CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 20-Nov-2015

Day Change Summary
	Previous	Current
	19-Nov-2015	20-Nov-2015	Change	Change %	Previous Week
Open	0.7515	0.7521	0.0006	0.1%	0.7502
High	0.7546	0.7528	-0.0018	-0.2%	0.7546
Low	0.7511	0.7487	-0.0024	-0.3%	0.7476
Close	0.7522	0.7494	-0.0028	-0.4%	0.7494
Range	0.0035	0.0041	0.0006	17.1%	0.0070
ATR	0.0053	0.0052	-0.0001	-1.6%	0.0000
Volume	506	409	-97	-19.2%	3,274

Daily Pivots for day following 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7626	0.7601	0.7517
R3	0.7585	0.7560	0.7505
R2	0.7544	0.7544	0.7502
R1	0.7519	0.7519	0.7498	0.7511
PP	0.7503	0.7503	0.7503	0.7499
S1	0.7478	0.7478	0.7490	0.7470
S2	0.7462	0.7462	0.7486
S3	0.7421	0.7437	0.7483
S4	0.7380	0.7396	0.7471

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7715	0.7675	0.7533
R3	0.7645	0.7605	0.7513
R2	0.7575	0.7575	0.7507
R1	0.7535	0.7535	0.7500	0.7520
PP	0.7505	0.7505	0.7505	0.7498
S1	0.7465	0.7465	0.7488	0.7450
S2	0.7435	0.7435	0.7481
S3	0.7365	0.7395	0.7475
S4	0.7295	0.7325	0.7456

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7546	0.7476	0.0070	0.9%	0.0037	0.5%	26%	False	False	654
10	0.7558	0.7476	0.0082	1.1%	0.0038	0.5%	22%	False	False	440
20	0.7665	0.7476	0.0189	2.5%	0.0051	0.7%	10%	False	False	321
40	0.7786	0.7428	0.0358	4.8%	0.0057	0.8%	18%	False	False	241
60	0.7786	0.7428	0.0358	4.8%	0.0058	0.8%	18%	False	False	217
80	0.7786	0.7428	0.0358	4.8%	0.0059	0.8%	18%	False	False	174
100	0.7952	0.7428	0.0524	7.0%	0.0053	0.7%	13%	False	False	142

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7702
2.618	0.7635
1.618	0.7594
1.000	0.7569
0.618	0.7553
HIGH	0.7528
0.618	0.7512
0.500	0.7508
0.382	0.7503
LOW	0.7487
0.618	0.7462
1.000	0.7446
1.618	0.7421
2.618	0.7380
4.250	0.7313

Fisher Pivots for day following 20-Nov-2015
Pivot	1 day	3 day
R1	0.7508	0.7512
PP	0.7503	0.7506
S1	0.7499	0.7500

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

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