CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 25-Feb-2016

Day Change Summary
	Previous	Current
	24-Feb-2016	25-Feb-2016	Change	Change %	Previous Week
Open	0.7253	0.7297	0.0044	0.6%	0.7219
High	0.7309	0.7398	0.0089	1.2%	0.7325
Low	0.7218	0.7284	0.0066	0.9%	0.7191
Close	0.7294	0.7391	0.0097	1.3%	0.7263
Range	0.0091	0.0114	0.0023	25.3%	0.0134
ATR	0.0078	0.0081	0.0003	3.3%	0.0000
Volume	946	1,729	783	82.8%	2,869

Daily Pivots for day following 25-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7700	0.7659	0.7454
R3	0.7586	0.7545	0.7422
R2	0.7472	0.7472	0.7412
R1	0.7431	0.7431	0.7401	0.7451
PP	0.7358	0.7358	0.7358	0.7368
S1	0.7317	0.7317	0.7381	0.7338
S2	0.7244	0.7244	0.7370
S3	0.7130	0.7203	0.7360
S4	0.7016	0.7089	0.7328

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7662	0.7596	0.7337
R3	0.7528	0.7462	0.7300
R2	0.7394	0.7394	0.7288
R1	0.7328	0.7328	0.7275	0.7361
PP	0.7260	0.7260	0.7260	0.7276
S1	0.7194	0.7194	0.7251	0.7227
S2	0.7126	0.7126	0.7238
S3	0.6992	0.7060	0.7226
S4	0.6858	0.6926	0.7189

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7398	0.7218	0.0180	2.4%	0.0078	1.1%	96%	True	False	872
10	0.7398	0.7139	0.0259	3.5%	0.0080	1.1%	97%	True	False	773
20	0.7398	0.7085	0.0313	4.2%	0.0084	1.1%	98%	True	False	539
40	0.7398	0.6819	0.0579	7.8%	0.0076	1.0%	99%	True	False	421
60	0.7512	0.6819	0.0693	9.4%	0.0062	0.8%	83%	False	False	315
80	0.7662	0.6819	0.0843	11.4%	0.0055	0.7%	68%	False	False	246
100	0.7783	0.6819	0.0964	13.0%	0.0054	0.7%	59%	False	False	202

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7882
2.618	0.7696
1.618	0.7582
1.000	0.7512
0.618	0.7468
HIGH	0.7398
0.618	0.7354
0.500	0.7341
0.382	0.7328
LOW	0.7284
0.618	0.7214
1.000	0.7170
1.618	0.7100
2.618	0.6986
4.250	0.6800

Fisher Pivots for day following 25-Feb-2016
Pivot	1 day	3 day
R1	0.7374	0.7363
PP	0.7358	0.7336
S1	0.7341	0.7308

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

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