CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 09-Nov-2015

Day Change Summary
	Previous	Current
	06-Nov-2015	09-Nov-2015	Change	Change %	Previous Week
Open	0.7592	0.7516	-0.0076	-1.0%	0.7648
High	0.7598	0.7547	-0.0051	-0.7%	0.7668
Low	0.7505	0.7511	0.0006	0.1%	0.7505
Close	0.7517	0.7528	0.0011	0.1%	0.7517
Range	0.0093	0.0036	-0.0057	-61.3%	0.0163
ATR	0.0068	0.0066	-0.0002	-3.4%	0.0000
Volume	71,330	43,668	-27,662	-38.8%	254,414

Daily Pivots for day following 09-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7637	0.7618	0.7548
R3	0.7601	0.7582	0.7538
R2	0.7565	0.7565	0.7535
R1	0.7546	0.7546	0.7531	0.7556
PP	0.7529	0.7529	0.7529	0.7533
S1	0.7510	0.7510	0.7525	0.7520
S2	0.7493	0.7493	0.7521
S3	0.7457	0.7474	0.7518
S4	0.7421	0.7438	0.7508

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8052	0.7948	0.7607
R3	0.7889	0.7785	0.7562
R2	0.7726	0.7726	0.7547
R1	0.7622	0.7622	0.7532	0.7593
PP	0.7563	0.7563	0.7563	0.7549
S1	0.7459	0.7459	0.7502	0.7430
S2	0.7400	0.7400	0.7487
S3	0.7237	0.7296	0.7472
S4	0.7074	0.7133	0.7427

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7668	0.7505	0.0163	2.2%	0.0063	0.8%	14%	False	False	52,392
10	0.7668	0.7505	0.0163	2.2%	0.0066	0.9%	14%	False	False	55,690
20	0.7791	0.7505	0.0286	3.8%	0.0068	0.9%	8%	False	False	56,473
40	0.7791	0.7428	0.0363	4.8%	0.0065	0.9%	28%	False	False	57,495
60	0.7791	0.7428	0.0363	4.8%	0.0068	0.9%	28%	False	False	43,531
80	0.7791	0.7428	0.0363	4.8%	0.0066	0.9%	28%	False	False	32,745
100	0.8178	0.7428	0.0750	10.0%	0.0065	0.9%	13%	False	False	26,256
120	0.8216	0.7428	0.0788	10.5%	0.0063	0.8%	13%	False	False	21,909

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7700
2.618	0.7641
1.618	0.7605
1.000	0.7583
0.618	0.7569
HIGH	0.7547
0.618	0.7533
0.500	0.7529
0.382	0.7525
LOW	0.7511
0.618	0.7489
1.000	0.7475
1.618	0.7453
2.618	0.7417
4.250	0.7358

Fisher Pivots for day following 09-Nov-2015
Pivot	1 day	3 day
R1	0.7529	0.7556
PP	0.7529	0.7547
S1	0.7528	0.7537

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

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