CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 02-Feb-2016

Day Change Summary
	Previous	Current
	01-Feb-2016	02-Feb-2016	Change	Change %	Previous Week
Open	0.7149	0.7167	0.0018	0.3%	0.7072
High	0.7190	0.7173	-0.0017	-0.2%	0.7170
Low	0.7111	0.7102	-0.0009	-0.1%	0.6981
Close	0.7177	0.7130	-0.0047	-0.7%	0.7137
Range	0.0079	0.0071	-0.0008	-10.1%	0.0189
ATR	0.0079	0.0079	0.0000	-0.4%	0.0000
Volume	85,743	72,088	-13,655	-15.9%	478,823

Daily Pivots for day following 02-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7348	0.7310	0.7169
R3	0.7277	0.7239	0.7150
R2	0.7206	0.7206	0.7143
R1	0.7168	0.7168	0.7137	0.7152
PP	0.7135	0.7135	0.7135	0.7127
S1	0.7097	0.7097	0.7123	0.7081
S2	0.7064	0.7064	0.7117
S3	0.6993	0.7026	0.7110
S4	0.6922	0.6955	0.7091

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	0.7190	0.7064	0.0126	1.8%	0.0075	1.1%	52%	False	False	92,751
10	0.7190	0.6809	0.0381	5.3%	0.0094	1.3%	84%	False	False	100,344
20	0.7195	0.6809	0.0386	5.4%	0.0083	1.2%	83%	False	False	93,495
40	0.7508	0.6809	0.0699	9.8%	0.0071	1.0%	46%	False	False	70,644
60	0.7604	0.6809	0.0795	11.2%	0.0062	0.9%	40%	False	False	47,461
80	0.7786	0.6809	0.0977	13.7%	0.0063	0.9%	33%	False	False	35,640
100	0.7786	0.6809	0.0977	13.7%	0.0061	0.9%	33%	False	False	28,538
120	0.7786	0.6809	0.0977	13.7%	0.0062	0.9%	33%	False	False	23,803

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7475
2.618	0.7359
1.618	0.7288
1.000	0.7244
0.618	0.7217
HIGH	0.7173
0.618	0.7146
0.500	0.7138
0.382	0.7129
LOW	0.7102
0.618	0.7058
1.000	0.7031
1.618	0.6987
2.618	0.6916
4.250	0.6800

Fisher Pivots for day following 02-Feb-2016
Pivot	1 day	3 day
R1	0.7138	0.7139
PP	0.7135	0.7136
S1	0.7133	0.7133

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

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