CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 29-Sep-2016

Day Change Summary
	Previous	Current
	28-Sep-2016	29-Sep-2016	Change	Change %	Previous Week
Open	0.7580	0.7644	0.0064	0.8%	0.7570
High	0.7651	0.7668	0.0017	0.2%	0.7696
Low	0.7540	0.7589	0.0049	0.6%	0.7555
Close	0.7644	0.7611	-0.0033	-0.4%	0.7597
Range	0.0111	0.0080	-0.0032	-28.7%	0.0141
ATR	0.0068	0.0069	0.0001	1.2%	0.0000
Volume	85,240	86,618	1,378	1.6%	322,300

Daily Pivots for day following 29-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7861	0.7816	0.7655
R3	0.7782	0.7736	0.7633
R2	0.7702	0.7702	0.7626
R1	0.7657	0.7657	0.7618	0.7640
PP	0.7623	0.7623	0.7623	0.7614
S1	0.7577	0.7577	0.7604	0.7560
S2	0.7543	0.7543	0.7596
S3	0.7464	0.7498	0.7589
S4	0.7384	0.7418	0.7567

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8039	0.7959	0.7674
R3	0.7898	0.7818	0.7635
R2	0.7757	0.7757	0.7622
R1	0.7677	0.7677	0.7609	0.7717
PP	0.7616	0.7616	0.7616	0.7636
S1	0.7536	0.7536	0.7584	0.7576
S2	0.7475	0.7475	0.7571
S3	0.7334	0.7395	0.7558
S4	0.7193	0.7254	0.7519

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7678	0.7533	0.0145	1.9%	0.0082	1.1%	54%	False	False	78,811
10	0.7696	0.7533	0.0163	2.1%	0.0069	0.9%	48%	False	False	71,891
20	0.7804	0.7533	0.0271	3.6%	0.0069	0.9%	29%	False	False	44,944
40	0.7838	0.7533	0.0305	4.0%	0.0061	0.8%	26%	False	False	22,709
60	0.7838	0.7533	0.0305	4.0%	0.0062	0.8%	26%	False	False	15,208
80	0.7899	0.7533	0.0367	4.8%	0.0062	0.8%	21%	False	False	11,489
100	0.7899	0.7533	0.0367	4.8%	0.0060	0.8%	21%	False	False	9,224
120	0.8000	0.7533	0.0467	6.1%	0.0060	0.8%	17%	False	False	7,702

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8006
2.618	0.7876
1.618	0.7797
1.000	0.7748
0.618	0.7717
HIGH	0.7668
0.618	0.7638
0.500	0.7628
0.382	0.7619
LOW	0.7589
0.618	0.7539
1.000	0.7509
1.618	0.7460
2.618	0.7380
4.250	0.7251

Fisher Pivots for day following 29-Sep-2016
Pivot	1 day	3 day
R1	0.7628	0.7607
PP	0.7623	0.7604
S1	0.7617	0.7600

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

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