CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 04-Dec-2015

Day Change Summary
	Previous	Current
	03-Dec-2015	04-Dec-2015	Change	Change %	Previous Week
Open	0.7488	0.7492	0.0004	0.1%	0.7481
High	0.7522	0.7508	-0.0014	-0.2%	0.7522
Low	0.7462	0.7453	-0.0009	-0.1%	0.7453
Close	0.7496	0.7475	-0.0021	-0.3%	0.7475
Range	0.0060	0.0055	-0.0005	-8.3%	0.0069
ATR	0.0053	0.0053	0.0000	0.2%	0.0000
Volume	82,050	79,416	-2,634	-3.2%	338,012

Daily Pivots for day following 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7644	0.7614	0.7505
R3	0.7589	0.7559	0.7490
R2	0.7534	0.7534	0.7485
R1	0.7504	0.7504	0.7480	0.7492
PP	0.7479	0.7479	0.7479	0.7472
S1	0.7449	0.7449	0.7470	0.7437
S2	0.7424	0.7424	0.7465
S3	0.7369	0.7394	0.7460
S4	0.7314	0.7339	0.7445

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7690	0.7652	0.7513
R3	0.7621	0.7583	0.7494
R2	0.7552	0.7552	0.7488
R1	0.7514	0.7514	0.7481	0.7499
PP	0.7483	0.7483	0.7483	0.7476
S1	0.7445	0.7445	0.7469	0.7430
S2	0.7414	0.7414	0.7462
S3	0.7345	0.7376	0.7456
S4	0.7276	0.7307	0.7437

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7522	0.7453	0.0069	0.9%	0.0054	0.7%	32%	False	True	67,602
10	0.7535	0.7441	0.0094	1.3%	0.0051	0.7%	36%	False	False	61,670
20	0.7598	0.7441	0.0157	2.1%	0.0048	0.6%	22%	False	False	57,056
40	0.7791	0.7441	0.0350	4.7%	0.0058	0.8%	10%	False	False	56,325
60	0.7791	0.7428	0.0363	4.9%	0.0058	0.8%	13%	False	False	57,566
80	0.7791	0.7428	0.0363	4.9%	0.0063	0.8%	13%	False	False	45,491
100	0.7791	0.7428	0.0363	4.9%	0.0062	0.8%	13%	False	False	36,475
120	0.8216	0.7428	0.0788	10.5%	0.0062	0.8%	6%	False	False	30,432

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7742
2.618	0.7652
1.618	0.7597
1.000	0.7563
0.618	0.7542
HIGH	0.7508
0.618	0.7487
0.500	0.7481
0.382	0.7474
LOW	0.7453
0.618	0.7419
1.000	0.7398
1.618	0.7364
2.618	0.7309
4.250	0.7219

Fisher Pivots for day following 04-Dec-2015
Pivot	1 day	3 day
R1	0.7481	0.7488
PP	0.7479	0.7483
S1	0.7477	0.7479

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

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