CME Canadian Dollar Future June 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	0.7452	0.7448	-0.0004	-0.1%	0.7256
High	0.7456	0.7479	0.0023	0.3%	0.7405
Low	0.7409	0.7424	0.0015	0.2%	0.7218
Close	0.7445	0.7461	0.0016	0.2%	0.7394
Range	0.0047	0.0055	0.0008	17.0%	0.0187
ATR	0.0075	0.0073	-0.0001	-1.9%	0.0000
Volume	1,656	1,468	-188	-11.4%	4,716

Daily Pivots for day following 03-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7620	0.7595	0.7491
R3	0.7565	0.7540	0.7476
R2	0.7510	0.7510	0.7471
R1	0.7485	0.7485	0.7466	0.7498
PP	0.7455	0.7455	0.7455	0.7461
S1	0.7430	0.7430	0.7456	0.7443
S2	0.7400	0.7400	0.7451
S3	0.7345	0.7375	0.7446
S4	0.7290	0.7320	0.7431

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7900	0.7834	0.7497
R3	0.7713	0.7647	0.7445
R2	0.7526	0.7526	0.7428
R1	0.7460	0.7460	0.7411	0.7493
PP	0.7339	0.7339	0.7339	0.7356
S1	0.7273	0.7273	0.7377	0.7306
S2	0.7152	0.7152	0.7360
S3	0.6965	0.7086	0.7343
S4	0.6778	0.6899	0.7291

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7479	0.7366	0.0113	1.5%	0.0054	0.7%	84%	True	False	1,900
10	0.7479	0.7218	0.0261	3.5%	0.0066	0.9%	93%	True	False	1,386
20	0.7479	0.7139	0.0340	4.6%	0.0075	1.0%	95%	True	False	943
40	0.7479	0.6819	0.0660	8.8%	0.0078	1.0%	97%	True	False	647
60	0.7479	0.6819	0.0660	8.8%	0.0065	0.9%	97%	True	False	467
80	0.7594	0.6819	0.0775	10.4%	0.0055	0.7%	83%	False	False	360
100	0.7783	0.6819	0.0964	12.9%	0.0055	0.7%	67%	False	False	296
120	0.7783	0.6819	0.0964	12.9%	0.0051	0.7%	67%	False	False	248

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7713
2.618	0.7623
1.618	0.7568
1.000	0.7534
0.618	0.7513
HIGH	0.7479
0.618	0.7458
0.500	0.7452
0.382	0.7445
LOW	0.7424
0.618	0.7390
1.000	0.7369
1.618	0.7335
2.618	0.7280
4.250	0.7190

Fisher Pivots for day following 03-Mar-2016
Pivot	1 day	3 day
R1	0.7458	0.7451
PP	0.7455	0.7441
S1	0.7452	0.7432

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

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