CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 29-Dec-2015

Day Change Summary
	Previous	Current
	28-Dec-2015	29-Dec-2015	Change	Change %	Previous Week
Open	0.7229	0.7195	-0.0034	-0.5%	0.7177
High	0.7234	0.7240	0.0006	0.1%	0.7238
Low	0.7187	0.7174	-0.0013	-0.2%	0.7146
Close	0.7198	0.7238	0.0040	0.6%	0.7221
Range	0.0047	0.0066	0.0019	40.4%	0.0092
ATR	0.0055	0.0056	0.0001	1.5%	0.0000
Volume	23,663	36,288	12,625	53.4%	136,885

Daily Pivots for day following 29-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7415	0.7393	0.7274
R3	0.7349	0.7327	0.7256
R2	0.7283	0.7283	0.7250
R1	0.7261	0.7261	0.7244	0.7272
PP	0.7217	0.7217	0.7217	0.7223
S1	0.7195	0.7195	0.7232	0.7206
S2	0.7151	0.7151	0.7226
S3	0.7085	0.7129	0.7220
S4	0.7019	0.7063	0.7202

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	0.7240	0.7161	0.0079	1.1%	0.0044	0.6%	97%	True	False	31,328
10	0.7314	0.7143	0.0171	2.4%	0.0056	0.8%	56%	False	False	45,378
20	0.7522	0.7143	0.0379	5.2%	0.0058	0.8%	25%	False	False	41,008
40	0.7665	0.7143	0.0522	7.2%	0.0051	0.7%	18%	False	False	20,827
60	0.7786	0.7143	0.0643	8.9%	0.0056	0.8%	15%	False	False	13,946
80	0.7786	0.7143	0.0643	8.9%	0.0056	0.8%	15%	False	False	10,501
100	0.7786	0.7143	0.0643	8.9%	0.0059	0.8%	15%	False	False	8,415
120	0.7864	0.7143	0.0721	10.0%	0.0055	0.8%	13%	False	False	7,014

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7521
2.618	0.7413
1.618	0.7347
1.000	0.7306
0.618	0.7281
HIGH	0.7240
0.618	0.7215
0.500	0.7207
0.382	0.7199
LOW	0.7174
0.618	0.7133
1.000	0.7108
1.618	0.7067
2.618	0.7001
4.250	0.6894

Fisher Pivots for day following 29-Dec-2015
Pivot	1 day	3 day
R1	0.7228	0.7228
PP	0.7217	0.7217
S1	0.7207	0.7207

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

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