CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 06-Jan-2016

Day Change Summary
	Previous	Current
	05-Jan-2016	06-Jan-2016	Change	Change %	Previous Week
Open	0.7180	0.7152	-0.0028	-0.4%	0.7229
High	0.7195	0.7158	-0.0037	-0.5%	0.7240
Low	0.7133	0.7084	-0.0049	-0.7%	0.7174
Close	0.7147	0.7090	-0.0057	-0.8%	0.7233
Range	0.0062	0.0074	0.0012	19.4%	0.0066
ATR	0.0057	0.0058	0.0001	2.1%	0.0000
Volume	62,970	70,968	7,998	12.7%	131,937

Daily Pivots for day following 06-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7333	0.7285	0.7131
R3	0.7259	0.7211	0.7110
R2	0.7185	0.7185	0.7104
R1	0.7137	0.7137	0.7097	0.7124
PP	0.7111	0.7111	0.7111	0.7104
S1	0.7063	0.7063	0.7083	0.7050
S2	0.7037	0.7037	0.7076
S3	0.6963	0.6989	0.7070
S4	0.6889	0.6915	0.7049

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	0.7236	0.7084	0.0152	2.1%	0.0060	0.8%	4%	False	True	55,802
10	0.7240	0.7084	0.0156	2.2%	0.0052	0.7%	4%	False	True	43,565
20	0.7404	0.7084	0.0320	4.5%	0.0058	0.8%	2%	False	True	52,852
40	0.7558	0.7084	0.0474	6.7%	0.0052	0.7%	1%	False	True	27,776
60	0.7786	0.7084	0.0702	9.9%	0.0056	0.8%	1%	False	True	18,582
80	0.7786	0.7084	0.0702	9.9%	0.0056	0.8%	1%	False	True	13,968
100	0.7786	0.7084	0.0702	9.9%	0.0058	0.8%	1%	False	True	11,204
120	0.7786	0.7084	0.0702	9.9%	0.0055	0.8%	1%	False	True	9,339

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	0.0010
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7473
2.618	0.7352
1.618	0.7278
1.000	0.7232
0.618	0.7204
HIGH	0.7158
0.618	0.7130
0.500	0.7121
0.382	0.7112
LOW	0.7084
0.618	0.7038
1.000	0.7010
1.618	0.6964
2.618	0.6890
4.250	0.6770

Fisher Pivots for day following 06-Jan-2016
Pivot	1 day	3 day
R1	0.7121	0.7155
PP	0.7111	0.7133
S1	0.7100	0.7112

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

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