CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 06-Dec-2016

Day Change Summary
	Previous	Current
	05-Dec-2016	06-Dec-2016	Change	Change %	Previous Week
Open	0.7501	0.7538	0.0037	0.5%	0.7400
High	0.7557	0.7547	-0.0010	-0.1%	0.7546
Low	0.7488	0.7513	0.0025	0.3%	0.7388
Close	0.7539	0.7524	-0.0015	-0.2%	0.7521
Range	0.0069	0.0034	-0.0034	-50.4%	0.0158
ATR	0.0059	0.0057	-0.0002	-3.0%	0.0000
Volume	62,586	48,241	-14,345	-22.9%	408,701

Daily Pivots for day following 06-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7630	0.7611	0.7543
R3	0.7596	0.7577	0.7533
R2	0.7562	0.7562	0.7530
R1	0.7543	0.7543	0.7527	0.7535
PP	0.7528	0.7528	0.7528	0.7524
S1	0.7509	0.7509	0.7521	0.7501
S2	0.7494	0.7494	0.7518
S3	0.7460	0.7475	0.7515
S4	0.7426	0.7441	0.7505

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	0.7557	0.7429	0.0128	1.7%	0.0060	0.8%	75%	False	False	73,832
10	0.7557	0.7388	0.0169	2.2%	0.0057	0.8%	81%	False	False	71,236
20	0.7557	0.7361	0.0196	2.6%	0.0061	0.8%	83%	False	False	75,689
40	0.7704	0.7361	0.0343	4.6%	0.0056	0.7%	48%	False	False	73,916
60	0.7704	0.7361	0.0343	4.6%	0.0059	0.8%	48%	False	False	71,451
80	0.7838	0.7361	0.0478	6.3%	0.0059	0.8%	34%	False	False	54,229
100	0.7838	0.7361	0.0478	6.3%	0.0059	0.8%	34%	False	False	43,432
120	0.7868	0.7361	0.0508	6.7%	0.0060	0.8%	32%	False	False	36,247

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.7691
2.618	0.7636
1.618	0.7602
1.000	0.7581
0.618	0.7568
HIGH	0.7547
0.618	0.7534
0.500	0.7530
0.382	0.7525
LOW	0.7513
0.618	0.7491
1.000	0.7478
1.618	0.7457
2.618	0.7423
4.250	0.7368

Fisher Pivots for day following 06-Dec-2016
Pivot	1 day	3 day
R1	0.7530	0.7523
PP	0.7528	0.7523
S1	0.7526	0.7522

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

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