CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 24-Nov-2015

Day Change Summary
	Previous	Current
	23-Nov-2015	24-Nov-2015	Change	Change %	Previous Week
Open	0.7483	0.7482	-0.0001	0.0%	0.7502
High	0.7495	0.7524	0.0029	0.4%	0.7546
Low	0.7450	0.7482	0.0032	0.4%	0.7476
Close	0.7477	0.7523	0.0046	0.6%	0.7494
Range	0.0045	0.0042	-0.0003	-6.7%	0.0070
ATR	0.0052	0.0051	0.0000	-0.6%	0.0000
Volume	2,623	2,774	151	5.8%	3,274

Daily Pivots for day following 24-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7636	0.7621	0.7546
R3	0.7594	0.7579	0.7535
R2	0.7552	0.7552	0.7531
R1	0.7537	0.7537	0.7527	0.7544
PP	0.7510	0.7510	0.7510	0.7513
S1	0.7495	0.7495	0.7519	0.7503
S2	0.7468	0.7468	0.7515
S3	0.7426	0.7453	0.7511
S4	0.7384	0.7411	0.7500

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	0.7450	0.0096	1.3%	0.0040	0.5%	76%	False	False	1,315
10	0.7558	0.7450	0.0108	1.4%	0.0041	0.5%	68%	False	False	940
20	0.7665	0.7450	0.0215	2.9%	0.0051	0.7%	34%	False	False	570
40	0.7786	0.7441	0.0345	4.6%	0.0057	0.8%	24%	False	False	372
60	0.7786	0.7428	0.0358	4.8%	0.0057	0.8%	27%	False	False	303
80	0.7786	0.7428	0.0358	4.8%	0.0059	0.8%	27%	False	False	240
100	0.7864	0.7428	0.0436	5.8%	0.0053	0.7%	22%	False	False	196

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7702
2.618	0.7634
1.618	0.7592
1.000	0.7566
0.618	0.7550
HIGH	0.7524
0.618	0.7508
0.500	0.7503
0.382	0.7498
LOW	0.7482
0.618	0.7456
1.000	0.7440
1.618	0.7414
2.618	0.7372
4.250	0.7304

Fisher Pivots for day following 24-Nov-2015
Pivot	1 day	3 day
R1	0.7516	0.7512
PP	0.7510	0.7500
S1	0.7503	0.7489

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

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