CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 23-Feb-2016

Day Change Summary
	Previous	Current
	22-Feb-2016	23-Feb-2016	Change	Change %	Previous Week
Open	0.7257	0.7294	0.0037	0.5%	0.7215
High	0.7320	0.7302	-0.0018	-0.2%	0.7324
Low	0.7251	0.7235	-0.0016	-0.2%	0.7188
Close	0.7295	0.7269	-0.0026	-0.4%	0.7262
Range	0.0069	0.0067	-0.0002	-2.9%	0.0136
ATR	0.0084	0.0083	-0.0001	-1.4%	0.0000
Volume	42,247	51,532	9,285	22.0%	261,488

Daily Pivots for day following 23-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7470	0.7436	0.7306
R3	0.7403	0.7369	0.7287
R2	0.7336	0.7336	0.7281
R1	0.7302	0.7302	0.7275	0.7286
PP	0.7269	0.7269	0.7269	0.7260
S1	0.7235	0.7235	0.7263	0.7219
S2	0.7202	0.7202	0.7257
S3	0.7135	0.7168	0.7251
S4	0.7068	0.7101	0.7232

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7666	0.7600	0.7337
R3	0.7530	0.7464	0.7299
R2	0.7394	0.7394	0.7287
R1	0.7328	0.7328	0.7274	0.7361
PP	0.7258	0.7258	0.7258	0.7275
S1	0.7192	0.7192	0.7250	0.7225
S2	0.7122	0.7122	0.7237
S3	0.6986	0.7056	0.7225
S4	0.6850	0.6920	0.7187

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7324	0.7195	0.0129	1.8%	0.0075	1.0%	57%	False	False	54,156
10	0.7324	0.7134	0.0190	2.6%	0.0081	1.1%	71%	False	False	68,406
20	0.7331	0.6981	0.0350	4.8%	0.0089	1.2%	82%	False	False	80,421
40	0.7331	0.6809	0.0522	7.2%	0.0081	1.1%	88%	False	False	78,460
60	0.7528	0.6809	0.0719	9.9%	0.0073	1.0%	64%	False	False	64,712
80	0.7665	0.6809	0.0856	11.8%	0.0067	0.9%	54%	False	False	48,677
100	0.7786	0.6809	0.0977	13.4%	0.0066	0.9%	47%	False	False	38,976
120	0.7786	0.6809	0.0977	13.4%	0.0065	0.9%	47%	False	False	32,507

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7587
2.618	0.7477
1.618	0.7410
1.000	0.7369
0.618	0.7343
HIGH	0.7302
0.618	0.7276
0.500	0.7269
0.382	0.7261
LOW	0.7235
0.618	0.7194
1.000	0.7168
1.618	0.7127
2.618	0.7060
4.250	0.6950

Fisher Pivots for day following 23-Feb-2016
Pivot	1 day	3 day
R1	0.7269	0.7271
PP	0.7269	0.7270
S1	0.7269	0.7270

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

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