CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 04-Mar-2016

Day Change Summary
	Previous	Current
	03-Mar-2016	04-Mar-2016	Change	Change %	Previous Week
Open	0.7448	0.7457	0.0009	0.1%	0.7396
High	0.7479	0.7510	0.0031	0.4%	0.7510
Low	0.7424	0.7424	0.0000	0.0%	0.7366
Close	0.7461	0.7505	0.0044	0.6%	0.7505
Range	0.0055	0.0086	0.0031	56.4%	0.0144
ATR	0.0073	0.0074	0.0001	1.2%	0.0000
Volume	1,468	3,304	1,836	125.1%	11,854

Daily Pivots for day following 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7738	0.7707	0.7552
R3	0.7652	0.7621	0.7529
R2	0.7566	0.7566	0.7521
R1	0.7535	0.7535	0.7513	0.7551
PP	0.7480	0.7480	0.7480	0.7487
S1	0.7449	0.7449	0.7497	0.7465
S2	0.7394	0.7394	0.7489
S3	0.7308	0.7363	0.7481
S4	0.7222	0.7277	0.7458

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7892	0.7843	0.7584
R3	0.7748	0.7699	0.7545
R2	0.7604	0.7604	0.7531
R1	0.7555	0.7555	0.7518	0.7580
PP	0.7460	0.7460	0.7460	0.7473
S1	0.7411	0.7411	0.7492	0.7436
S2	0.7316	0.7316	0.7479
S3	0.7172	0.7267	0.7465
S4	0.7028	0.7123	0.7426

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7510	0.7366	0.0144	1.9%	0.0065	0.9%	97%	True	False	2,370
10	0.7510	0.7218	0.0292	3.9%	0.0069	0.9%	98%	True	False	1,657
20	0.7510	0.7139	0.0371	4.9%	0.0075	1.0%	99%	True	False	1,077
40	0.7510	0.6819	0.0691	9.2%	0.0078	1.0%	99%	True	False	724
60	0.7510	0.6819	0.0691	9.2%	0.0066	0.9%	99%	True	False	520
80	0.7557	0.6819	0.0738	9.8%	0.0055	0.7%	93%	False	False	401
100	0.7783	0.6819	0.0964	12.8%	0.0055	0.7%	71%	False	False	329
120	0.7783	0.6819	0.0964	12.8%	0.0052	0.7%	71%	False	False	276

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7876
2.618	0.7735
1.618	0.7649
1.000	0.7596
0.618	0.7563
HIGH	0.7510
0.618	0.7477
0.500	0.7467
0.382	0.7457
LOW	0.7424
0.618	0.7371
1.000	0.7338
1.618	0.7285
2.618	0.7199
4.250	0.7059

Fisher Pivots for day following 04-Mar-2016
Pivot	1 day	3 day
R1	0.7492	0.7490
PP	0.7480	0.7475
S1	0.7467	0.7460

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

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