CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 07-Mar-2016

Day Change Summary
	Previous	Current
	04-Mar-2016	07-Mar-2016	Change	Change %	Previous Week
Open	0.7457	0.7506	0.0049	0.7%	0.7396
High	0.7510	0.7541	0.0031	0.4%	0.7510
Low	0.7424	0.7476	0.0052	0.7%	0.7366
Close	0.7505	0.7532	0.0027	0.4%	0.7505
Range	0.0086	0.0065	-0.0021	-24.4%	0.0144
ATR	0.0074	0.0074	-0.0001	-0.9%	0.0000
Volume	3,304	10,973	7,669	232.1%	11,854

Daily Pivots for day following 07-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7711	0.7687	0.7568
R3	0.7646	0.7622	0.7550
R2	0.7581	0.7581	0.7544
R1	0.7557	0.7557	0.7538	0.7569
PP	0.7516	0.7516	0.7516	0.7523
S1	0.7492	0.7492	0.7526	0.7504
S2	0.7451	0.7451	0.7520
S3	0.7386	0.7427	0.7514
S4	0.7321	0.7362	0.7496

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	0.7541	0.7384	0.0157	2.1%	0.0068	0.9%	94%	True	False	4,069
10	0.7541	0.7218	0.0323	4.3%	0.0069	0.9%	97%	True	False	2,689
20	0.7541	0.7139	0.0402	5.3%	0.0073	1.0%	98%	True	False	1,613
40	0.7541	0.6819	0.0722	9.6%	0.0079	1.0%	99%	True	False	991
60	0.7541	0.6819	0.0722	9.6%	0.0066	0.9%	99%	True	False	702
80	0.7557	0.6819	0.0738	9.8%	0.0056	0.7%	97%	False	False	538
100	0.7783	0.6819	0.0964	12.8%	0.0055	0.7%	74%	False	False	439
120	0.7783	0.6819	0.0964	12.8%	0.0052	0.7%	74%	False	False	367

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7817
2.618	0.7711
1.618	0.7646
1.000	0.7606
0.618	0.7581
HIGH	0.7541
0.618	0.7516
0.500	0.7509
0.382	0.7501
LOW	0.7476
0.618	0.7436
1.000	0.7411
1.618	0.7371
2.618	0.7306
4.250	0.7200

Fisher Pivots for day following 07-Mar-2016
Pivot	1 day	3 day
R1	0.7524	0.7516
PP	0.7516	0.7499
S1	0.7509	0.7483

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

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