CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 02-Dec-2016

Day Change Summary
	Previous	Current
	01-Dec-2016	02-Dec-2016	Change	Change %	Previous Week
Open	0.7449	0.7509	0.0061	0.8%	0.7400
High	0.7520	0.7546	0.0026	0.3%	0.7546
Low	0.7443	0.7509	0.0066	0.9%	0.7388
Close	0.7507	0.7521	0.0013	0.2%	0.7521
Range	0.0077	0.0036	-0.0040	-52.3%	0.0158
ATR	0.0060	0.0058	-0.0002	-2.6%	0.0000
Volume	88,122	63,559	-24,563	-27.9%	408,701

Daily Pivots for day following 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7634	0.7614	0.7541
R3	0.7598	0.7577	0.7531
R2	0.7561	0.7561	0.7527
R1	0.7541	0.7541	0.7524	0.7551
PP	0.7525	0.7525	0.7525	0.7530
S1	0.7505	0.7505	0.7517	0.7515
S2	0.7489	0.7489	0.7514
S3	0.7452	0.7468	0.7510
S4	0.7416	0.7432	0.7500

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7957	0.7896	0.7607
R3	0.7800	0.7739	0.7564
R2	0.7642	0.7642	0.7549
R1	0.7581	0.7581	0.7535	0.7612
PP	0.7485	0.7485	0.7485	0.7500
S1	0.7424	0.7424	0.7506	0.7454
S2	0.7327	0.7327	0.7492
S3	0.7170	0.7266	0.7477
S4	0.7012	0.7109	0.7434

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7546	0.7388	0.0158	2.1%	0.0064	0.8%	84%	True	False	81,740
10	0.7546	0.7374	0.0172	2.3%	0.0057	0.8%	85%	True	False	74,123
20	0.7546	0.7361	0.0185	2.5%	0.0061	0.8%	86%	True	False	77,372
40	0.7704	0.7361	0.0343	4.6%	0.0058	0.8%	47%	False	False	75,352
60	0.7765	0.7361	0.0405	5.4%	0.0060	0.8%	40%	False	False	70,030
80	0.7838	0.7361	0.0478	6.3%	0.0059	0.8%	34%	False	False	52,850
100	0.7838	0.7361	0.0478	6.3%	0.0059	0.8%	34%	False	False	42,327
120	0.7868	0.7361	0.0508	6.7%	0.0061	0.8%	32%	False	False	35,327

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 20 trading days

Fibonacci Retracements and Extensions
4.250	0.7701
2.618	0.7641
1.618	0.7605
1.000	0.7582
0.618	0.7568
HIGH	0.7546
0.618	0.7532
0.500	0.7527
0.382	0.7523
LOW	0.7509
0.618	0.7486
1.000	0.7473
1.618	0.7450
2.618	0.7413
4.250	0.7354

Fisher Pivots for day following 02-Dec-2016
Pivot	1 day	3 day
R1	0.7527	0.7509
PP	0.7525	0.7498
S1	0.7523	0.7487

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

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