CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 07-Dec-2015

Day Change Summary
	Previous	Current
	04-Dec-2015	07-Dec-2015	Change	Change %	Previous Week
Open	0.7492	0.7477	-0.0015	-0.2%	0.7481
High	0.7508	0.7479	-0.0029	-0.4%	0.7522
Low	0.7453	0.7393	-0.0060	-0.8%	0.7453
Close	0.7475	0.7399	-0.0076	-1.0%	0.7475
Range	0.0055	0.0086	0.0031	56.4%	0.0069
ATR	0.0053	0.0056	0.0002	4.4%	0.0000
Volume	79,416	82,852	3,436	4.3%	338,012

Daily Pivots for day following 07-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7682	0.7626	0.7446
R3	0.7596	0.7540	0.7423
R2	0.7510	0.7510	0.7415
R1	0.7454	0.7454	0.7407	0.7439
PP	0.7424	0.7424	0.7424	0.7416
S1	0.7368	0.7368	0.7391	0.7353
S2	0.7338	0.7338	0.7383
S3	0.7252	0.7282	0.7375
S4	0.7166	0.7196	0.7352

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	0.7393	0.0129	1.7%	0.0062	0.8%	5%	False	True	76,130
10	0.7529	0.7393	0.0136	1.8%	0.0055	0.7%	4%	False	True	62,711
20	0.7559	0.7393	0.0166	2.2%	0.0048	0.6%	4%	False	True	57,632
40	0.7791	0.7393	0.0398	5.4%	0.0058	0.8%	2%	False	True	56,925
60	0.7791	0.7393	0.0398	5.4%	0.0059	0.8%	2%	False	True	57,604
80	0.7791	0.7393	0.0398	5.4%	0.0063	0.8%	2%	False	True	46,518
100	0.7791	0.7393	0.0398	5.4%	0.0062	0.8%	2%	False	True	37,290
120	0.8216	0.7393	0.0823	11.1%	0.0062	0.8%	1%	False	True	31,122

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	0.0014
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.7845
2.618	0.7704
1.618	0.7618
1.000	0.7565
0.618	0.7532
HIGH	0.7479
0.618	0.7446
0.500	0.7436
0.382	0.7426
LOW	0.7393
0.618	0.7340
1.000	0.7307
1.618	0.7254
2.618	0.7168
4.250	0.7028

Fisher Pivots for day following 07-Dec-2015
Pivot	1 day	3 day
R1	0.7436	0.7458
PP	0.7424	0.7438
S1	0.7411	0.7419

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

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