CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 05-Nov-2015

Day Change Summary
	Previous	Current
	04-Nov-2015	05-Nov-2015	Change	Change %	Previous Week
Open	0.7653	0.7603	-0.0050	-0.7%	0.7590
High	0.7663	0.7607	-0.0056	-0.7%	0.7657
Low	0.7577	0.7581	0.0004	0.1%	0.7527
Close	0.7593	0.7594	0.0001	0.0%	0.7645
Range	0.0086	0.0026	-0.0060	-69.8%	0.0130
ATR	0.0069	0.0066	-0.0003	-4.5%	0.0000
Volume	52,120	39,870	-12,250	-23.5%	295,710

Daily Pivots for day following 05-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7672	0.7659	0.7608
R3	0.7646	0.7633	0.7601
R2	0.7620	0.7620	0.7599
R1	0.7607	0.7607	0.7596	0.7601
PP	0.7594	0.7594	0.7594	0.7591
S1	0.7581	0.7581	0.7592	0.7575
S2	0.7568	0.7568	0.7589
S3	0.7542	0.7555	0.7587
S4	0.7516	0.7529	0.7580

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8000	0.7952	0.7717
R3	0.7870	0.7822	0.7681
R2	0.7740	0.7740	0.7669
R1	0.7692	0.7692	0.7657	0.7716
PP	0.7610	0.7610	0.7610	0.7622
S1	0.7562	0.7562	0.7633	0.7586
S2	0.7480	0.7480	0.7621
S3	0.7350	0.7432	0.7609
S4	0.7220	0.7302	0.7574

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7668	0.7577	0.0091	1.2%	0.0059	0.8%	19%	False	False	50,397
10	0.7668	0.7527	0.0141	1.9%	0.0067	0.9%	48%	False	False	55,443
20	0.7791	0.7527	0.0264	3.5%	0.0068	0.9%	25%	False	False	55,594
40	0.7791	0.7428	0.0363	4.8%	0.0064	0.8%	46%	False	False	57,821
60	0.7791	0.7428	0.0363	4.8%	0.0068	0.9%	46%	False	False	41,636
80	0.7791	0.7428	0.0363	4.8%	0.0065	0.9%	46%	False	False	31,330
100	0.8216	0.7428	0.0788	10.4%	0.0065	0.9%	21%	False	False	25,107
120	0.8216	0.7428	0.0788	10.4%	0.0063	0.8%	21%	False	False	20,951

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	0.0014
Narrowest range in 78 trading days

Fibonacci Retracements and Extensions
4.250	0.7718
2.618	0.7675
1.618	0.7649
1.000	0.7633
0.618	0.7623
HIGH	0.7607
0.618	0.7597
0.500	0.7594
0.382	0.7591
LOW	0.7581
0.618	0.7565
1.000	0.7555
1.618	0.7539
2.618	0.7513
4.250	0.7471

Fisher Pivots for day following 05-Nov-2015
Pivot	1 day	3 day
R1	0.7594	0.7623
PP	0.7594	0.7613
S1	0.7594	0.7604

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

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