CME Canadian Dollar Future December 2016

Trading Metrics calculated at close of trading on 13-Dec-2016

Day Change Summary
	Previous	Current
	12-Dec-2016	13-Dec-2016	Change	Change %	Previous Week
Open	0.7610	0.7616	0.0006	0.1%	0.7501
High	0.7630	0.7634	0.0004	0.1%	0.7605
Low	0.7604	0.7611	0.0007	0.1%	0.7488
Close	0.7612	0.7623	0.0011	0.1%	0.7597
Range	0.0026	0.0023	-0.0003	-11.8%	0.0117
ATR	0.0052	0.0050	-0.0002	-4.1%	0.0000
Volume	58,769	62,368	3,599	6.1%	272,035

Daily Pivots for day following 13-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7690	0.7679	0.7635
R3	0.7667	0.7656	0.7629
R2	0.7645	0.7645	0.7627
R1	0.7634	0.7634	0.7625	0.7639
PP	0.7622	0.7622	0.7622	0.7625
S1	0.7611	0.7611	0.7620	0.7617
S2	0.7600	0.7600	0.7618
S3	0.7577	0.7589	0.7616
S4	0.7555	0.7566	0.7610

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7913	0.7871	0.7661
R3	0.7796	0.7755	0.7629
R2	0.7680	0.7680	0.7618
R1	0.7638	0.7638	0.7607	0.7659
PP	0.7563	0.7563	0.7563	0.7573
S1	0.7522	0.7522	0.7586	0.7542
S2	0.7446	0.7446	0.7575
S3	0.7330	0.7405	0.7564
S4	0.7213	0.7288	0.7532

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7634	0.7521	0.0113	1.5%	0.0033	0.4%	90%	True	False	56,469
10	0.7634	0.7429	0.0205	2.7%	0.0046	0.6%	95%	True	False	65,150
20	0.7634	0.7374	0.0260	3.4%	0.0051	0.7%	96%	True	False	67,251
40	0.7704	0.7361	0.0343	4.5%	0.0053	0.7%	76%	False	False	72,563
60	0.7704	0.7361	0.0343	4.5%	0.0057	0.7%	76%	False	False	71,548
80	0.7804	0.7361	0.0443	5.8%	0.0057	0.7%	59%	False	False	57,714
100	0.7838	0.7361	0.0478	6.3%	0.0058	0.8%	55%	False	False	46,245
120	0.7838	0.7361	0.0478	6.3%	0.0059	0.8%	55%	False	False	38,569

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 142 trading days

Fibonacci Retracements and Extensions
4.250	0.7729
2.618	0.7692
1.618	0.7670
1.000	0.7656
0.618	0.7647
HIGH	0.7634
0.618	0.7625
0.500	0.7622
0.382	0.7620
LOW	0.7611
0.618	0.7597
1.000	0.7589
1.618	0.7575
2.618	0.7552
4.250	0.7515

Fisher Pivots for day following 13-Dec-2016
Pivot	1 day	3 day
R1	0.7622	0.7616
PP	0.7622	0.7609
S1	0.7622	0.7602

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

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