CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 30-Dec-2015

Day Change Summary
	Previous	Current
	29-Dec-2015	30-Dec-2015	Change	Change %	Previous Week
Open	0.7195	0.7229	0.0034	0.5%	0.7177
High	0.7240	0.7232	-0.0008	-0.1%	0.7238
Low	0.7174	0.7182	0.0008	0.1%	0.7146
Close	0.7238	0.7198	-0.0040	-0.6%	0.7221
Range	0.0066	0.0050	-0.0016	-24.2%	0.0092
ATR	0.0056	0.0056	0.0000	0.1%	0.0000
Volume	36,288	36,719	431	1.2%	136,885

Daily Pivots for day following 30-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7354	0.7326	0.7226
R3	0.7304	0.7276	0.7212
R2	0.7254	0.7254	0.7207
R1	0.7226	0.7226	0.7203	0.7215
PP	0.7204	0.7204	0.7204	0.7199
S1	0.7176	0.7176	0.7193	0.7165
S2	0.7154	0.7154	0.7189
S3	0.7104	0.7126	0.7184
S4	0.7054	0.7076	0.7171

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	0.7174	0.0066	0.9%	0.0049	0.7%	36%	False	False	32,285
10	0.7284	0.7143	0.0141	2.0%	0.0056	0.8%	39%	False	False	44,246
20	0.7522	0.7143	0.0379	5.3%	0.0058	0.8%	15%	False	False	42,742
40	0.7665	0.7143	0.0522	7.3%	0.0052	0.7%	11%	False	False	21,743
60	0.7786	0.7143	0.0643	8.9%	0.0056	0.8%	9%	False	False	14,555
80	0.7786	0.7143	0.0643	8.9%	0.0056	0.8%	9%	False	False	10,958
100	0.7786	0.7143	0.0643	8.9%	0.0059	0.8%	9%	False	False	8,782
120	0.7838	0.7143	0.0695	9.7%	0.0055	0.8%	8%	False	False	7,320

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7445
2.618	0.7363
1.618	0.7313
1.000	0.7282
0.618	0.7263
HIGH	0.7232
0.618	0.7213
0.500	0.7207
0.382	0.7201
LOW	0.7182
0.618	0.7151
1.000	0.7132
1.618	0.7101
2.618	0.7051
4.250	0.6970

Fisher Pivots for day following 30-Dec-2015
Pivot	1 day	3 day
R1	0.7207	0.7207
PP	0.7204	0.7204
S1	0.7201	0.7201

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

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