CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 02-Dec-2015

Day Change Summary
	Previous	Current
	01-Dec-2015	02-Dec-2015	Change	Change %	Previous Week
Open	0.7491	0.7484	-0.0007	-0.1%	0.7483
High	0.7511	0.7513	0.0002	0.0%	0.7528
Low	0.7462	0.7458	-0.0004	-0.1%	0.7450
Close	0.7476	0.7482	0.0006	0.1%	0.7485
Range	0.0049	0.0055	0.0006	12.2%	0.0078
ATR	0.0049	0.0050	0.0000	0.8%	0.0000
Volume	2,038	2,686	648	31.8%	6,352

Daily Pivots for day following 02-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7649	0.7621	0.7512
R3	0.7594	0.7566	0.7497
R2	0.7539	0.7539	0.7492
R1	0.7511	0.7511	0.7487	0.7498
PP	0.7484	0.7484	0.7484	0.7478
S1	0.7456	0.7456	0.7477	0.7443
S2	0.7429	0.7429	0.7472
S3	0.7374	0.7401	0.7467
S4	0.7319	0.7346	0.7452

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	0.7458	0.0070	0.9%	0.0046	0.6%	34%	False	True	1,363
10	0.7546	0.7450	0.0096	1.3%	0.0043	0.6%	33%	False	False	1,339
20	0.7658	0.7450	0.0208	2.8%	0.0045	0.6%	15%	False	False	870
40	0.7786	0.7450	0.0336	4.5%	0.0055	0.7%	10%	False	False	523
60	0.7786	0.7428	0.0358	4.8%	0.0055	0.7%	15%	False	False	393
80	0.7786	0.7428	0.0358	4.8%	0.0058	0.8%	15%	False	False	325
100	0.7836	0.7428	0.0408	5.5%	0.0054	0.7%	13%	False	False	263
120	0.8153	0.7428	0.0725	9.7%	0.0048	0.6%	7%	False	False	221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7747
2.618	0.7657
1.618	0.7602
1.000	0.7568
0.618	0.7547
HIGH	0.7513
0.618	0.7492
0.500	0.7486
0.382	0.7479
LOW	0.7458
0.618	0.7424
1.000	0.7403
1.618	0.7369
2.618	0.7314
4.250	0.7224

Fisher Pivots for day following 02-Dec-2015
Pivot	1 day	3 day
R1	0.7486	0.7486
PP	0.7484	0.7484
S1	0.7483	0.7483

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

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