CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 24-Nov-2015

Day Change Summary
	Previous	Current
	23-Nov-2015	24-Nov-2015	Change	Change %	Previous Week
Open	0.7491	0.7481	-0.0010	-0.1%	0.7507
High	0.7497	0.7527	0.0030	0.4%	0.7547
Low	0.7441	0.7475	0.0034	0.5%	0.7476
Close	0.7477	0.7523	0.0046	0.6%	0.7494
Range	0.0056	0.0052	-0.0004	-7.1%	0.0071
ATR	0.0055	0.0055	0.0000	-0.4%	0.0000
Volume	68,000	57,486	-10,514	-15.5%	287,110

Daily Pivots for day following 24-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7664	0.7646	0.7552
R3	0.7612	0.7594	0.7537
R2	0.7560	0.7560	0.7533
R1	0.7542	0.7542	0.7528	0.7551
PP	0.7508	0.7508	0.7508	0.7513
S1	0.7490	0.7490	0.7518	0.7499
S2	0.7456	0.7456	0.7513
S3	0.7404	0.7438	0.7509
S4	0.7352	0.7386	0.7494

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7719	0.7677	0.7533
R3	0.7648	0.7606	0.7514
R2	0.7577	0.7577	0.7507
R1	0.7535	0.7535	0.7501	0.7521
PP	0.7506	0.7506	0.7506	0.7498
S1	0.7464	0.7464	0.7487	0.7450
S2	0.7435	0.7435	0.7481
S3	0.7364	0.7393	0.7474
S4	0.7293	0.7322	0.7455

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7547	0.7441	0.0106	1.4%	0.0047	0.6%	77%	False	False	61,866
10	0.7559	0.7441	0.0118	1.6%	0.0045	0.6%	69%	False	False	56,463
20	0.7668	0.7441	0.0227	3.0%	0.0054	0.7%	36%	False	False	55,289
40	0.7791	0.7441	0.0350	4.7%	0.0060	0.8%	23%	False	False	56,195
60	0.7791	0.7428	0.0363	4.8%	0.0061	0.8%	26%	False	False	53,406
80	0.7791	0.7428	0.0363	4.8%	0.0065	0.9%	26%	False	False	40,293
100	0.7892	0.7428	0.0464	6.2%	0.0063	0.8%	20%	False	False	32,311
120	0.8216	0.7428	0.0788	10.5%	0.0062	0.8%	12%	False	False	26,953

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7748
2.618	0.7663
1.618	0.7611
1.000	0.7579
0.618	0.7559
HIGH	0.7527
0.618	0.7507
0.500	0.7501
0.382	0.7495
LOW	0.7475
0.618	0.7443
1.000	0.7423
1.618	0.7391
2.618	0.7339
4.250	0.7254

Fisher Pivots for day following 24-Nov-2015
Pivot	1 day	3 day
R1	0.7516	0.7511
PP	0.7508	0.7500
S1	0.7501	0.7488

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

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