7895	0.0077	1.0%	0.7698
High	0.7917	0.7941	0.0024	0.3%	0.7848
Low	0.7816	0.7855	0.0039	0.5%	0.7684
Close	0.7911	0.7918	0.0007	0.1%	0.7789
Range	0.0101	0.0086	-0.0015	-14.9%	0.0164
ATR	0.0088	0.0088	0.0000	-0.2%	0.0000
Volume	83,210	78,949	-4,261	-5.1%	346,837

Daily Pivots for day following 20-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8163	0.8126	0.7965
R3	0.8077	0.8040	0.7942
R2	0.7991	0.7991	0.7934
R1	0.7954	0.7954	0.7926	0.7973
PP	0.7905	0.7905	0.7905	0.7914
S1	0.7868	0.7868	0.7910	0.7887
S2	0.7819	0.7819	0.7902
S3	0.7733	0.7782	0.7894
S4	0.7647	0.7696	0.7871

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	0.7941	0.7698	0.0243	3.1%	0.0091	1.1%	91%	True	False	72,353
10	0.7941	0.7587	0.0354	4.5%	0.0090	1.1%	94%	True	False	73,209
20	0.7941	0.7521	0.0420	5.3%	0.0088	1.1%	95%	True	False	68,282
40	0.7941	0.7218	0.0723	9.1%	0.0084	1.1%	97%	True	False	51,286
60	0.7941	0.6988	0.0953	12.0%	0.0084	1.1%	98%	True	False	34,342
80	0.7941	0.6819	0.1122	14.2%	0.0079	1.0%	98%	True	False	25,822
100	0.7941	0.6819	0.1122	14.2%	0.0069	0.9%	98%	True	False	20,677
120	0.7941	0.6819	0.1122	14.2%	0.0064	0.8%	98%	True	False	17,237

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	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8307
2.618	0.8166
1.618	0.8080
1.000	0.8027
0.618	0.7994
HIGH	0.7941
0.618	0.7908
0.500	0.7898
0.382	0.7888
LOW	0.7855
0.618	0.7802
1.000	0.7769
1.618	0.7716
2.618	0.7630
4.250	0.7490

Fisher Pivots for day following 20-Apr-2016
Pivot	1 day	3 day
R1	0.7911	0.7885
PP	0.7905	0.7852
S1	0.7898	0.7820

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

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