CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 14-Nov-2016

Day Change Summary
	Previous	Current
	11-Nov-2016	14-Nov-2016	Change	Change %	Previous Week
Open	0.7427	0.7398	-0.0029	-0.4%	0.7481
High	0.7434	0.7400	-0.0034	-0.5%	0.7542
Low	0.7382	0.7361	-0.0022	-0.3%	0.7382
Close	0.7383	0.7377	-0.0006	-0.1%	0.7383
Range	0.0051	0.0039	-0.0012	-24.3%	0.0159
ATR	0.0059	0.0057	-0.0001	-2.4%	0.0000
Volume	87,577	77,414	-10,163	-11.6%	429,922

Daily Pivots for day following 14-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7496	0.7476	0.7398
R3	0.7457	0.7437	0.7388
R2	0.7418	0.7418	0.7384
R1	0.7398	0.7398	0.7381	0.7388
PP	0.7379	0.7379	0.7379	0.7374
S1	0.7358	0.7358	0.7373	0.7349
S2	0.7340	0.7340	0.7370
S3	0.7301	0.7319	0.7366
S4	0.7262	0.7280	0.7356

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7914	0.7808	0.7471
R3	0.7754	0.7648	0.7427
R2	0.7595	0.7595	0.7412
R1	0.7489	0.7489	0.7398	0.7462
PP	0.7436	0.7436	0.7436	0.7422
S1	0.7330	0.7330	0.7368	0.7303
S2	0.7276	0.7276	0.7354
S3	0.7117	0.7170	0.7339
S4	0.6957	0.7011	0.7295

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7542	0.7361	0.0181	2.5%	0.0073	1.0%	9%	False	True	90,219
10	0.7542	0.7361	0.0181	2.5%	0.0055	0.8%	9%	False	True	79,729
20	0.7704	0.7361	0.0343	4.6%	0.0055	0.8%	5%	False	True	77,875
40	0.7704	0.7361	0.0343	4.6%	0.0060	0.8%	5%	False	True	73,696
60	0.7804	0.7361	0.0443	6.0%	0.0059	0.8%	4%	False	True	54,535
80	0.7838	0.7361	0.0478	6.5%	0.0059	0.8%	3%	False	True	40,993
100	0.7838	0.7361	0.0478	6.5%	0.0061	0.8%	3%	False	True	32,832
120	0.7899	0.7361	0.0539	7.3%	0.0060	0.8%	3%	False	True	27,419

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	0.0011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7565
2.618	0.7502
1.618	0.7463
1.000	0.7439
0.618	0.7424
HIGH	0.7400
0.618	0.7385
0.500	0.7380
0.382	0.7375
LOW	0.7361
0.618	0.7336
1.000	0.7321
1.618	0.7297
2.618	0.7258
4.250	0.7195

Fisher Pivots for day following 14-Nov-2016
Pivot	1 day	3 day
R1	0.7380	0.7416
PP	0.7379	0.7403
S1	0.7378	0.7390

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

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