CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 15-Dec-2015

Day Change Summary
	Previous	Current
	14-Dec-2015	15-Dec-2015	Change	Change %	Previous Week
Open	0.7281	0.7284	0.0003	0.0%	0.7475
High	0.7312	0.7314	0.0002	0.0%	0.7476
Low	0.7256	0.7264	0.0008	0.1%	0.7269
Close	0.7279	0.7284	0.0005	0.1%	0.7280
Range	0.0056	0.0050	-0.0006	-10.7%	0.0207
ATR	0.0056	0.0055	0.0000	-0.8%	0.0000
Volume	76,808	48,042	-28,766	-37.5%	275,710

Daily Pivots for day following 15-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7437	0.7411	0.7312
R3	0.7387	0.7361	0.7298
R2	0.7337	0.7337	0.7293
R1	0.7311	0.7311	0.7289	0.7309
PP	0.7287	0.7287	0.7287	0.7287
S1	0.7261	0.7261	0.7279	0.7259
S2	0.7237	0.7237	0.7275
S3	0.7187	0.7211	0.7270
S4	0.7137	0.7161	0.7257

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	0.7398	0.7256	0.0142	1.9%	0.0058	0.8%	20%	False	False	65,880
10	0.7522	0.7256	0.0266	3.7%	0.0061	0.8%	11%	False	False	41,238
20	0.7546	0.7256	0.0290	4.0%	0.0050	0.7%	10%	False	False	21,176
40	0.7723	0.7256	0.0467	6.4%	0.0055	0.7%	6%	False	False	10,728
60	0.7786	0.7256	0.0530	7.3%	0.0056	0.8%	5%	False	False	7,202
80	0.7786	0.7256	0.0530	7.3%	0.0058	0.8%	5%	False	False	5,439
100	0.7786	0.7256	0.0530	7.3%	0.0057	0.8%	5%	False	False	4,359
120	0.8092	0.7256	0.0836	11.5%	0.0052	0.7%	3%	False	False	3,635

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7527
2.618	0.7445
1.618	0.7395
1.000	0.7364
0.618	0.7345
HIGH	0.7314
0.618	0.7295
0.500	0.7289
0.382	0.7283
LOW	0.7264
0.618	0.7233
1.000	0.7214
1.618	0.7183
2.618	0.7133
4.250	0.7052

Fisher Pivots for day following 15-Dec-2015
Pivot	1 day	3 day
R1	0.7289	0.7296
PP	0.7287	0.7292
S1	0.7286	0.7288

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

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