CME Canadian Dollar Future March 2016

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

Day Change Summary
	Previous	Current
	02-Mar-2016	03-Mar-2016	Change	Change %	Previous Week
Open	0.7453	0.7446	-0.0007	-0.1%	0.7257
High	0.7456	0.7478	0.0022	0.3%	0.7399
Low	0.7408	0.7422	0.0014	0.2%	0.7215
Close	0.7444	0.7460	0.0016	0.2%	0.7393
Range	0.0048	0.0056	0.0008	16.7%	0.0184
ATR	0.0078	0.0076	-0.0002	-2.0%	0.0000
Volume	57,972	52,454	-5,518	-9.5%	300,761

Daily Pivots for day following 03-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7621	0.7597	0.7491
R3	0.7565	0.7541	0.7475
R2	0.7509	0.7509	0.7470
R1	0.7485	0.7485	0.7465	0.7497
PP	0.7453	0.7453	0.7453	0.7460
S1	0.7429	0.7429	0.7455	0.7441
S2	0.7397	0.7397	0.7450
S3	0.7341	0.7373	0.7445
S4	0.7285	0.7317	0.7429

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	0.7478	0.7360	0.0118	1.6%	0.0051	0.7%	85%	True	False	64,654
10	0.7478	0.7215	0.0263	3.5%	0.0067	0.9%	93%	True	False	60,165
20	0.7478	0.7134	0.0344	4.6%	0.0077	1.0%	95%	True	False	69,188
40	0.7478	0.6809	0.0669	9.0%	0.0083	1.1%	97%	True	False	82,862
60	0.7478	0.6809	0.0669	9.0%	0.0075	1.0%	97%	True	False	72,147
80	0.7595	0.6809	0.0786	10.5%	0.0067	0.9%	83%	False	False	54,439
100	0.7786	0.6809	0.0977	13.1%	0.0067	0.9%	67%	False	False	43,585
120	0.7786	0.6809	0.0977	13.1%	0.0065	0.9%	67%	False	False	36,343

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7716
2.618	0.7625
1.618	0.7569
1.000	0.7534
0.618	0.7513
HIGH	0.7478
0.618	0.7457
0.500	0.7450
0.382	0.7443
LOW	0.7422
0.618	0.7387
1.000	0.7366
1.618	0.7331
2.618	0.7275
4.250	0.7184

Fisher Pivots for day following 03-Mar-2016
Pivot	1 day	3 day
R1	0.7457	0.7450
PP	0.7453	0.7439
S1	0.7450	0.7429

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

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