CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 10-Mar-2016

Day Change Summary
	Previous	Current
	09-Mar-2016	10-Mar-2016	Change	Change %	Previous Week
Open	0.7454	0.7548	0.0094	1.3%	0.7396
High	0.7562	0.7558	-0.0004	-0.1%	0.7510
Low	0.7438	0.7465	0.0027	0.4%	0.7366
Close	0.7549	0.7495	-0.0054	-0.7%	0.7505
Range	0.0124	0.0093	-0.0031	-25.0%	0.0144
ATR	0.0078	0.0079	0.0001	1.4%	0.0000
Volume	48,459	55,426	6,967	14.4%	11,854

Daily Pivots for day following 10-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7785	0.7733	0.7546
R3	0.7692	0.7640	0.7521
R2	0.7599	0.7599	0.7512
R1	0.7547	0.7547	0.7504	0.7527
PP	0.7506	0.7506	0.7506	0.7496
S1	0.7454	0.7454	0.7486	0.7434
S2	0.7413	0.7413	0.7478
S3	0.7320	0.7361	0.7469
S4	0.7227	0.7268	0.7444

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	0.7562	0.7424	0.0138	1.8%	0.0089	1.2%	51%	False	False	31,103
10	0.7562	0.7366	0.0196	2.6%	0.0072	1.0%	66%	False	False	16,502
20	0.7562	0.7139	0.0423	5.6%	0.0076	1.0%	84%	False	False	8,637
40	0.7562	0.6819	0.0743	9.9%	0.0081	1.1%	91%	False	False	4,483
60	0.7562	0.6819	0.0743	9.9%	0.0069	0.9%	91%	False	False	3,049
80	0.7562	0.6819	0.0743	9.9%	0.0058	0.8%	91%	False	False	2,302
100	0.7750	0.6819	0.0931	12.4%	0.0056	0.7%	73%	False	False	1,850
120	0.7783	0.6819	0.0964	12.9%	0.0054	0.7%	70%	False	False	1,544

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7953
2.618	0.7801
1.618	0.7708
1.000	0.7651
0.618	0.7615
HIGH	0.7558
0.618	0.7522
0.500	0.7512
0.382	0.7501
LOW	0.7465
0.618	0.7408
1.000	0.7372
1.618	0.7315
2.618	0.7222
4.250	0.7070

Fisher Pivots for day following 10-Mar-2016
Pivot	1 day	3 day
R1	0.7512	0.7500
PP	0.7506	0.7498
S1	0.7501	0.7497

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

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