CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 03-Dec-2015

Day Change Summary
	Previous	Current
	02-Dec-2015	03-Dec-2015	Change	Change %	Previous Week
Open	0.7484	0.7488	0.0004	0.1%	0.7491
High	0.7513	0.7522	0.0009	0.1%	0.7529
Low	0.7458	0.7462	0.0004	0.1%	0.7441
Close	0.7482	0.7496	0.0014	0.2%	0.7485
Range	0.0055	0.0060	0.0005	9.1%	0.0088
ATR	0.0053	0.0053	0.0001	1.0%	0.0000
Volume	75,252	82,050	6,798	9.0%	206,247

Daily Pivots for day following 03-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7673	0.7645	0.7529
R3	0.7613	0.7585	0.7513
R2	0.7553	0.7553	0.7507
R1	0.7525	0.7525	0.7502	0.7539
PP	0.7493	0.7493	0.7493	0.7501
S1	0.7465	0.7465	0.7491	0.7479
S2	0.7433	0.7433	0.7485
S3	0.7373	0.7405	0.7480
S4	0.7313	0.7345	0.7463

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7749	0.7705	0.7533
R3	0.7661	0.7617	0.7509
R2	0.7573	0.7573	0.7501
R1	0.7529	0.7529	0.7493	0.7507
PP	0.7485	0.7485	0.7485	0.7474
S1	0.7441	0.7441	0.7477	0.7419
S2	0.7397	0.7397	0.7469
S3	0.7309	0.7353	0.7461
S4	0.7221	0.7265	0.7437

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7527	0.7458	0.0069	0.9%	0.0053	0.7%	55%	False	False	59,356
10	0.7547	0.7441	0.0106	1.4%	0.0049	0.7%	52%	False	False	59,355
20	0.7607	0.7441	0.0166	2.2%	0.0047	0.6%	33%	False	False	55,079
40	0.7791	0.7441	0.0350	4.7%	0.0058	0.8%	16%	False	False	55,659
60	0.7791	0.7428	0.0363	4.8%	0.0059	0.8%	19%	False	False	57,336
80	0.7791	0.7428	0.0363	4.8%	0.0063	0.8%	19%	False	False	44,503
100	0.7842	0.7428	0.0414	5.5%	0.0063	0.8%	16%	False	False	35,684
120	0.8216	0.7428	0.0788	10.5%	0.0062	0.8%	9%	False	False	29,770

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.7777
2.618	0.7679
1.618	0.7619
1.000	0.7582
0.618	0.7559
HIGH	0.7522
0.618	0.7499
0.500	0.7492
0.382	0.7485
LOW	0.7462
0.618	0.7425
1.000	0.7402
1.618	0.7365
2.618	0.7305
4.250	0.7207

Fisher Pivots for day following 03-Dec-2015
Pivot	1 day	3 day
R1	0.7495	0.7494
PP	0.7493	0.7492
S1	0.7492	0.7490

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

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