CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 18-Dec-2015

Day Change Summary
	Previous	Current
	17-Dec-2015	18-Dec-2015	Change	Change %	Previous Week
Open	0.7257	0.7179	-0.0078	-1.1%	0.7281
High	0.7258	0.7219	-0.0039	-0.5%	0.7314
Low	0.7150	0.7143	-0.0007	-0.1%	0.7143
Close	0.7165	0.7181	0.0016	0.2%	0.7181
Range	0.0108	0.0076	-0.0032	-29.6%	0.0171
ATR	0.0061	0.0062	0.0001	1.8%	0.0000
Volume	70,746	70,300	-446	-0.6%	333,759

Daily Pivots for day following 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7409	0.7371	0.7223
R3	0.7333	0.7295	0.7202
R2	0.7257	0.7257	0.7195
R1	0.7219	0.7219	0.7188	0.7238
PP	0.7181	0.7181	0.7181	0.7191
S1	0.7143	0.7143	0.7174	0.7162
S2	0.7105	0.7105	0.7167
S3	0.7029	0.7067	0.7160
S4	0.6953	0.6991	0.7139

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7726	0.7624	0.7275
R3	0.7555	0.7453	0.7228
R2	0.7384	0.7384	0.7212
R1	0.7282	0.7282	0.7197	0.7248
PP	0.7213	0.7213	0.7213	0.7195
S1	0.7111	0.7111	0.7165	0.7077
S2	0.7042	0.7042	0.7150
S3	0.6871	0.6940	0.7134
S4	0.6700	0.6769	0.7087

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7314	0.7143	0.0171	2.4%	0.0071	1.0%	22%	False	True	66,751
10	0.7476	0.7143	0.0333	4.6%	0.0069	1.0%	11%	False	True	60,946
20	0.7528	0.7143	0.0385	5.4%	0.0058	0.8%	10%	False	True	31,561
40	0.7665	0.7143	0.0522	7.3%	0.0056	0.8%	7%	False	True	15,934
60	0.7786	0.7143	0.0643	9.0%	0.0057	0.8%	6%	False	True	10,676
80	0.7786	0.7143	0.0643	9.0%	0.0058	0.8%	6%	False	True	8,048
100	0.7786	0.7143	0.0643	9.0%	0.0058	0.8%	6%	False	True	6,447
120	0.7960	0.7143	0.0817	11.4%	0.0054	0.7%	5%	False	True	5,376

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7542
2.618	0.7418
1.618	0.7342
1.000	0.7295
0.618	0.7266
HIGH	0.7219
0.618	0.7190
0.500	0.7181
0.382	0.7172
LOW	0.7143
0.618	0.7096
1.000	0.7067
1.618	0.7020
2.618	0.6944
4.250	0.6820

Fisher Pivots for day following 18-Dec-2015
Pivot	1 day	3 day
R1	0.7181	0.7214
PP	0.7181	0.7203
S1	0.7181	0.7192

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

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