CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 30-Nov-2015

Day Change Summary
	Previous	Current
	27-Nov-2015	30-Nov-2015	Change	Change %	Previous Week
Open	0.7522	0.7479	-0.0043	-0.6%	0.7483
High	0.7525	0.7512	-0.0013	-0.2%	0.7528
Low	0.7476	0.7468	-0.0008	-0.1%	0.7450
Close	0.7485	0.7487	0.0002	0.0%	0.7485
Range	0.0049	0.0044	-0.0005	-10.2%	0.0078
ATR	0.0050	0.0049	0.0000	-0.8%	0.0000
Volume	516	1,138	622	120.5%	6,352

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7621	0.7598	0.7511
R3	0.7577	0.7554	0.7499
R2	0.7533	0.7533	0.7495
R1	0.7510	0.7510	0.7491	0.7522
PP	0.7489	0.7489	0.7489	0.7495
S1	0.7466	0.7466	0.7483	0.7478
S2	0.7445	0.7445	0.7479
S3	0.7401	0.7422	0.7475
S4	0.7357	0.7378	0.7463

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%	47%	False	False	1,498
10	0.7546	0.7450	0.0096	1.3%	0.0039	0.5%	39%	False	False	1,076
20	0.7665	0.7450	0.0215	2.9%	0.0045	0.6%	17%	False	False	646
40	0.7786	0.7450	0.0336	4.5%	0.0055	0.7%	11%	False	False	415
60	0.7786	0.7428	0.0358	4.8%	0.0055	0.7%	16%	False	False	333
80	0.7786	0.7428	0.0358	4.8%	0.0059	0.8%	16%	False	False	266
100	0.7864	0.7428	0.0436	5.8%	0.0054	0.7%	14%	False	False	216
120	0.8153	0.7428	0.0725	9.7%	0.0047	0.6%	8%	False	False	182

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7699
2.618	0.7627
1.618	0.7583
1.000	0.7556
0.618	0.7539
HIGH	0.7512
0.618	0.7495
0.500	0.7490
0.382	0.7485
LOW	0.7468
0.618	0.7441
1.000	0.7424
1.618	0.7397
2.618	0.7353
4.250	0.7281

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	0.7490	0.7498
PP	0.7489	0.7494
S1	0.7488	0.7491

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

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