CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 11-Feb-2016

Day Change Summary
	Previous	Current
	10-Feb-2016	11-Feb-2016	Change	Change %	Previous Week
Open	0.7209	0.7180	-0.0029	-0.4%	0.7149
High	0.7235	0.7203	-0.0032	-0.4%	0.7331
Low	0.7143	0.7134	-0.0009	-0.1%	0.7090
Close	0.7188	0.7178	-0.0010	-0.1%	0.7199
Range	0.0092	0.0069	-0.0023	-25.0%	0.0241
ATR	0.0087	0.0086	-0.0001	-1.5%	0.0000
Volume	89,398	96,251	6,853	7.7%	460,007

Daily Pivots for day following 11-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7379	0.7347	0.7216
R3	0.7310	0.7278	0.7197
R2	0.7241	0.7241	0.7191
R1	0.7209	0.7209	0.7184	0.7191
PP	0.7172	0.7172	0.7172	0.7162
S1	0.7140	0.7140	0.7172	0.7122
S2	0.7103	0.7103	0.7165
S3	0.7034	0.7071	0.7159
S4	0.6965	0.7002	0.7140

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	0.7294	0.7134	0.0160	2.2%	0.0086	1.2%	28%	False	True	80,249
10	0.7331	0.7088	0.0243	3.4%	0.0092	1.3%	37%	False	False	87,034
20	0.7331	0.6809	0.0522	7.3%	0.0092	1.3%	71%	False	False	97,552
40	0.7331	0.6809	0.0522	7.3%	0.0077	1.1%	71%	False	False	77,151
60	0.7546	0.6809	0.0737	10.3%	0.0068	0.9%	50%	False	False	57,719
80	0.7743	0.6809	0.0934	13.0%	0.0066	0.9%	40%	False	False	43,341
100	0.7786	0.6809	0.0977	13.6%	0.0064	0.9%	38%	False	False	34,703
120	0.7786	0.6809	0.0977	13.6%	0.0065	0.9%	38%	False	False	28,943

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	0.0023
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7496
2.618	0.7384
1.618	0.7315
1.000	0.7272
0.618	0.7246
HIGH	0.7203
0.618	0.7177
0.500	0.7169
0.382	0.7160
LOW	0.7134
0.618	0.7091
1.000	0.7065
1.618	0.7022
2.618	0.6953
4.250	0.6841

Fisher Pivots for day following 11-Feb-2016
Pivot	1 day	3 day
R1	0.7175	0.7194
PP	0.7172	0.7188
S1	0.7169	0.7183

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

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