CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 04-Jan-2016

Day Change Summary
	Previous	Current
	31-Dec-2015	04-Jan-2016	Change	Change %	Previous Week
Open	0.7208	0.7216	0.0008	0.1%	0.7229
High	0.7236	0.7225	-0.0011	-0.2%	0.7240
Low	0.7194	0.7152	-0.0042	-0.6%	0.7174
Close	0.7233	0.7167	-0.0066	-0.9%	0.7233
Range	0.0042	0.0073	0.0031	73.8%	0.0066
ATR	0.0055	0.0057	0.0002	3.4%	0.0000
Volume	35,267	73,086	37,819	107.2%	131,937

Daily Pivots for day following 04-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7400	0.7357	0.7207
R3	0.7327	0.7284	0.7187
R2	0.7254	0.7254	0.7180
R1	0.7211	0.7211	0.7174	0.7196
PP	0.7181	0.7181	0.7181	0.7174
S1	0.7138	0.7138	0.7160	0.7123
S2	0.7108	0.7108	0.7154
S3	0.7035	0.7065	0.7147
S4	0.6962	0.6992	0.7127

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7414	0.7389	0.7269
R3	0.7348	0.7323	0.7251
R2	0.7282	0.7282	0.7245
R1	0.7257	0.7257	0.7239	0.7270
PP	0.7216	0.7216	0.7216	0.7222
S1	0.7191	0.7191	0.7227	0.7204
S2	0.7150	0.7150	0.7221
S3	0.7084	0.7125	0.7215
S4	0.7018	0.7059	0.7197

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7240	0.7152	0.0088	1.2%	0.0056	0.8%	17%	False	True	41,004
10	0.7240	0.7143	0.0097	1.4%	0.0050	0.7%	25%	False	False	41,220
20	0.7508	0.7143	0.0365	5.1%	0.0059	0.8%	7%	False	False	47,792
40	0.7604	0.7143	0.0461	6.4%	0.0051	0.7%	5%	False	False	24,444
60	0.7786	0.7143	0.0643	9.0%	0.0056	0.8%	4%	False	False	16,354
80	0.7786	0.7143	0.0643	9.0%	0.0056	0.8%	4%	False	False	12,298
100	0.7786	0.7143	0.0643	9.0%	0.0058	0.8%	4%	False	False	9,865
120	0.7835	0.7143	0.0692	9.7%	0.0055	0.8%	3%	False	False	8,223

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7535
2.618	0.7416
1.618	0.7343
1.000	0.7298
0.618	0.7270
HIGH	0.7225
0.618	0.7197
0.500	0.7189
0.382	0.7180
LOW	0.7152
0.618	0.7107
1.000	0.7079
1.618	0.7034
2.618	0.6961
4.250	0.6842

Fisher Pivots for day following 04-Jan-2016
Pivot	1 day	3 day
R1	0.7189	0.7194
PP	0.7181	0.7185
S1	0.7174	0.7176

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

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