CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 08-Dec-2015

Day Change Summary
	Previous	Current
	07-Dec-2015	08-Dec-2015	Change	Change %	Previous Week
Open	0.7475	0.7402	-0.0073	-1.0%	0.7479
High	0.7476	0.7404	-0.0072	-1.0%	0.7522
Low	0.7392	0.7341	-0.0051	-0.7%	0.7453
Close	0.7398	0.7358	-0.0040	-0.5%	0.7474
Range	0.0084	0.0063	-0.0021	-25.0%	0.0069
ATR	0.0053	0.0054	0.0001	1.3%	0.0000
Volume	28,273	42,886	14,613	51.7%	14,996

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7557	0.7520	0.7393
R3	0.7494	0.7457	0.7375
R2	0.7431	0.7431	0.7370
R1	0.7394	0.7394	0.7364	0.7381
PP	0.7368	0.7368	0.7368	0.7361
S1	0.7331	0.7331	0.7352	0.7318
S2	0.7305	0.7305	0.7346
S3	0.7242	0.7268	0.7341
S4	0.7179	0.7205	0.7323

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	0.7341	0.0181	2.5%	0.0063	0.9%	9%	False	True	16,595
10	0.7528	0.7341	0.0187	2.5%	0.0053	0.7%	9%	False	True	8,988
20	0.7558	0.7341	0.0217	2.9%	0.0046	0.6%	8%	False	True	4,837
40	0.7786	0.7341	0.0445	6.0%	0.0056	0.8%	4%	False	True	2,519
60	0.7786	0.7341	0.0445	6.0%	0.0056	0.8%	4%	False	True	1,720
80	0.7786	0.7341	0.0445	6.0%	0.0058	0.8%	4%	False	True	1,328
100	0.7786	0.7341	0.0445	6.0%	0.0055	0.8%	4%	False	True	1,065
120	0.8130	0.7341	0.0789	10.7%	0.0050	0.7%	2%	False	True	890

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7672
2.618	0.7569
1.618	0.7506
1.000	0.7467
0.618	0.7443
HIGH	0.7404
0.618	0.7380
0.500	0.7373
0.382	0.7365
LOW	0.7341
0.618	0.7302
1.000	0.7278
1.618	0.7239
2.618	0.7176
4.250	0.7073

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	0.7373	0.7425
PP	0.7368	0.7402
S1	0.7363	0.7380

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

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