CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 09-May-2016

Day Change Summary
	Previous	Current
	06-May-2016	09-May-2016	Change	Change %	Previous Week
Open	0.7775	0.7735	-0.0040	-0.5%	0.7972
High	0.7795	0.7748	-0.0047	-0.6%	0.8025
Low	0.7721	0.7682	-0.0039	-0.5%	0.7721
Close	0.7731	0.7713	-0.0018	-0.2%	0.7731
Range	0.0074	0.0066	-0.0008	-10.8%	0.0304
ATR	0.0082	0.0081	-0.0001	-1.4%	0.0000
Volume	86,378	66,973	-19,405	-22.5%	423,212

Daily Pivots for day following 09-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7912	0.7879	0.7749
R3	0.7846	0.7813	0.7731
R2	0.7780	0.7780	0.7725
R1	0.7747	0.7747	0.7719	0.7731
PP	0.7714	0.7714	0.7714	0.7706
S1	0.7681	0.7681	0.7707	0.7665
S2	0.7648	0.7648	0.7701
S3	0.7582	0.7615	0.7695
S4	0.7516	0.7549	0.7677

Weekly Pivots for week ending 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8738	0.8538	0.7898
R3	0.8434	0.8234	0.7815
R2	0.8130	0.8130	0.7787
R1	0.7930	0.7930	0.7759	0.7878
PP	0.7826	0.7826	0.7826	0.7800
S1	0.7626	0.7626	0.7703	0.7574
S2	0.7522	0.7522	0.7675
S3	0.7218	0.7322	0.7647
S4	0.6914	0.7018	0.7564

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8025	0.7682	0.0343	4.4%	0.0096	1.2%	9%	False	True	86,976
10	0.8025	0.7682	0.0343	4.4%	0.0077	1.0%	9%	False	True	77,061
20	0.8025	0.7682	0.0343	4.4%	0.0079	1.0%	9%	False	True	75,371
40	0.8025	0.7461	0.0564	7.3%	0.0083	1.1%	45%	False	False	69,082
60	0.8025	0.7162	0.0863	11.2%	0.0081	1.1%	64%	False	False	50,568
80	0.8025	0.6819	0.1206	15.6%	0.0082	1.1%	74%	False	False	38,011
100	0.8025	0.6819	0.1206	15.6%	0.0075	1.0%	74%	False	False	30,446
120	0.8025	0.6819	0.1206	15.6%	0.0067	0.9%	74%	False	False	25,383

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	0.8029
2.618	0.7921
1.618	0.7855
1.000	0.7814
0.618	0.7789
HIGH	0.7748
0.618	0.7723
0.500	0.7715
0.382	0.7707
LOW	0.7682
0.618	0.7641
1.000	0.7616
1.618	0.7575
2.618	0.7509
4.250	0.7402

Fisher Pivots for day following 09-May-2016
Pivot	1 day	3 day
R1	0.7715	0.7752
PP	0.7714	0.7739
S1	0.7714	0.7726

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

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