CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 23-Dec-2015

Day Change Summary
	Previous	Current
	22-Dec-2015	23-Dec-2015	Change	Change %	Previous Week
Open	0.7161	0.7186	0.0025	0.3%	0.7281
High	0.7187	0.7228	0.0041	0.6%	0.7314
Low	0.7161	0.7175	0.0014	0.2%	0.7143
Close	0.7175	0.7217	0.0042	0.6%	0.7181
Range	0.0026	0.0053	0.0027	103.8%	0.0171
ATR	0.0058	0.0057	0.0000	-0.6%	0.0000
Volume	31,935	46,801	14,866	46.6%	333,759

Daily Pivots for day following 23-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7366	0.7344	0.7246
R3	0.7313	0.7291	0.7232
R2	0.7260	0.7260	0.7227
R1	0.7238	0.7238	0.7222	0.7249
PP	0.7207	0.7207	0.7207	0.7212
S1	0.7185	0.7185	0.7212	0.7196
S2	0.7154	0.7154	0.7207
S3	0.7101	0.7132	0.7202
S4	0.7048	0.7079	0.7188

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	0.7258	0.7143	0.0115	1.6%	0.0061	0.8%	64%	False	False	51,995
10	0.7390	0.7143	0.0247	3.4%	0.0061	0.8%	30%	False	False	59,963
20	0.7528	0.7143	0.0385	5.3%	0.0058	0.8%	19%	False	False	37,217
40	0.7665	0.7143	0.0522	7.2%	0.0054	0.7%	14%	False	False	18,893
60	0.7786	0.7143	0.0643	8.9%	0.0057	0.8%	12%	False	False	12,654
80	0.7786	0.7143	0.0643	8.9%	0.0057	0.8%	12%	False	False	9,531
100	0.7786	0.7143	0.0643	8.9%	0.0058	0.8%	12%	False	False	7,636
120	0.7864	0.7143	0.0721	10.0%	0.0054	0.7%	10%	False	False	6,366

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7453
2.618	0.7367
1.618	0.7314
1.000	0.7281
0.618	0.7261
HIGH	0.7228
0.618	0.7208
0.500	0.7202
0.382	0.7195
LOW	0.7175
0.618	0.7142
1.000	0.7122
1.618	0.7089
2.618	0.7036
4.250	0.6950

Fisher Pivots for day following 23-Dec-2015
Pivot	1 day	3 day
R1	0.7212	0.7207
PP	0.7207	0.7197
S1	0.7202	0.7187

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

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