CME Canadian Dollar Future September 2016

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Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary Previous Current 23-Dec-2015 24-Dec-2015 Change Change % Previous Week Open 0.7228 0.7229 0.0001 0.0% 0.7285 High 0.7228 0.7229 0.0001 0.0% 0.7289 Low 0.7221 0.7229 0.0008 0.1% 0.7170 Close 0.7225 0.7229 0.0004 0.1% 0.7188 Range 0.0007 0.0000 -0.0007 -100.0% 0.0119 ATR 0.0031 0.0029 -0.0002 -6.2% 0.0000 Volume 3 0 -3 -100.0% 11
Daily Pivots for day following 24-Dec-2015 Classic Woodie Camarilla DeMark R4 0.7229 0.7229 0.7229 R3 0.7229 0.7229 0.7229 R2 0.7229 0.7229 0.7229 R1 0.7229 0.7229 0.7229 0.7229 PP 0.7229 0.7229 0.7229 0.7229 S1 0.7229 0.7229 0.7229 0.7229 S2 0.7229 0.7229 0.7229 S3 0.7229 0.7229 0.7229 S4 0.7229 0.7229 0.7229	Weekly Pivots for week ending 18-Dec-2015 Classic Woodie Camarilla DeMark R4 0.7573 0.7499 0.7253 R3 0.7454 0.7380 0.7221 R2 0.7335 0.7335 0.7210 R1 0.7261 0.7261 0.7199 0.7239 PP 0.7216 0.7216 0.7216 0.7204 S1 0.7142 0.7142 0.7177 0.7119 S2 0.7097 0.7097 0.7166 S3 0.6978 0.7023 0.7155 S4 0.6859 0.6904 0.7123
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7229 0.7163 0.0066 0.9% 0.0009 0.1% 100% True False 12 10 0.7325 0.7163 0.0162 2.2% 0.0011 0.1% 41% False False 11
Crabel Price Patterns NR True NR4 True 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 0.0000 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 0.7229 2.618 0.7229 1.618 0.7229 1.000 0.7229 0.618 0.7229 HIGH 0.7229 0.618 0.7229 0.500 0.7229 0.382 0.7229 LOW 0.7229 0.618 0.7229 1.000 0.7229 1.618 0.7229 2.618 0.7229 4.250 0.7229
Fisher Pivots for day following 24-Dec-2015 Pivot 1 day 3 day R1 0.7229 0.7221 PP 0.7229 0.7213 S1 0.7229 0.7205

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