CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 14-Jan-2016

Day Change Summary
	Previous	Current
	13-Jan-2016	14-Jan-2016	Change	Change %	Previous Week
Open	0.7007	0.6974	-0.0033	-0.5%	0.7216
High	0.7049	0.6977	-0.0072	-1.0%	0.7225
Low	0.6954	0.6946	-0.0008	-0.1%	0.7052
Close	0.6964	0.6967	0.0003	0.0%	0.7074
Range	0.0095	0.0031	-0.0064	-67.4%	0.0173
ATR	0.0064	0.0061	-0.0002	-3.7%	0.0000
Volume	96,419	94,301	-2,118	-2.2%	361,445

Daily Pivots for day following 14-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7056	0.7043	0.6984
R3	0.7025	0.7012	0.6976
R2	0.6994	0.6994	0.6973
R1	0.6981	0.6981	0.6970	0.6972
PP	0.6963	0.6963	0.6963	0.6959
S1	0.6950	0.6950	0.6964	0.6941
S2	0.6932	0.6932	0.6961
S3	0.6901	0.6919	0.6958
S4	0.6870	0.6888	0.6950

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	0.7113	0.6946	0.0167	2.4%	0.0069	1.0%	13%	False	True	81,827
10	0.7236	0.6946	0.0290	4.2%	0.0066	0.9%	7%	False	True	73,880
20	0.7284	0.6946	0.0338	4.9%	0.0061	0.9%	6%	False	True	59,063
40	0.7546	0.6946	0.0600	8.6%	0.0056	0.8%	4%	False	True	40,120
60	0.7723	0.6946	0.0777	11.2%	0.0057	0.8%	3%	False	True	26,840
80	0.7786	0.6946	0.0840	12.1%	0.0057	0.8%	3%	False	True	20,167
100	0.7786	0.6946	0.0840	12.1%	0.0059	0.8%	3%	False	True	16,164
120	0.7786	0.6946	0.0840	12.1%	0.0057	0.8%	3%	False	True	13,476

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0018
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7109
2.618	0.7058
1.618	0.7027
1.000	0.7008
0.618	0.6996
HIGH	0.6977
0.618	0.6965
0.500	0.6962
0.382	0.6958
LOW	0.6946
0.618	0.6927
1.000	0.6915
1.618	0.6896
2.618	0.6865
4.250	0.6814

Fisher Pivots for day following 14-Jan-2016
Pivot	1 day	3 day
R1	0.6965	0.7000
PP	0.6963	0.6989
S1	0.6962	0.6978

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

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