CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 08-Dec-2015

Day Change Summary
	Previous	Current
	07-Dec-2015	08-Dec-2015	Change	Change %	Previous Week
Open	0.7477	0.7404	-0.0073	-1.0%	0.7481
High	0.7479	0.7405	-0.0074	-1.0%	0.7522
Low	0.7393	0.7341	-0.0052	-0.7%	0.7453
Close	0.7399	0.7358	-0.0041	-0.6%	0.7475
Range	0.0086	0.0064	-0.0022	-25.6%	0.0069
ATR	0.0056	0.0056	0.0001	1.1%	0.0000
Volume	82,852	108,364	25,512	30.8%	338,012

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7560	0.7523	0.7393
R3	0.7496	0.7459	0.7376
R2	0.7432	0.7432	0.7370
R1	0.7395	0.7395	0.7364	0.7382
PP	0.7368	0.7368	0.7368	0.7361
S1	0.7331	0.7331	0.7352	0.7318
S2	0.7304	0.7304	0.7346
S3	0.7240	0.7267	0.7340
S4	0.7176	0.7203	0.7323

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	0.7341	0.0181	2.5%	0.0064	0.9%	9%	False	True	85,586
10	0.7529	0.7341	0.0188	2.6%	0.0056	0.8%	9%	False	True	66,747
20	0.7559	0.7341	0.0218	3.0%	0.0049	0.7%	8%	False	True	60,867
40	0.7791	0.7341	0.0450	6.1%	0.0058	0.8%	4%	False	True	58,670
60	0.7791	0.7341	0.0450	6.1%	0.0060	0.8%	4%	False	True	58,619
80	0.7791	0.7341	0.0450	6.1%	0.0063	0.9%	4%	False	True	47,865
100	0.7791	0.7341	0.0450	6.1%	0.0063	0.9%	4%	False	True	38,370
120	0.8178	0.7341	0.0837	11.4%	0.0062	0.8%	2%	False	True	32,024

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7677
2.618	0.7573
1.618	0.7509
1.000	0.7469
0.618	0.7445
HIGH	0.7405
0.618	0.7381
0.500	0.7373
0.382	0.7365
LOW	0.7341
0.618	0.7301
1.000	0.7277
1.618	0.7237
2.618	0.7173
4.250	0.7069

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	0.7373	0.7425
PP	0.7368	0.7402
S1	0.7363	0.7380

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

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