CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 04-Dec-2015

Day Change Summary
	Previous	Current
	03-Dec-2015	04-Dec-2015	Change	Change %	Previous Week
Open	0.7490	0.7486	-0.0004	-0.1%	0.7479
High	0.7522	0.7508	-0.0014	-0.2%	0.7522
Low	0.7463	0.7453	-0.0010	-0.1%	0.7453
Close	0.7496	0.7474	-0.0022	-0.3%	0.7474
Range	0.0059	0.0055	-0.0004	-6.8%	0.0069
ATR	0.0050	0.0051	0.0000	0.6%	0.0000
Volume	4,654	4,480	-174	-3.7%	14,996

Daily Pivots for day following 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7643	0.7614	0.7504
R3	0.7588	0.7559	0.7489
R2	0.7533	0.7533	0.7484
R1	0.7504	0.7504	0.7479	0.7491
PP	0.7478	0.7478	0.7478	0.7472
S1	0.7449	0.7449	0.7469	0.7436
S2	0.7423	0.7423	0.7464
S3	0.7368	0.7394	0.7459
S4	0.7313	0.7339	0.7444

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7690	0.7651	0.7512
R3	0.7621	0.7582	0.7493
R2	0.7552	0.7552	0.7487
R1	0.7513	0.7513	0.7480	0.7498
PP	0.7483	0.7483	0.7483	0.7476
S1	0.7444	0.7444	0.7468	0.7429
S2	0.7414	0.7414	0.7461
S3	0.7345	0.7375	0.7455
S4	0.7276	0.7306	0.7436

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7522	0.7453	0.0069	0.9%	0.0052	0.7%	30%	False	True	2,999
10	0.7528	0.7450	0.0078	1.0%	0.0047	0.6%	31%	False	False	2,175
20	0.7595	0.7450	0.0145	1.9%	0.0045	0.6%	17%	False	False	1,315
40	0.7786	0.7450	0.0336	4.5%	0.0055	0.7%	7%	False	False	743
60	0.7786	0.7428	0.0358	4.8%	0.0055	0.7%	13%	False	False	539
80	0.7786	0.7428	0.0358	4.8%	0.0058	0.8%	13%	False	False	438
100	0.7786	0.7428	0.0358	4.8%	0.0054	0.7%	13%	False	False	354
120	0.8153	0.7428	0.0725	9.7%	0.0049	0.6%	6%	False	False	297

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7742
2.618	0.7652
1.618	0.7597
1.000	0.7563
0.618	0.7542
HIGH	0.7508
0.618	0.7487
0.500	0.7481
0.382	0.7474
LOW	0.7453
0.618	0.7419
1.000	0.7398
1.618	0.7364
2.618	0.7309
4.250	0.7219

Fisher Pivots for day following 04-Dec-2015
Pivot	1 day	3 day
R1	0.7481	0.7488
PP	0.7478	0.7483
S1	0.7476	0.7479

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

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