CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 27-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	0.7516	0.7522	0.0006	0.1%	0.7483
High	0.7528	0.7525	-0.0003	0.0%	0.7528
Low	0.7497	0.7476	-0.0021	-0.3%	0.7450
Close	0.7521	0.7485	-0.0036	-0.5%	0.7485
Range	0.0031	0.0049	0.0018	58.1%	0.0078
ATR	0.0050	0.0050	0.0000	-0.1%	0.0000
Volume	439	516	77	17.5%	6,352

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7642	0.7613	0.7512
R3	0.7593	0.7564	0.7498
R2	0.7544	0.7544	0.7494
R1	0.7515	0.7515	0.7489	0.7505
PP	0.7495	0.7495	0.7495	0.7491
S1	0.7466	0.7466	0.7481	0.7456
S2	0.7446	0.7446	0.7476
S3	0.7397	0.7417	0.7472
S4	0.7348	0.7368	0.7458

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7722	0.7681	0.7528
R3	0.7644	0.7603	0.7506
R2	0.7566	0.7566	0.7499
R1	0.7525	0.7525	0.7492	0.7545
PP	0.7488	0.7488	0.7488	0.7498
S1	0.7447	0.7447	0.7478	0.7468
S2	0.7410	0.7410	0.7471
S3	0.7332	0.7369	0.7464
S4	0.7254	0.7291	0.7442

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7528	0.7450	0.0078	1.0%	0.0042	0.6%	45%	False	False	1,352
10	0.7546	0.7450	0.0096	1.3%	0.0039	0.5%	36%	False	False	1,002
20	0.7665	0.7450	0.0215	2.9%	0.0046	0.6%	16%	False	False	594
40	0.7786	0.7450	0.0336	4.5%	0.0056	0.7%	10%	False	False	391
60	0.7786	0.7428	0.0358	4.8%	0.0056	0.7%	16%	False	False	316
80	0.7786	0.7428	0.0358	4.8%	0.0059	0.8%	16%	False	False	252
100	0.7864	0.7428	0.0436	5.8%	0.0054	0.7%	13%	False	False	204
120	0.8153	0.7428	0.0725	9.7%	0.0046	0.6%	8%	False	False	172

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7733
2.618	0.7653
1.618	0.7604
1.000	0.7574
0.618	0.7555
HIGH	0.7525
0.618	0.7506
0.500	0.7501
0.382	0.7495
LOW	0.7476
0.618	0.7446
1.000	0.7427
1.618	0.7397
2.618	0.7348
4.250	0.7268

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	0.7501	0.7502
PP	0.7495	0.7496
S1	0.7490	0.7491

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

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