CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 19-Nov-2015

Day Change Summary
	Previous	Current
	18-Nov-2015	19-Nov-2015	Change	Change %	Previous Week
Open	0.7506	0.7511	0.0005	0.1%	0.7516
High	0.7518	0.7547	0.0029	0.4%	0.7559
Low	0.7477	0.7510	0.0033	0.4%	0.7489
Close	0.7497	0.7522	0.0025	0.3%	0.7513
Range	0.0041	0.0037	-0.0004	-9.8%	0.0070
ATR	0.0056	0.0055	0.0000	-0.7%	0.0000
Volume	55,130	56,265	1,135	2.1%	238,429

Daily Pivots for day following 19-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7637	0.7617	0.7542
R3	0.7600	0.7580	0.7532
R2	0.7563	0.7563	0.7529
R1	0.7543	0.7543	0.7525	0.7553
PP	0.7526	0.7526	0.7526	0.7532
S1	0.7506	0.7506	0.7519	0.7516
S2	0.7489	0.7489	0.7515
S3	0.7452	0.7469	0.7512
S4	0.7415	0.7432	0.7502

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	0.7547	0.7476	0.0071	0.9%	0.0039	0.5%	65%	True	False	53,565
10	0.7598	0.7476	0.0122	1.6%	0.0045	0.6%	38%	False	False	52,442
20	0.7668	0.7476	0.0192	2.6%	0.0056	0.7%	24%	False	False	53,942
40	0.7791	0.7428	0.0363	4.8%	0.0060	0.8%	26%	False	False	55,060
60	0.7791	0.7428	0.0363	4.8%	0.0063	0.8%	26%	False	False	50,175
80	0.7791	0.7428	0.0363	4.8%	0.0065	0.9%	26%	False	False	37,827
100	0.7993	0.7428	0.0565	7.5%	0.0063	0.8%	17%	False	False	30,341
120	0.8216	0.7428	0.0788	10.5%	0.0062	0.8%	12%	False	False	25,309

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7704
2.618	0.7644
1.618	0.7607
1.000	0.7584
0.618	0.7570
HIGH	0.7547
0.618	0.7533
0.500	0.7529
0.382	0.7524
LOW	0.7510
0.618	0.7487
1.000	0.7473
1.618	0.7450
2.618	0.7413
4.250	0.7353

Fisher Pivots for day following 19-Nov-2015
Pivot	1 day	3 day
R1	0.7529	0.7519
PP	0.7526	0.7515
S1	0.7524	0.7512

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

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