CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 10-Nov-2015

Day Change Summary
	Previous	Current
	09-Nov-2015	10-Nov-2015	Change	Change %	Previous Week
Open	0.7511	0.7530	0.0019	0.3%	0.7650
High	0.7545	0.7546	0.0001	0.0%	0.7665
Low	0.7509	0.7517	0.0008	0.1%	0.7507
Close	0.7527	0.7530	0.0003	0.0%	0.7516
Range	0.0036	0.0029	-0.0007	-19.4%	0.0158
ATR	0.0063	0.0061	-0.0002	-3.9%	0.0000
Volume	156	233	77	49.4%	1,031

Daily Pivots for day following 10-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7618	0.7603	0.7546
R3	0.7589	0.7574	0.7538
R2	0.7560	0.7560	0.7535
R1	0.7545	0.7545	0.7533	0.7545
PP	0.7531	0.7531	0.7531	0.7531
S1	0.7516	0.7516	0.7527	0.7516
S2	0.7502	0.7502	0.7525
S3	0.7473	0.7487	0.7522
S4	0.7444	0.7458	0.7514

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8037	0.7934	0.7603
R3	0.7879	0.7776	0.7559
R2	0.7721	0.7721	0.7545
R1	0.7618	0.7618	0.7530	0.7591
PP	0.7563	0.7563	0.7563	0.7549
S1	0.7460	0.7460	0.7502	0.7433
S2	0.7405	0.7405	0.7487
S3	0.7247	0.7302	0.7473
S4	0.7089	0.7144	0.7429

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7658	0.7507	0.0151	2.0%	0.0052	0.7%	15%	False	False	238
10	0.7665	0.7507	0.0158	2.1%	0.0061	0.8%	15%	False	False	199
20	0.7786	0.7507	0.0279	3.7%	0.0063	0.8%	8%	False	False	207
40	0.7786	0.7428	0.0358	4.8%	0.0061	0.8%	28%	False	False	167
60	0.7786	0.7428	0.0358	4.8%	0.0062	0.8%	28%	False	False	162
80	0.7786	0.7428	0.0358	4.8%	0.0058	0.8%	28%	False	False	125
100	0.8094	0.7428	0.0666	8.8%	0.0051	0.7%	15%	False	False	103

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7669
2.618	0.7622
1.618	0.7593
1.000	0.7575
0.618	0.7564
HIGH	0.7546
0.618	0.7535
0.500	0.7532
0.382	0.7528
LOW	0.7517
0.618	0.7499
1.000	0.7488
1.618	0.7470
2.618	0.7441
4.250	0.7394

Fisher Pivots for day following 10-Nov-2015
Pivot	1 day	3 day
R1	0.7532	0.7551
PP	0.7531	0.7544
S1	0.7531	0.7537

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

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