CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 25-Oct-2016

Day Change Summary
	Previous	Current
	24-Oct-2016	25-Oct-2016	Change	Change %	Previous Week
Open	0.7499	0.7497	-0.0002	0.0%	0.7615
High	0.7530	0.7518	-0.0012	-0.2%	0.7704
Low	0.7467	0.7482	0.0015	0.2%	0.7491
Close	0.7479	0.7495	0.0015	0.2%	0.7500
Range	0.0063	0.0036	-0.0027	-42.9%	0.0213
ATR	0.0066	0.0064	-0.0002	-3.0%	0.0000
Volume	72,833	64,997	-7,836	-10.8%	391,098

Daily Pivots for day following 25-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7606	0.7586	0.7514
R3	0.7570	0.7550	0.7504
R2	0.7534	0.7534	0.7501
R1	0.7514	0.7514	0.7498	0.7506
PP	0.7498	0.7498	0.7498	0.7494
S1	0.7478	0.7478	0.7491	0.7470
S2	0.7462	0.7462	0.7488
S3	0.7426	0.7442	0.7485
S4	0.7390	0.7406	0.7475

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8204	0.8065	0.7617
R3	0.7991	0.7852	0.7558
R2	0.7778	0.7778	0.7539
R1	0.7639	0.7639	0.7519	0.7602
PP	0.7565	0.7565	0.7565	0.7546
S1	0.7426	0.7426	0.7480	0.7389
S2	0.7352	0.7352	0.7460
S3	0.7139	0.7213	0.7441
S4	0.6926	0.7000	0.7382

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7692	0.7467	0.0226	3.0%	0.0064	0.9%	12%	False	False	82,286
10	0.7704	0.7467	0.0237	3.2%	0.0063	0.8%	12%	False	False	74,478
20	0.7704	0.7467	0.0237	3.2%	0.0065	0.9%	12%	False	False	73,030
40	0.7804	0.7467	0.0337	4.5%	0.0064	0.9%	8%	False	False	54,732
60	0.7838	0.7467	0.0372	5.0%	0.0061	0.8%	8%	False	False	36,626
80	0.7838	0.7467	0.0372	5.0%	0.0062	0.8%	8%	False	False	27,519
100	0.7899	0.7467	0.0433	5.8%	0.0062	0.8%	6%	False	False	22,084
120	0.7899	0.7467	0.0433	5.8%	0.0060	0.8%	6%	False	False	18,428

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.7671
2.618	0.7612
1.618	0.7576
1.000	0.7554
0.618	0.7540
HIGH	0.7518
0.618	0.7504
0.500	0.7500
0.382	0.7495
LOW	0.7482
0.618	0.7459
1.000	0.7446
1.618	0.7423
2.618	0.7387
4.250	0.7329

Fisher Pivots for day following 25-Oct-2016
Pivot	1 day	3 day
R1	0.7500	0.7516
PP	0.7498	0.7509
S1	0.7496	0.7502

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

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