CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 04-May-2016

Day Change Summary
	Previous	Current
	03-May-2016	04-May-2016	Change	Change %	Previous Week
Open	0.7978	0.7860	-0.0118	-1.5%	0.7902
High	0.8025	0.7876	-0.0149	-1.9%	0.8004
Low	0.7854	0.7760	-0.0094	-1.2%	0.7863
Close	0.7859	0.7774	-0.0085	-1.1%	0.7974
Range	0.0171	0.0116	-0.0055	-32.2%	0.0141
ATR	0.0082	0.0085	0.0002	2.9%	0.0000
Volume	96,602	109,278	12,676	13.1%	334,710

Daily Pivots for day following 04-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8151	0.8079	0.7838
R3	0.8035	0.7963	0.7806
R2	0.7919	0.7919	0.7795
R1	0.7847	0.7847	0.7785	0.7825
PP	0.7803	0.7803	0.7803	0.7793
S1	0.7731	0.7731	0.7763	0.7709
S2	0.7687	0.7687	0.7753
S3	0.7571	0.7615	0.7742
S4	0.7455	0.7499	0.7710

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8370	0.8313	0.8052
R3	0.8229	0.8172	0.8013
R2	0.8088	0.8088	0.8000
R1	0.8031	0.8031	0.7987	0.8060
PP	0.7947	0.7947	0.7947	0.7961
S1	0.7890	0.7890	0.7961	0.7919
S2	0.7806	0.7806	0.7948
S3	0.7665	0.7749	0.7935
S4	0.7524	0.7608	0.7896

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8025	0.7760	0.0265	3.4%	0.0088	1.1%	5%	False	True	81,996
10	0.8025	0.7760	0.0265	3.4%	0.0078	1.0%	5%	False	True	74,902
20	0.8025	0.7587	0.0438	5.6%	0.0084	1.1%	43%	False	False	74,055
40	0.8025	0.7438	0.0587	7.6%	0.0086	1.1%	57%	False	False	68,416
60	0.8025	0.7139	0.0886	11.4%	0.0082	1.1%	72%	False	False	46,768
80	0.8025	0.6819	0.1206	15.5%	0.0083	1.1%	79%	False	False	35,169
100	0.8025	0.6819	0.1206	15.5%	0.0074	1.0%	79%	False	False	28,160
120	0.8025	0.6819	0.1206	15.5%	0.0066	0.9%	79%	False	False	23,474

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8369
2.618	0.8180
1.618	0.8064
1.000	0.7992
0.618	0.7948
HIGH	0.7876
0.618	0.7832
0.500	0.7818
0.382	0.7804
LOW	0.7760
0.618	0.7688
1.000	0.7644
1.618	0.7572
2.618	0.7456
4.250	0.7267

Fisher Pivots for day following 04-May-2016
Pivot	1 day	3 day
R1	0.7818	0.7893
PP	0.7803	0.7853
S1	0.7789	0.7814

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

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