CME Canadian Dollar Future March 2016

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

Day Change Summary
	Previous	Current
	01-Mar-2016	02-Mar-2016	Change	Change %	Previous Week
Open	0.7388	0.7453	0.0065	0.9%	0.7257
High	0.7471	0.7456	-0.0015	-0.2%	0.7399
Low	0.7379	0.7408	0.0029	0.4%	0.7215
Close	0.7467	0.7444	-0.0023	-0.3%	0.7393
Range	0.0092	0.0048	-0.0044	-47.8%	0.0184
ATR	0.0080	0.0078	-0.0001	-1.8%	0.0000
Volume	82,555	57,972	-24,583	-29.8%	300,761

Daily Pivots for day following 02-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7580	0.7560	0.7470
R3	0.7532	0.7512	0.7457
R2	0.7484	0.7484	0.7453
R1	0.7464	0.7464	0.7448	0.7450
PP	0.7436	0.7436	0.7436	0.7429
S1	0.7416	0.7416	0.7440	0.7402
S2	0.7388	0.7388	0.7435
S3	0.7340	0.7368	0.7431
S4	0.7292	0.7320	0.7418

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7888	0.7824	0.7494
R3	0.7704	0.7640	0.7444
R2	0.7520	0.7520	0.7427
R1	0.7456	0.7456	0.7410	0.7488
PP	0.7336	0.7336	0.7336	0.7352
S1	0.7272	0.7272	0.7376	0.7304
S2	0.7152	0.7152	0.7359
S3	0.6968	0.7088	0.7342
S4	0.6784	0.6904	0.7292

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7471	0.7281	0.0190	2.6%	0.0063	0.8%	86%	False	False	68,369
10	0.7471	0.7215	0.0256	3.4%	0.0066	0.9%	89%	False	False	60,634
20	0.7471	0.7090	0.0381	5.1%	0.0083	1.1%	93%	False	False	72,754
40	0.7471	0.6809	0.0662	8.9%	0.0083	1.1%	96%	False	False	83,125
60	0.7508	0.6809	0.0699	9.4%	0.0075	1.0%	91%	False	False	71,347
80	0.7604	0.6809	0.0795	10.7%	0.0067	0.9%	80%	False	False	53,785
100	0.7786	0.6809	0.0977	13.1%	0.0067	0.9%	65%	False	False	43,063
120	0.7786	0.6809	0.0977	13.1%	0.0065	0.9%	65%	False	False	35,907

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7660
2.618	0.7582
1.618	0.7534
1.000	0.7504
0.618	0.7486
HIGH	0.7456
0.618	0.7438
0.500	0.7432
0.382	0.7426
LOW	0.7408
0.618	0.7378
1.000	0.7360
1.618	0.7330
2.618	0.7282
4.250	0.7204

Fisher Pivots for day following 02-Mar-2016
Pivot	1 day	3 day
R1	0.7440	0.7435
PP	0.7436	0.7425
S1	0.7432	0.7416

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

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