CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 29-Jan-2016

Day Change Summary
	Previous	Current
	28-Jan-2016	29-Jan-2016	Change	Change %	Previous Week
Open	0.7095	0.7127	0.0032	0.5%	0.7072
High	0.7170	0.7159	-0.0011	-0.2%	0.7170
Low	0.7081	0.7088	0.0007	0.1%	0.6981
Close	0.7118	0.7137	0.0019	0.3%	0.7137
Range	0.0089	0.0071	-0.0018	-20.2%	0.0189
ATR	0.0080	0.0079	-0.0001	-0.8%	0.0000
Volume	112,720	95,232	-17,488	-15.5%	478,823

Daily Pivots for day following 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7341	0.7310	0.7176
R3	0.7270	0.7239	0.7157
R2	0.7199	0.7199	0.7150
R1	0.7168	0.7168	0.7144	0.7184
PP	0.7128	0.7128	0.7128	0.7136
S1	0.7097	0.7097	0.7130	0.7113
S2	0.7057	0.7057	0.7124
S3	0.6986	0.7026	0.7117
S4	0.6915	0.6955	0.7098

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7663	0.7589	0.7241
R3	0.7474	0.7400	0.7189
R2	0.7285	0.7285	0.7172
R1	0.7211	0.7211	0.7154	0.7248
PP	0.7096	0.7096	0.7096	0.7115
S1	0.7022	0.7022	0.7120	0.7059
S2	0.6907	0.6907	0.7102
S3	0.6718	0.6833	0.7085
S4	0.6529	0.6644	0.7033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7170	0.6981	0.0189	2.6%	0.0089	1.3%	83%	False	False	95,764
10	0.7170	0.6809	0.0361	5.1%	0.0097	1.4%	91%	False	False	108,163
20	0.7236	0.6809	0.0427	6.0%	0.0081	1.1%	77%	False	False	91,021
40	0.7522	0.6809	0.0713	10.0%	0.0070	1.0%	46%	False	False	66,882
60	0.7665	0.6809	0.0856	12.0%	0.0062	0.9%	38%	False	False	44,836
80	0.7786	0.6809	0.0977	13.7%	0.0062	0.9%	34%	False	False	33,672
100	0.7786	0.6809	0.0977	13.7%	0.0061	0.9%	34%	False	False	26,971
120	0.7786	0.6809	0.0977	13.7%	0.0062	0.9%	34%	False	False	22,488

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7461
2.618	0.7345
1.618	0.7274
1.000	0.7230
0.618	0.7203
HIGH	0.7159
0.618	0.7132
0.500	0.7124
0.382	0.7115
LOW	0.7088
0.618	0.7044
1.000	0.7017
1.618	0.6973
2.618	0.6902
4.250	0.6786

Fisher Pivots for day following 29-Jan-2016
Pivot	1 day	3 day
R1	0.7133	0.7130
PP	0.7128	0.7124
S1	0.7124	0.7117

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

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