CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 25-Apr-2016

Day Change Summary
	Previous	Current
	22-Apr-2016	25-Apr-2016	Change	Change %	Previous Week
Open	0.7854	0.7902	0.0048	0.6%	0.7723
High	0.7923	0.7903	-0.0020	-0.3%	0.7941
Low	0.7838	0.7863	0.0025	0.3%	0.7698
Close	0.7884	0.7884	0.0000	0.0%	0.7884
Range	0.0085	0.0040	-0.0045	-52.9%	0.0243
ATR	0.0087	0.0084	-0.0003	-3.9%	0.0000
Volume	82,082	54,285	-27,797	-33.9%	396,005

Daily Pivots for day following 25-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8003	0.7984	0.7906
R3	0.7963	0.7944	0.7895
R2	0.7923	0.7923	0.7891
R1	0.7904	0.7904	0.7888	0.7894
PP	0.7883	0.7883	0.7883	0.7878
S1	0.7864	0.7864	0.7880	0.7854
S2	0.7843	0.7843	0.7877
S3	0.7803	0.7824	0.7873
S4	0.7763	0.7784	0.7862

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8570	0.8470	0.8018
R3	0.8327	0.8227	0.7951
R2	0.8084	0.8084	0.7929
R1	0.7984	0.7984	0.7906	0.8034
PP	0.7841	0.7841	0.7841	0.7866
S1	0.7741	0.7741	0.7862	0.7791
S2	0.7598	0.7598	0.7839
S3	0.7355	0.7498	0.7817
S4	0.7112	0.7255	0.7750

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7941	0.7816	0.0125	1.6%	0.0078	1.0%	54%	False	False	73,914
10	0.7941	0.7698	0.0243	3.1%	0.0081	1.0%	77%	False	False	73,681
20	0.7941	0.7565	0.0376	4.8%	0.0086	1.1%	85%	False	False	71,178
40	0.7941	0.7366	0.0575	7.3%	0.0084	1.1%	90%	False	False	56,381
60	0.7941	0.7091	0.0850	10.8%	0.0083	1.1%	93%	False	False	37,777
80	0.7941	0.6819	0.1122	14.2%	0.0080	1.0%	95%	False	False	28,412
100	0.7941	0.6819	0.1122	14.2%	0.0071	0.9%	95%	False	False	22,749
120	0.7941	0.6819	0.1122	14.2%	0.0064	0.8%	95%	False	False	18,965

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	0.8073
2.618	0.8008
1.618	0.7968
1.000	0.7943
0.618	0.7928
HIGH	0.7903
0.618	0.7888
0.500	0.7883
0.382	0.7878
LOW	0.7863
0.618	0.7838
1.000	0.7823
1.618	0.7798
2.618	0.7758
4.250	0.7693

Fisher Pivots for day following 25-Apr-2016
Pivot	1 day	3 day
R1	0.7884	0.7883
PP	0.7883	0.7882
S1	0.7883	0.7881

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

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