CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 15-Dec-2015

Day Change Summary
	Previous	Current
	14-Dec-2015	15-Dec-2015	Change	Change %	Previous Week
Open	0.7280	0.7285	0.0005	0.1%	0.7477
High	0.7310	0.7314	0.0004	0.1%	0.7479
Low	0.7257	0.7284	0.0027	0.4%	0.7268
Close	0.7279	0.7286	0.0007	0.1%	0.7280
Range	0.0053	0.0030	-0.0023	-43.4%	0.0211
ATR	0.0058	0.0056	-0.0002	-2.8%	0.0000
Volume	6,860	735	-6,125	-89.3%	430,155

Daily Pivots for day following 15-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7385	0.7365	0.7303
R3	0.7355	0.7335	0.7294
R2	0.7325	0.7325	0.7292
R1	0.7305	0.7305	0.7289	0.7315
PP	0.7295	0.7295	0.7295	0.7300
S1	0.7275	0.7275	0.7283	0.7285
S2	0.7265	0.7265	0.7281
S3	0.7235	0.7245	0.7278
S4	0.7205	0.7215	0.7270

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7975	0.7839	0.7396
R3	0.7764	0.7628	0.7338
R2	0.7553	0.7553	0.7319
R1	0.7417	0.7417	0.7299	0.7380
PP	0.7342	0.7342	0.7342	0.7324
S1	0.7206	0.7206	0.7261	0.7169
S2	0.7131	0.7131	0.7241
S3	0.6920	0.6995	0.7222
S4	0.6709	0.6784	0.7164

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7398	0.7257	0.0141	1.9%	0.0053	0.7%	21%	False	False	49,306
10	0.7522	0.7257	0.0265	3.6%	0.0059	0.8%	11%	False	False	67,446
20	0.7547	0.7257	0.0290	4.0%	0.0052	0.7%	10%	False	False	60,833
40	0.7728	0.7257	0.0471	6.5%	0.0056	0.8%	6%	False	False	57,993
60	0.7791	0.7257	0.0534	7.3%	0.0058	0.8%	5%	False	False	57,353
80	0.7791	0.7257	0.0534	7.3%	0.0062	0.9%	5%	False	False	50,907
100	0.7791	0.7257	0.0534	7.3%	0.0063	0.9%	5%	False	False	40,821
120	0.8107	0.7257	0.0850	11.7%	0.0062	0.9%	3%	False	False	34,075

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.7442
2.618	0.7393
1.618	0.7363
1.000	0.7344
0.618	0.7333
HIGH	0.7314
0.618	0.7303
0.500	0.7299
0.382	0.7295
LOW	0.7284
0.618	0.7265
1.000	0.7254
1.618	0.7235
2.618	0.7205
4.250	0.7157

Fisher Pivots for day following 15-Dec-2015
Pivot	1 day	3 day
R1	0.7299	0.7297
PP	0.7295	0.7293
S1	0.7290	0.7290

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

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