CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 17-Nov-2015

Day Change Summary
	Previous	Current
	16-Nov-2015	17-Nov-2015	Change	Change %	Previous Week
Open	0.7507	0.7497	-0.0010	-0.1%	0.7516
High	0.7522	0.7519	-0.0003	0.0%	0.7559
Low	0.7476	0.7492	0.0016	0.2%	0.7489
Close	0.7498	0.7508	0.0010	0.1%	0.7513
Range	0.0046	0.0027	-0.0019	-41.3%	0.0070
ATR	0.0059	0.0057	-0.0002	-3.9%	0.0000
Volume	52,448	50,818	-1,630	-3.1%	238,429

Daily Pivots for day following 17-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7587	0.7575	0.7523
R3	0.7560	0.7548	0.7515
R2	0.7533	0.7533	0.7513
R1	0.7521	0.7521	0.7510	0.7527
PP	0.7506	0.7506	0.7506	0.7510
S1	0.7494	0.7494	0.7506	0.7500
S2	0.7479	0.7479	0.7503
S3	0.7452	0.7467	0.7501
S4	0.7425	0.7440	0.7493

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7730	0.7692	0.7552
R3	0.7660	0.7622	0.7532
R2	0.7590	0.7590	0.7526
R1	0.7552	0.7552	0.7519	0.7536
PP	0.7520	0.7520	0.7520	0.7513
S1	0.7482	0.7482	0.7507	0.7466
S2	0.7450	0.7450	0.7500
S3	0.7380	0.7412	0.7494
S4	0.7310	0.7342	0.7475

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7559	0.7476	0.0083	1.1%	0.0043	0.6%	39%	False	False	51,061
10	0.7663	0.7476	0.0187	2.5%	0.0049	0.6%	17%	False	False	50,501
20	0.7708	0.7476	0.0232	3.1%	0.0059	0.8%	14%	False	False	54,783
40	0.7791	0.7428	0.0363	4.8%	0.0061	0.8%	22%	False	False	55,751
60	0.7791	0.7428	0.0363	4.8%	0.0064	0.9%	22%	False	False	48,406
80	0.7791	0.7428	0.0363	4.8%	0.0066	0.9%	22%	False	False	36,444
100	0.8107	0.7428	0.0679	9.0%	0.0064	0.9%	12%	False	False	29,231
120	0.8216	0.7428	0.0788	10.5%	0.0062	0.8%	10%	False	False	24,382

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

Fibonacci Retracements and Extensions
4.250	0.7634
2.618	0.7590
1.618	0.7563
1.000	0.7546
0.618	0.7536
HIGH	0.7519
0.618	0.7509
0.500	0.7506
0.382	0.7502
LOW	0.7492
0.618	0.7475
1.000	0.7465
1.618	0.7448
2.618	0.7421
4.250	0.7377

Fisher Pivots for day following 17-Nov-2015
Pivot	1 day	3 day
R1	0.7507	0.7507
PP	0.7506	0.7506
S1	0.7506	0.7506

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

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