CME Canadian Dollar Future March 2016

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

Day Change Summary
	Previous	Current
	05-Feb-2016	08-Feb-2016	Change	Change %	Previous Week
Open	0.7271	0.7196	-0.0075	-1.0%	0.7149
High	0.7294	0.7225	-0.0069	-0.9%	0.7331
Low	0.7184	0.7154	-0.0030	-0.4%	0.7090
Close	0.7199	0.7176	-0.0023	-0.3%	0.7199
Range	0.0110	0.0071	-0.0039	-35.5%	0.0241
ATR	0.0087	0.0086	-0.0001	-1.3%	0.0000
Volume	86,143	59,277	-26,866	-31.2%	460,007

Daily Pivots for day following 08-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7398	0.7358	0.7215
R3	0.7327	0.7287	0.7196
R2	0.7256	0.7256	0.7189
R1	0.7216	0.7216	0.7183	0.7201
PP	0.7185	0.7185	0.7185	0.7177
S1	0.7145	0.7145	0.7169	0.7130
S2	0.7114	0.7114	0.7163
S3	0.7043	0.7074	0.7156
S4	0.6972	0.7003	0.7137

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7930	0.7805	0.7332
R3	0.7689	0.7564	0.7265
R2	0.7448	0.7448	0.7243
R1	0.7323	0.7323	0.7221	0.7386
PP	0.7207	0.7207	0.7207	0.7238
S1	0.7082	0.7082	0.7177	0.7145
S2	0.6966	0.6966	0.7155
S3	0.6725	0.6841	0.7133
S4	0.6484	0.6600	0.7066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7331	0.7090	0.0241	3.4%	0.0103	1.4%	36%	False	False	86,708
10	0.7331	0.6981	0.0350	4.9%	0.0096	1.3%	56%	False	False	92,437
20	0.7331	0.6809	0.0522	7.3%	0.0092	1.3%	70%	False	False	97,150
40	0.7390	0.6809	0.0581	8.1%	0.0075	1.0%	63%	False	False	76,349
60	0.7558	0.6809	0.0749	10.4%	0.0066	0.9%	49%	False	False	53,468
80	0.7786	0.6809	0.0977	13.6%	0.0065	0.9%	38%	False	False	40,153
100	0.7786	0.6809	0.0977	13.6%	0.0064	0.9%	38%	False	False	32,148
120	0.7786	0.6809	0.0977	13.6%	0.0064	0.9%	38%	False	False	26,815

Crabel Price Patterns
NR	True
NR4	True
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	0.0022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7527
2.618	0.7411
1.618	0.7340
1.000	0.7296
0.618	0.7269
HIGH	0.7225
0.618	0.7198
0.500	0.7190
0.382	0.7181
LOW	0.7154
0.618	0.7110
1.000	0.7083
1.618	0.7039
2.618	0.6968
4.250	0.6852

Fisher Pivots for day following 08-Feb-2016
Pivot	1 day	3 day
R1	0.7190	0.7243
PP	0.7185	0.7220
S1	0.7181	0.7198

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

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