CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 09-Dec-2015

Day Change Summary
	Previous	Current
	08-Dec-2015	09-Dec-2015	Change	Change %	Previous Week
Open	0.7402	0.7360	-0.0042	-0.6%	0.7479
High	0.7404	0.7398	-0.0006	-0.1%	0.7522
Low	0.7341	0.7342	0.0001	0.0%	0.7453
Close	0.7358	0.7355	-0.0003	0.0%	0.7474
Range	0.0063	0.0056	-0.0007	-11.1%	0.0069
ATR	0.0054	0.0054	0.0000	0.3%	0.0000
Volume	42,886	57,608	14,722	34.3%	14,996

Daily Pivots for day following 09-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7533	0.7500	0.7386
R3	0.7477	0.7444	0.7370
R2	0.7421	0.7421	0.7365
R1	0.7388	0.7388	0.7360	0.7377
PP	0.7365	0.7365	0.7365	0.7359
S1	0.7332	0.7332	0.7350	0.7321
S2	0.7309	0.7309	0.7345
S3	0.7253	0.7276	0.7340
S4	0.7197	0.7220	0.7324

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%	8%	False	False	27,580
10	0.7528	0.7341	0.0187	2.5%	0.0055	0.7%	7%	False	False	14,471
20	0.7558	0.7341	0.0217	3.0%	0.0048	0.6%	6%	False	False	7,706
40	0.7786	0.7341	0.0445	6.1%	0.0055	0.7%	3%	False	False	3,956
60	0.7786	0.7341	0.0445	6.1%	0.0057	0.8%	3%	False	False	2,680
80	0.7786	0.7341	0.0445	6.1%	0.0058	0.8%	3%	False	False	2,048
100	0.7786	0.7341	0.0445	6.1%	0.0056	0.8%	3%	False	False	1,642
120	0.8094	0.7341	0.0753	10.2%	0.0050	0.7%	2%	False	False	1,370

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7636
2.618	0.7545
1.618	0.7489
1.000	0.7454
0.618	0.7433
HIGH	0.7398
0.618	0.7377
0.500	0.7370
0.382	0.7363
LOW	0.7342
0.618	0.7307
1.000	0.7286
1.618	0.7251
2.618	0.7195
4.250	0.7104

Fisher Pivots for day following 09-Dec-2015
Pivot	1 day	3 day
R1	0.7370	0.7409
PP	0.7365	0.7391
S1	0.7360	0.7373

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

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