CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 21-Apr-2016

Day Change Summary
	Previous	Current
	20-Apr-2016	21-Apr-2016	Change	Change %	Previous Week
Open	0.7895	0.7903	0.0008	0.1%	0.7698
High	0.7941	0.7919	-0.0022	-0.3%	0.7848
Low	0.7855	0.7843	-0.0012	-0.2%	0.7684
Close	0.7918	0.7858	-0.0060	-0.8%	0.7789
Range	0.0086	0.0076	-0.0010	-11.6%	0.0164
ATR	0.0088	0.0087	-0.0001	-1.0%	0.0000
Volume	78,949	71,047	-7,902	-10.0%	346,837

Daily Pivots for day following 21-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8101	0.8056	0.7900
R3	0.8025	0.7980	0.7879
R2	0.7949	0.7949	0.7872
R1	0.7904	0.7904	0.7865	0.7889
PP	0.7873	0.7873	0.7873	0.7866
S1	0.7828	0.7828	0.7851	0.7813
S2	0.7797	0.7797	0.7844
S3	0.7721	0.7752	0.7837
S4	0.7645	0.7676	0.7816

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%	0.0092	1.2%	66%	False	False	74,073
10	0.7941	0.7601	0.0340	4.3%	0.0088	1.1%	76%	False	False	74,038
20	0.7941	0.7521	0.0420	5.3%	0.0086	1.1%	80%	False	False	68,441
40	0.7941	0.7284	0.0657	8.4%	0.0084	1.1%	87%	False	False	53,039
60	0.7941	0.7067	0.0874	11.1%	0.0083	1.1%	91%	False	False	35,516
80	0.7941	0.6819	0.1122	14.3%	0.0079	1.0%	93%	False	False	26,709
100	0.7941	0.6819	0.1122	14.3%	0.0070	0.9%	93%	False	False	21,387
120	0.7941	0.6819	0.1122	14.3%	0.0064	0.8%	93%	False	False	17,829

Crabel Price Patterns
NR	True
NR4	True
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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8242
2.618	0.8118
1.618	0.8042
1.000	0.7995
0.618	0.7966
HIGH	0.7919
0.618	0.7890
0.500	0.7881
0.382	0.7872
LOW	0.7843
0.618	0.7796
1.000	0.7767
1.618	0.7720
2.618	0.7644
4.250	0.7520

Fisher Pivots for day following 21-Apr-2016
Pivot	1 day	3 day
R1	0.7881	0.7879
PP	0.7873	0.7872
S1	0.7866	0.7865

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

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