CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 08-Jan-2016

Day Change Summary
	Previous	Current
	07-Jan-2016	08-Jan-2016	Change	Change %	Previous Week
Open	0.7106	0.7083	-0.0023	-0.3%	0.7216
High	0.7118	0.7113	-0.0005	-0.1%	0.7225
Low	0.7057	0.7052	-0.0005	-0.1%	0.7052
Close	0.7100	0.7074	-0.0026	-0.4%	0.7074
Range	0.0061	0.0061	0.0000	0.0%	0.0173
ATR	0.0058	0.0059	0.0000	0.3%	0.0000
Volume	87,378	67,043	-20,335	-23.3%	361,445

Daily Pivots for day following 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7263	0.7229	0.7108
R3	0.7202	0.7168	0.7091
R2	0.7141	0.7141	0.7085
R1	0.7107	0.7107	0.7080	0.7094
PP	0.7080	0.7080	0.7080	0.7073
S1	0.7046	0.7046	0.7068	0.7033
S2	0.7019	0.7019	0.7063
S3	0.6958	0.6985	0.7057
S4	0.6897	0.6924	0.7040

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7636	0.7528	0.7169
R3	0.7463	0.7355	0.7122
R2	0.7290	0.7290	0.7106
R1	0.7182	0.7182	0.7090	0.7150
PP	0.7117	0.7117	0.7117	0.7101
S1	0.7009	0.7009	0.7058	0.6977
S2	0.6944	0.6944	0.7042
S3	0.6771	0.6836	0.7026
S4	0.6598	0.6663	0.6979

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7225	0.7052	0.0173	2.4%	0.0066	0.9%	13%	False	True	72,289
10	0.7240	0.7052	0.0188	2.7%	0.0057	0.8%	12%	False	True	51,133
20	0.7390	0.7052	0.0338	4.8%	0.0059	0.8%	7%	False	True	55,548
40	0.7558	0.7052	0.0506	7.2%	0.0053	0.7%	4%	False	True	31,627
60	0.7786	0.7052	0.0734	10.4%	0.0056	0.8%	3%	False	True	21,153
80	0.7786	0.7052	0.0734	10.4%	0.0057	0.8%	3%	False	True	15,897
100	0.7786	0.7052	0.0734	10.4%	0.0058	0.8%	3%	False	True	12,748
120	0.7786	0.7052	0.0734	10.4%	0.0056	0.8%	3%	False	True	10,626

Crabel Price Patterns
NR	False
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	0.0013

Fibonacci Retracements and Extensions
4.250	0.7372
2.618	0.7273
1.618	0.7212
1.000	0.7174
0.618	0.7151
HIGH	0.7113
0.618	0.7090
0.500	0.7083
0.382	0.7075
LOW	0.7052
0.618	0.7014
1.000	0.6991
1.618	0.6953
2.618	0.6892
4.250	0.6793

Fisher Pivots for day following 08-Jan-2016
Pivot	1 day	3 day
R1	0.7083	0.7105
PP	0.7080	0.7095
S1	0.7077	0.7084

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

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