CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 14-Dec-2015

Day Change Summary
	Previous	Current
	11-Dec-2015	14-Dec-2015	Change	Change %	Previous Week
Open	0.7333	0.7281	-0.0052	-0.7%	0.7475
High	0.7336	0.7312	-0.0024	-0.3%	0.7476
Low	0.7269	0.7256	-0.0013	-0.2%	0.7269
Close	0.7280	0.7279	-0.0001	0.0%	0.7280
Range	0.0067	0.0056	-0.0011	-16.4%	0.0207
ATR	0.0056	0.0056	0.0000	0.0%	0.0000
Volume	85,089	76,808	-8,281	-9.7%	275,710

Daily Pivots for day following 14-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7450	0.7421	0.7310
R3	0.7394	0.7365	0.7294
R2	0.7338	0.7338	0.7289
R1	0.7309	0.7309	0.7284	0.7296
PP	0.7282	0.7282	0.7282	0.7276
S1	0.7253	0.7253	0.7274	0.7240
S2	0.7226	0.7226	0.7269
S3	0.7170	0.7197	0.7264
S4	0.7114	0.7141	0.7248

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7963	0.7828	0.7394
R3	0.7756	0.7621	0.7337
R2	0.7549	0.7549	0.7318
R1	0.7414	0.7414	0.7299	0.7378
PP	0.7342	0.7342	0.7342	0.7324
S1	0.7207	0.7207	0.7261	0.7171
S2	0.7135	0.7135	0.7242
S3	0.6928	0.7000	0.7223
S4	0.6721	0.6793	0.7166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7404	0.7256	0.0148	2.0%	0.0060	0.8%	16%	False	True	64,849
10	0.7522	0.7256	0.0266	3.7%	0.0060	0.8%	9%	False	True	36,637
20	0.7546	0.7256	0.0290	4.0%	0.0050	0.7%	8%	False	True	18,857
40	0.7743	0.7256	0.0487	6.7%	0.0055	0.8%	5%	False	True	9,531
60	0.7786	0.7256	0.0530	7.3%	0.0056	0.8%	4%	False	True	6,404
80	0.7786	0.7256	0.0530	7.3%	0.0058	0.8%	4%	False	True	4,840
100	0.7786	0.7256	0.0530	7.3%	0.0056	0.8%	4%	False	True	3,879
120	0.8094	0.7256	0.0838	11.5%	0.0051	0.7%	3%	False	True	3,235

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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7550
2.618	0.7459
1.618	0.7403
1.000	0.7368
0.618	0.7347
HIGH	0.7312
0.618	0.7291
0.500	0.7284
0.382	0.7277
LOW	0.7256
0.618	0.7221
1.000	0.7200
1.618	0.7165
2.618	0.7109
4.250	0.7018

Fisher Pivots for day following 14-Dec-2015
Pivot	1 day	3 day
R1	0.7284	0.7323
PP	0.7282	0.7308
S1	0.7281	0.7294

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

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