CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 13-Jun-2016

Day Change Summary
	Previous	Current
	10-Jun-2016	13-Jun-2016	Change	Change %	Previous Week
Open	0.7858	0.7823	-0.0035	-0.4%	0.7726
High	0.7897	0.7842	-0.0055	-0.7%	0.7902
Low	0.7824	0.7787	-0.0037	-0.5%	0.7703
Close	0.7835	0.7812	-0.0023	-0.3%	0.7835
Range	0.0073	0.0055	-0.0018	-24.7%	0.0199
ATR	0.0073	0.0072	-0.0001	-1.7%	0.0000
Volume	33,806	9,097	-24,709	-73.1%	346,184

Daily Pivots for day following 13-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7979	0.7950	0.7842
R3	0.7924	0.7895	0.7827
R2	0.7869	0.7869	0.7822
R1	0.7840	0.7840	0.7817	0.7827
PP	0.7814	0.7814	0.7814	0.7807
S1	0.7785	0.7785	0.7807	0.7772
S2	0.7759	0.7759	0.7802
S3	0.7704	0.7730	0.7797
S4	0.7649	0.7675	0.7782

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8410	0.8322	0.7944
R3	0.8211	0.8123	0.7890
R2	0.8012	0.8012	0.7871
R1	0.7924	0.7924	0.7853	0.7968
PP	0.7813	0.7813	0.7813	0.7836
S1	0.7725	0.7725	0.7817	0.7769
S2	0.7614	0.7614	0.7799
S3	0.7415	0.7526	0.7780
S4	0.7216	0.7327	0.7726

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7902	0.7787	0.0115	1.5%	0.0063	0.8%	22%	False	True	57,595
10	0.7902	0.7607	0.0295	3.8%	0.0071	0.9%	69%	False	False	65,164
20	0.7902	0.7582	0.0320	4.1%	0.0068	0.9%	72%	False	False	64,109
40	0.8025	0.7582	0.0443	5.7%	0.0072	0.9%	52%	False	False	68,734
60	0.8025	0.7521	0.0504	6.5%	0.0075	1.0%	58%	False	False	67,047
80	0.8025	0.7218	0.0807	10.3%	0.0077	1.0%	74%	False	False	56,995
100	0.8025	0.6884	0.1141	14.6%	0.0079	1.0%	81%	False	False	45,680
120	0.8025	0.6819	0.1206	15.4%	0.0074	1.0%	82%	False	False	38,105

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8076
2.618	0.7986
1.618	0.7931
1.000	0.7897
0.618	0.7876
HIGH	0.7842
0.618	0.7821
0.500	0.7815
0.382	0.7808
LOW	0.7787
0.618	0.7753
1.000	0.7732
1.618	0.7698
2.618	0.7643
4.250	0.7553

Fisher Pivots for day following 13-Jun-2016
Pivot	1 day	3 day
R1	0.7815	0.7842
PP	0.7814	0.7832
S1	0.7813	0.7822

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

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