CME Canadian Dollar Future June 2016

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Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary Previous Current 10-Nov-2015 11-Nov-2015 Change Change % Previous Week Open 0.7533 0.7533 0.0000 0.0% 0.7636 High 0.7548 0.7550 0.0002 0.0% 0.7662 Low 0.7519 0.7527 0.0008 0.1% 0.7509 Close 0.7529 0.7527 -0.0002 0.0% 0.7515 Range 0.0029 0.0023 -0.0006 -20.7% 0.0153 ATR 0.0053 0.0051 -0.0002 -4.1% 0.0000 Volume 89 3 -86 -96.6% 340
Daily Pivots for day following 11-Nov-2015 Classic Woodie Camarilla DeMark R4 0.7604 0.7588 0.7540 R3 0.7581 0.7565 0.7533 R2 0.7558 0.7558 0.7531 R1 0.7542 0.7542 0.7529 0.7539 PP 0.7535 0.7535 0.7535 0.7533 S1 0.7519 0.7519 0.7525 0.7515 S2 0.7512 0.7512 0.7523 S3 0.7489 0.7496 0.7521 S4 0.7466 0.7473 0.7514	Weekly Pivots for week ending 06-Nov-2015 Classic Woodie Camarilla DeMark R4 0.8021 0.7921 0.7599 R3 0.7868 0.7768 0.7557 R2 0.7715 0.7715 0.7543 R1 0.7615 0.7615 0.7529 0.7589 PP 0.7562 0.7562 0.7562 0.7549 S1 0.7462 0.7462 0.7501 0.7436 S2 0.7409 0.7409 0.7487 S3 0.7256 0.7309 0.7473 S4 0.7103 0.7156 0.7431
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7603 0.7509 0.0094 1.2% 0.0037 0.5% 19% False False 43 10 0.7662 0.7509 0.0153 2.0% 0.0044 0.6% 12% False False 52 20 0.7783 0.7509 0.0274 3.6% 0.0048 0.6% 7% False False 43 40 0.7783 0.7435 0.0348 4.6% 0.0046 0.6% 26% False False 28
Crabel Price Patterns NR True NR4 True 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 0.0012 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 0.7648 2.618 0.7610 1.618 0.7587 1.000 0.7573 0.618 0.7564 HIGH 0.7550 0.618 0.7541 0.500 0.7539 0.382 0.7536 LOW 0.7527 0.618 0.7513 1.000 0.7504 1.618 0.7490 2.618 0.7467 4.250 0.7429
Fisher Pivots for day following 11-Nov-2015 Pivot 1 day 3 day R1 0.7539 0.7531 PP 0.7535 0.7530 S1 0.7531 0.7528

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