CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 14-Mar-2016

Day Change Summary
	Previous	Current
	11-Mar-2016	14-Mar-2016	Change	Change %	Previous Week
Open	0.7501	0.7562	0.0061	0.8%	0.7507
High	0.7595	0.7568	-0.0027	-0.4%	0.7595
Low	0.7493	0.7516	0.0023	0.3%	0.7437
Close	0.7563	0.7539	-0.0024	-0.3%	0.7563
Range	0.0102	0.0052	-0.0050	-49.0%	0.0158
ATR	0.0083	0.0080	-0.0002	-2.6%	0.0000
Volume	28,792	4,318	-24,474	-85.0%	418,970

Daily Pivots for day following 14-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7697	0.7670	0.7568
R3	0.7645	0.7618	0.7553
R2	0.7593	0.7593	0.7549
R1	0.7566	0.7566	0.7544	0.7554
PP	0.7541	0.7541	0.7541	0.7535
S1	0.7514	0.7514	0.7534	0.7502
S2	0.7489	0.7489	0.7529
S3	0.7437	0.7462	0.7525
S4	0.7385	0.7410	0.7510

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8006	0.7942	0.7650
R3	0.7848	0.7784	0.7606
R2	0.7690	0.7690	0.7592
R1	0.7626	0.7626	0.7577	0.7658
PP	0.7532	0.7532	0.7532	0.7548
S1	0.7468	0.7468	0.7549	0.7500
S2	0.7374	0.7374	0.7534
S3	0.7216	0.7310	0.7520
S4	0.7058	0.7152	0.7476

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7595	0.7437	0.0158	2.1%	0.0089	1.2%	65%	False	False	72,232
10	0.7595	0.7379	0.0216	2.9%	0.0080	1.1%	74%	False	False	68,651
20	0.7595	0.7188	0.0407	5.4%	0.0078	1.0%	86%	False	False	65,541
40	0.7595	0.6809	0.0786	10.4%	0.0086	1.1%	93%	False	False	81,013
60	0.7595	0.6809	0.0786	10.4%	0.0078	1.0%	93%	False	False	73,696
80	0.7595	0.6809	0.0786	10.4%	0.0071	0.9%	93%	False	False	60,566
100	0.7723	0.6809	0.0914	12.1%	0.0068	0.9%	80%	False	False	48,509
120	0.7786	0.6809	0.0977	13.0%	0.0067	0.9%	75%	False	False	40,449

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7789
2.618	0.7704
1.618	0.7652
1.000	0.7620
0.618	0.7600
HIGH	0.7568
0.618	0.7548
0.500	0.7542
0.382	0.7536
LOW	0.7516
0.618	0.7484
1.000	0.7464
1.618	0.7432
2.618	0.7380
4.250	0.7295

Fisher Pivots for day following 14-Mar-2016
Pivot	1 day	3 day
R1	0.7542	0.7536
PP	0.7541	0.7533
S1	0.7540	0.7530

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

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