CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 05-Jan-2016

Day Change Summary
	Previous	Current
	04-Jan-2016	05-Jan-2016	Change	Change %	Previous Week
Open	0.7216	0.7180	-0.0036	-0.5%	0.7229
High	0.7225	0.7195	-0.0030	-0.4%	0.7240
Low	0.7152	0.7133	-0.0019	-0.3%	0.7174
Close	0.7167	0.7147	-0.0020	-0.3%	0.7233
Range	0.0073	0.0062	-0.0011	-15.1%	0.0066
ATR	0.0057	0.0057	0.0000	0.7%	0.0000
Volume	73,086	62,970	-10,116	-13.8%	131,937

Daily Pivots for day following 05-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7344	0.7308	0.7181
R3	0.7282	0.7246	0.7164
R2	0.7220	0.7220	0.7158
R1	0.7184	0.7184	0.7153	0.7171
PP	0.7158	0.7158	0.7158	0.7152
S1	0.7122	0.7122	0.7141	0.7109
S2	0.7096	0.7096	0.7136
S3	0.7034	0.7060	0.7130
S4	0.6972	0.6998	0.7113

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	0.7133	0.0107	1.5%	0.0059	0.8%	13%	False	True	48,866
10	0.7240	0.7133	0.0107	1.5%	0.0049	0.7%	13%	False	True	40,487
20	0.7476	0.7133	0.0343	4.8%	0.0059	0.8%	4%	False	True	50,717
40	0.7595	0.7133	0.0462	6.5%	0.0052	0.7%	3%	False	True	26,016
60	0.7786	0.7133	0.0653	9.1%	0.0056	0.8%	2%	False	True	17,401
80	0.7786	0.7133	0.0653	9.1%	0.0056	0.8%	2%	False	True	13,083
100	0.7786	0.7133	0.0653	9.1%	0.0058	0.8%	2%	False	True	10,494
120	0.7786	0.7133	0.0653	9.1%	0.0055	0.8%	2%	False	True	8,748

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7459
2.618	0.7357
1.618	0.7295
1.000	0.7257
0.618	0.7233
HIGH	0.7195
0.618	0.7171
0.500	0.7164
0.382	0.7157
LOW	0.7133
0.618	0.7095
1.000	0.7071
1.618	0.7033
2.618	0.6971
4.250	0.6870

Fisher Pivots for day following 05-Jan-2016
Pivot	1 day	3 day
R1	0.7164	0.7185
PP	0.7158	0.7172
S1	0.7153	0.7160

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

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