CME Canadian Dollar Future June 2016

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

Day Change Summary
	Previous	Current
	08-Jun-2016	09-Jun-2016	Change	Change %	Previous Week
Open	0.7842	0.7880	0.0038	0.5%	0.7675
High	0.7902	0.7892	-0.0010	-0.1%	0.7743
Low	0.7836	0.7833	-0.0003	0.0%	0.7607
Close	0.7874	0.7868	-0.0006	-0.1%	0.7737
Range	0.0066	0.0059	-0.0007	-10.6%	0.0136
ATR	0.0074	0.0073	-0.0001	-1.4%	0.0000
Volume	77,405	98,261	20,856	26.9%	296,363

Daily Pivots for day following 09-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8041	0.8014	0.7900
R3	0.7982	0.7955	0.7884
R2	0.7923	0.7923	0.7879
R1	0.7896	0.7896	0.7873	0.7880
PP	0.7864	0.7864	0.7864	0.7857
S1	0.7837	0.7837	0.7863	0.7821
S2	0.7805	0.7805	0.7857
S3	0.7746	0.7778	0.7852
S4	0.7687	0.7719	0.7836

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	0.7902	0.7629	0.0273	3.5%	0.0082	1.0%	88%	False	False	78,833
10	0.7902	0.7607	0.0295	3.7%	0.0071	0.9%	88%	False	False	73,298
20	0.7902	0.7582	0.0320	4.1%	0.0069	0.9%	89%	False	False	68,172
40	0.8025	0.7582	0.0443	5.6%	0.0073	0.9%	65%	False	False	70,633
60	0.8025	0.7461	0.0564	7.2%	0.0078	1.0%	72%	False	False	68,938
80	0.8025	0.7201	0.0824	10.5%	0.0077	1.0%	81%	False	False	56,477
100	0.8025	0.6819	0.1206	15.3%	0.0080	1.0%	87%	False	False	45,258
120	0.8025	0.6819	0.1206	15.3%	0.0075	0.9%	87%	False	False	37,749

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8143
2.618	0.8046
1.618	0.7987
1.000	0.7951
0.618	0.7928
HIGH	0.7892
0.618	0.7869
0.500	0.7863
0.382	0.7856
LOW	0.7833
0.618	0.7797
1.000	0.7774
1.618	0.7738
2.618	0.7679
4.250	0.7582

Fisher Pivots for day following 09-Jun-2016
Pivot	1 day	3 day
R1	0.7866	0.7861
PP	0.7864	0.7853
S1	0.7863	0.7846

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

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