CME Canadian Dollar Future June 2016

Trading Metrics calculated at close of trading on 21-Mar-2016

Day Change Summary
	Previous	Current
	18-Mar-2016	21-Mar-2016	Change	Change %	Previous Week
Open	0.7704	0.7680	-0.0024	-0.3%	0.7560
High	0.7738	0.7681	-0.0057	-0.7%	0.7738
Low	0.7668	0.7633	-0.0035	-0.5%	0.7461
Close	0.7675	0.7655	-0.0020	-0.3%	0.7675
Range	0.0070	0.0048	-0.0022	-31.4%	0.0277
ATR	0.0087	0.0084	-0.0003	-3.2%	0.0000
Volume	58,528	46,752	-11,776	-20.1%	327,442

Daily Pivots for day following 21-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7800	0.7776	0.7681
R3	0.7752	0.7728	0.7668
R2	0.7704	0.7704	0.7664
R1	0.7680	0.7680	0.7659	0.7668
PP	0.7656	0.7656	0.7656	0.7651
S1	0.7632	0.7632	0.7651	0.7620
S2	0.7608	0.7608	0.7646
S3	0.7560	0.7584	0.7642
S4	0.7512	0.7536	0.7629

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8456	0.8342	0.7827
R3	0.8179	0.8065	0.7751
R2	0.7902	0.7902	0.7726
R1	0.7788	0.7788	0.7700	0.7845
PP	0.7625	0.7625	0.7625	0.7653
S1	0.7511	0.7511	0.7650	0.7568
S2	0.7348	0.7348	0.7624
S3	0.7071	0.7234	0.7599
S4	0.6794	0.6957	0.7523

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7738	0.7461	0.0277	3.6%	0.0097	1.3%	70%	False	False	63,536
10	0.7738	0.7438	0.0300	3.9%	0.0094	1.2%	72%	False	False	61,394
20	0.7738	0.7218	0.0520	6.8%	0.0081	1.1%	84%	False	False	32,041
40	0.7738	0.6988	0.0750	9.8%	0.0083	1.1%	89%	False	False	16,241
60	0.7738	0.6819	0.0919	12.0%	0.0075	1.0%	91%	False	False	10,913
80	0.7738	0.6819	0.0919	12.0%	0.0064	0.8%	91%	False	False	8,208
100	0.7738	0.6819	0.0919	12.0%	0.0059	0.8%	91%	False	False	6,575
120	0.7783	0.6819	0.0964	12.6%	0.0057	0.7%	87%	False	False	5,483

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0012
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.7885
2.618	0.7807
1.618	0.7759
1.000	0.7729
0.618	0.7711
HIGH	0.7681
0.618	0.7663
0.500	0.7657
0.382	0.7651
LOW	0.7633
0.618	0.7603
1.000	0.7585
1.618	0.7555
2.618	0.7507
4.250	0.7429

Fisher Pivots for day following 21-Mar-2016
Pivot	1 day	3 day
R1	0.7657	0.7676
PP	0.7656	0.7669
S1	0.7656	0.7662

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

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