CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 14-Mar-2016

Day Change Summary
	Previous	Current
	11-Mar-2016	14-Mar-2016	Change	Change %	Previous Week
Open	0.7497	0.7560	0.0063	0.8%	0.7506
High	0.7596	0.7570	-0.0026	-0.3%	0.7596
Low	0.7494	0.7515	0.0021	0.3%	0.7438
Close	0.7564	0.7540	-0.0024	-0.3%	0.7564
Range	0.0102	0.0055	-0.0047	-46.1%	0.0158
ATR	0.0080	0.0079	-0.0002	-2.3%	0.0000
Volume	98,513	56,511	-42,002	-42.6%	250,725

Daily Pivots for day following 14-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7707	0.7678	0.7570
R3	0.7652	0.7623	0.7555
R2	0.7597	0.7597	0.7550
R1	0.7568	0.7568	0.7545	0.7555
PP	0.7542	0.7542	0.7542	0.7535
S1	0.7513	0.7513	0.7535	0.7500
S2	0.7487	0.7487	0.7530
S3	0.7432	0.7458	0.7525
S4	0.7377	0.7403	0.7510

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8007	0.7943	0.7651
R3	0.7849	0.7785	0.7607
R2	0.7691	0.7691	0.7593
R1	0.7627	0.7627	0.7578	0.7659
PP	0.7533	0.7533	0.7533	0.7549
S1	0.7469	0.7469	0.7550	0.7501
S2	0.7375	0.7375	0.7535
S3	0.7217	0.7311	0.7521
S4	0.7059	0.7153	0.7477

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7596	0.7438	0.0158	2.1%	0.0090	1.2%	65%	False	False	59,252
10	0.7596	0.7384	0.0212	2.8%	0.0079	1.0%	74%	False	False	31,661
20	0.7596	0.7191	0.0405	5.4%	0.0077	1.0%	86%	False	False	16,333
40	0.7596	0.6819	0.0777	10.3%	0.0083	1.1%	93%	False	False	8,346
60	0.7596	0.6819	0.0777	10.3%	0.0071	0.9%	93%	False	False	5,627
80	0.7596	0.6819	0.0777	10.3%	0.0059	0.8%	93%	False	False	4,238
100	0.7721	0.6819	0.0902	12.0%	0.0057	0.8%	80%	False	False	3,400
120	0.7783	0.6819	0.0964	12.8%	0.0054	0.7%	75%	False	False	2,836

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7804
2.618	0.7714
1.618	0.7659
1.000	0.7625
0.618	0.7604
HIGH	0.7570
0.618	0.7549
0.500	0.7543
0.382	0.7536
LOW	0.7515
0.618	0.7481
1.000	0.7460
1.618	0.7426
2.618	0.7371
4.250	0.7281

Fisher Pivots for day following 14-Mar-2016
Pivot	1 day	3 day
R1	0.7543	0.7537
PP	0.7542	0.7534
S1	0.7541	0.7531

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

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