CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 03-Feb-2016

Day Change Summary
	Previous	Current
	02-Feb-2016	03-Feb-2016	Change	Change %	Previous Week
Open	0.7167	0.7118	-0.0049	-0.7%	0.7072
High	0.7173	0.7269	0.0096	1.3%	0.7170
Low	0.7102	0.7090	-0.0012	-0.2%	0.6981
Close	0.7130	0.7252	0.0122	1.7%	0.7137
Range	0.0071	0.0179	0.0108	152.1%	0.0189
ATR	0.0079	0.0086	0.0007	9.1%	0.0000
Volume	72,088	123,782	51,694	71.7%	478,823

Daily Pivots for day following 03-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7741	0.7675	0.7350
R3	0.7562	0.7496	0.7301
R2	0.7383	0.7383	0.7285
R1	0.7317	0.7317	0.7268	0.7350
PP	0.7204	0.7204	0.7204	0.7220
S1	0.7138	0.7138	0.7236	0.7171
S2	0.7025	0.7025	0.7219
S3	0.6846	0.6959	0.7203
S4	0.6667	0.6780	0.7154

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	0.7269	0.7081	0.0188	2.6%	0.0098	1.3%	91%	True	False	97,913
10	0.7269	0.6877	0.0392	5.4%	0.0102	1.4%	96%	True	False	98,387
20	0.7269	0.6809	0.0460	6.3%	0.0089	1.2%	96%	True	False	96,536
40	0.7476	0.6809	0.0667	9.2%	0.0074	1.0%	66%	False	False	73,626
60	0.7595	0.6809	0.0786	10.8%	0.0064	0.9%	56%	False	False	49,522
80	0.7786	0.6809	0.0977	13.5%	0.0064	0.9%	45%	False	False	37,185
100	0.7786	0.6809	0.0977	13.5%	0.0062	0.9%	45%	False	False	29,774
120	0.7786	0.6809	0.0977	13.5%	0.0063	0.9%	45%	False	False	24,834

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 166 trading days

Fibonacci Retracements and Extensions
4.250	0.8030
2.618	0.7738
1.618	0.7559
1.000	0.7448
0.618	0.7380
HIGH	0.7269
0.618	0.7201
0.500	0.7180
0.382	0.7158
LOW	0.7090
0.618	0.6979
1.000	0.6911
1.618	0.6800
2.618	0.6621
4.250	0.6329

Fisher Pivots for day following 03-Feb-2016
Pivot	1 day	3 day
R1	0.7228	0.7228
PP	0.7204	0.7204
S1	0.7180	0.7180

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

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