CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 28-Dec-2015

Day Change Summary
	Previous	Current
	24-Dec-2015	28-Dec-2015	Change	Change %	Previous Week
Open	0.7222	0.7229	0.0007	0.1%	0.7177
High	0.7238	0.7234	-0.0004	-0.1%	0.7238
Low	0.7209	0.7187	-0.0022	-0.3%	0.7146
Close	0.7221	0.7198	-0.0023	-0.3%	0.7221
Range	0.0029	0.0047	0.0018	62.1%	0.0092
ATR	0.0055	0.0055	-0.0001	-1.1%	0.0000
Volume	17,954	23,663	5,709	31.8%	136,885

Daily Pivots for day following 28-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7347	0.7320	0.7224
R3	0.7300	0.7273	0.7211
R2	0.7253	0.7253	0.7207
R1	0.7226	0.7226	0.7202	0.7216
PP	0.7206	0.7206	0.7206	0.7202
S1	0.7179	0.7179	0.7194	0.7169
S2	0.7159	0.7159	0.7189
S3	0.7112	0.7132	0.7185
S4	0.7065	0.7085	0.7172

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7478	0.7441	0.7272
R3	0.7386	0.7349	0.7246
R2	0.7294	0.7294	0.7238
R1	0.7257	0.7257	0.7229	0.7276
PP	0.7202	0.7202	0.7202	0.7211
S1	0.7165	0.7165	0.7213	0.7184
S2	0.7110	0.7110	0.7204
S3	0.7018	0.7073	0.7196
S4	0.6926	0.6981	0.7170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7238	0.7146	0.0092	1.3%	0.0039	0.5%	57%	False	False	32,109
10	0.7314	0.7143	0.0171	2.4%	0.0055	0.8%	32%	False	False	49,430
20	0.7522	0.7143	0.0379	5.3%	0.0057	0.8%	15%	False	False	39,250
40	0.7665	0.7143	0.0522	7.3%	0.0052	0.7%	11%	False	False	19,922
60	0.7786	0.7143	0.0643	8.9%	0.0056	0.8%	9%	False	False	13,344
80	0.7786	0.7143	0.0643	8.9%	0.0056	0.8%	9%	False	False	10,049
100	0.7786	0.7143	0.0643	8.9%	0.0058	0.8%	9%	False	False	8,052
120	0.7864	0.7143	0.0721	10.0%	0.0054	0.8%	8%	False	False	6,712

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7434
2.618	0.7357
1.618	0.7310
1.000	0.7281
0.618	0.7263
HIGH	0.7234
0.618	0.7216
0.500	0.7211
0.382	0.7205
LOW	0.7187
0.618	0.7158
1.000	0.7140
1.618	0.7111
2.618	0.7064
4.250	0.6987

Fisher Pivots for day following 28-Dec-2015
Pivot	1 day	3 day
R1	0.7211	0.7207
PP	0.7206	0.7204
S1	0.7202	0.7201

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

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