CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 21-Dec-2015

Day Change Summary
	Previous	Current
	18-Dec-2015	21-Dec-2015	Change	Change %	Previous Week
Open	0.7179	0.7177	-0.0002	0.0%	0.7281
High	0.7219	0.7188	-0.0031	-0.4%	0.7314
Low	0.7143	0.7146	0.0003	0.0%	0.7143
Close	0.7181	0.7165	-0.0016	-0.2%	0.7181
Range	0.0076	0.0042	-0.0034	-44.7%	0.0171
ATR	0.0062	0.0060	-0.0001	-2.3%	0.0000
Volume	70,300	40,195	-30,105	-42.8%	333,759

Daily Pivots for day following 21-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7292	0.7271	0.7188
R3	0.7250	0.7229	0.7177
R2	0.7208	0.7208	0.7173
R1	0.7187	0.7187	0.7169	0.7177
PP	0.7166	0.7166	0.7166	0.7161
S1	0.7145	0.7145	0.7161	0.7135
S2	0.7124	0.7124	0.7157
S3	0.7082	0.7103	0.7153
S4	0.7040	0.7061	0.7142

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%	0.0069	1.0%	13%	False	False	59,429
10	0.7404	0.7143	0.0261	3.6%	0.0065	0.9%	8%	False	False	62,139
20	0.7528	0.7143	0.0385	5.4%	0.0058	0.8%	6%	False	False	33,550
40	0.7665	0.7143	0.0522	7.3%	0.0054	0.8%	4%	False	False	16,935
60	0.7786	0.7143	0.0643	9.0%	0.0057	0.8%	3%	False	False	11,344
80	0.7786	0.7143	0.0643	9.0%	0.0058	0.8%	3%	False	False	8,550
100	0.7786	0.7143	0.0643	9.0%	0.0059	0.8%	3%	False	False	6,849
120	0.7952	0.7143	0.0809	11.3%	0.0054	0.8%	3%	False	False	5,710

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.7367
2.618	0.7298
1.618	0.7256
1.000	0.7230
0.618	0.7214
HIGH	0.7188
0.618	0.7172
0.500	0.7167
0.382	0.7162
LOW	0.7146
0.618	0.7120
1.000	0.7104
1.618	0.7078
2.618	0.7036
4.250	0.6968

Fisher Pivots for day following 21-Dec-2015
Pivot	1 day	3 day
R1	0.7167	0.7201
PP	0.7166	0.7189
S1	0.7166	0.7177

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

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