CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 02-Nov-2015

Day Change Summary
	Previous	Current
	30-Oct-2015	02-Nov-2015	Change	Change %	Previous Week
Open	0.7602	0.7650	0.0048	0.6%	0.7596
High	0.7653	0.7650	-0.0003	0.0%	0.7653
Low	0.7576	0.7620	0.0044	0.6%	0.7525
Close	0.7642	0.7630	-0.0012	-0.2%	0.7642
Range	0.0077	0.0030	-0.0047	-61.0%	0.0128
ATR	0.0067	0.0064	-0.0003	-3.9%	0.0000
Volume	101	66	-35	-34.7%	989

Daily Pivots for day following 02-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7723	0.7707	0.7647
R3	0.7693	0.7677	0.7638
R2	0.7663	0.7663	0.7636
R1	0.7647	0.7647	0.7633	0.7640
PP	0.7633	0.7633	0.7633	0.7630
S1	0.7617	0.7617	0.7627	0.7610
S2	0.7603	0.7603	0.7625
S3	0.7573	0.7587	0.7622
S4	0.7543	0.7557	0.7614

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7991	0.7944	0.7712
R3	0.7863	0.7816	0.7677
R2	0.7735	0.7735	0.7665
R1	0.7688	0.7688	0.7654	0.7711
PP	0.7607	0.7607	0.7607	0.7618
S1	0.7560	0.7560	0.7630	0.7584
S2	0.7479	0.7479	0.7619
S3	0.7351	0.7432	0.7607
S4	0.7223	0.7304	0.7572

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7653	0.7525	0.0128	1.7%	0.0068	0.9%	82%	False	False	182
10	0.7723	0.7525	0.0198	2.6%	0.0067	0.9%	53%	False	False	186
20	0.7786	0.7525	0.0261	3.4%	0.0065	0.8%	40%	False	False	179
40	0.7786	0.7428	0.0358	4.7%	0.0059	0.8%	56%	False	False	173
60	0.7786	0.7428	0.0358	4.7%	0.0063	0.8%	56%	False	False	141
80	0.7838	0.7428	0.0410	5.4%	0.0056	0.7%	49%	False	False	109
100	0.8153	0.7428	0.0725	9.5%	0.0047	0.6%	28%	False	False	89

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7778
2.618	0.7729
1.618	0.7699
1.000	0.7680
0.618	0.7669
HIGH	0.7650
0.618	0.7639
0.500	0.7635
0.382	0.7631
LOW	0.7620
0.618	0.7601
1.000	0.7590
1.618	0.7571
2.618	0.7541
4.250	0.7493

Fisher Pivots for day following 02-Nov-2015
Pivot	1 day	3 day
R1	0.7635	0.7620
PP	0.7633	0.7610
S1	0.7632	0.7601

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

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