CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 07-Jun-2016

Day Change Summary
	Previous	Current
	06-Jun-2016	07-Jun-2016	Change	Change %	Previous Week
Open	0.7726	0.7797	0.0071	0.9%	0.7675
High	0.7810	0.7853	0.0043	0.6%	0.7743
Low	0.7703	0.7789	0.0086	1.1%	0.7607
Close	0.7805	0.7834	0.0029	0.4%	0.7737
Range	0.0107	0.0064	-0.0043	-40.2%	0.0136
ATR	0.0075	0.0074	-0.0001	-1.1%	0.0000
Volume	67,305	69,407	2,102	3.1%	296,363

Daily Pivots for day following 07-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8017	0.7990	0.7869
R3	0.7953	0.7926	0.7852
R2	0.7889	0.7889	0.7846
R1	0.7862	0.7862	0.7840	0.7876
PP	0.7825	0.7825	0.7825	0.7832
S1	0.7798	0.7798	0.7828	0.7812
S2	0.7761	0.7761	0.7822
S3	0.7697	0.7734	0.7816
S4	0.7633	0.7670	0.7799

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8104	0.8056	0.7812
R3	0.7968	0.7920	0.7774
R2	0.7832	0.7832	0.7762
R1	0.7784	0.7784	0.7749	0.7808
PP	0.7696	0.7696	0.7696	0.7708
S1	0.7648	0.7648	0.7725	0.7672
S2	0.7560	0.7560	0.7712
S3	0.7424	0.7512	0.7700
S4	0.7288	0.7376	0.7662

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7853	0.7607	0.0246	3.1%	0.0077	1.0%	92%	True	False	68,593
10	0.7853	0.7582	0.0271	3.5%	0.0072	0.9%	93%	True	False	70,184
20	0.7853	0.7582	0.0271	3.5%	0.0068	0.9%	93%	True	False	65,495
40	0.8025	0.7582	0.0443	5.7%	0.0073	0.9%	57%	False	False	70,433
60	0.8025	0.7461	0.0564	7.2%	0.0078	1.0%	66%	False	False	67,886
80	0.8025	0.7162	0.0863	11.0%	0.0078	1.0%	78%	False	False	54,299
100	0.8025	0.6819	0.1206	15.4%	0.0080	1.0%	84%	False	False	43,508
120	0.8025	0.6819	0.1206	15.4%	0.0074	0.9%	84%	False	False	36,287

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8125
2.618	0.8021
1.618	0.7957
1.000	0.7917
0.618	0.7893
HIGH	0.7853
0.618	0.7829
0.500	0.7821
0.382	0.7813
LOW	0.7789
0.618	0.7749
1.000	0.7725
1.618	0.7685
2.618	0.7621
4.250	0.7517

Fisher Pivots for day following 07-Jun-2016
Pivot	1 day	3 day
R1	0.7830	0.7803
PP	0.7825	0.7772
S1	0.7821	0.7741

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

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