CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 15-Mar-2016

Day Change Summary
	Previous	Current
	14-Mar-2016	15-Mar-2016	Change	Change %	Previous Week
Open	0.7562	0.7539	-0.0023	-0.3%	0.7507
High	0.7568	0.7539	-0.0029	-0.4%	0.7595
Low	0.7516	0.7464	-0.0052	-0.7%	0.7437
Close	0.7539	0.7475	-0.0064	-0.8%	0.7563
Range	0.0052	0.0075	0.0023	44.2%	0.0158
ATR	0.0080	0.0080	0.0000	-0.5%	0.0000
Volume	4,318	1,013	-3,305	-76.5%	418,970

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7718	0.7671	0.7516
R3	0.7643	0.7596	0.7496
R2	0.7568	0.7568	0.7489
R1	0.7521	0.7521	0.7482	0.7507
PP	0.7493	0.7493	0.7493	0.7486
S1	0.7446	0.7446	0.7468	0.7432
S2	0.7418	0.7418	0.7461
S3	0.7343	0.7371	0.7454
S4	0.7268	0.7296	0.7434

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8006	0.7942	0.7650
R3	0.7848	0.7784	0.7606
R2	0.7690	0.7690	0.7592
R1	0.7626	0.7626	0.7577	0.7658
PP	0.7532	0.7532	0.7532	0.7548
S1	0.7468	0.7468	0.7549	0.7500
S2	0.7374	0.7374	0.7534
S3	0.7216	0.7310	0.7520
S4	0.7058	0.7152	0.7476

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7595	0.7437	0.0158	2.1%	0.0089	1.2%	24%	False	False	53,216
10	0.7595	0.7408	0.0187	2.5%	0.0078	1.0%	36%	False	False	60,497
20	0.7595	0.7195	0.0400	5.4%	0.0076	1.0%	70%	False	False	61,368
40	0.7595	0.6809	0.0786	10.5%	0.0085	1.1%	85%	False	False	78,152
60	0.7595	0.6809	0.0786	10.5%	0.0078	1.0%	85%	False	False	72,582
80	0.7595	0.6809	0.0786	10.5%	0.0071	1.0%	85%	False	False	60,573
100	0.7703	0.6809	0.0894	12.0%	0.0069	0.9%	74%	False	False	48,517
120	0.7786	0.6809	0.0977	13.1%	0.0067	0.9%	68%	False	False	40,457

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7858
2.618	0.7735
1.618	0.7660
1.000	0.7614
0.618	0.7585
HIGH	0.7539
0.618	0.7510
0.500	0.7502
0.382	0.7493
LOW	0.7464
0.618	0.7418
1.000	0.7389
1.618	0.7343
2.618	0.7268
4.250	0.7145

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	0.7502	0.7530
PP	0.7493	0.7511
S1	0.7484	0.7493

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

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