CME Canadian Dollar Future September 2016

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Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary Previous Current 30-Dec-2015 31-Dec-2015 Change Change % Previous Week Open 0.7240 0.7242 0.0002 0.0% 0.7189 High 0.7240 0.7242 0.0002 0.0% 0.7229 Low 0.7199 0.7242 0.0043 0.6% 0.7163 Close 0.7207 0.7242 0.0035 0.5% 0.7229 Range 0.0041 0.0000 -0.0041 -100.0% 0.0066 ATR 0.0031 0.0031 0.0000 0.9% 0.0000 Volume 16 0 -16 -100.0% 60
Daily Pivots for day following 31-Dec-2015 Classic Woodie Camarilla DeMark R4 0.7242 0.7242 0.7242 R3 0.7242 0.7242 0.7242 R2 0.7242 0.7242 0.7242 R1 0.7242 0.7242 0.7242 0.7242 PP 0.7242 0.7242 0.7242 0.7242 S1 0.7242 0.7242 0.7242 0.7242 S2 0.7242 0.7242 0.7242 S3 0.7242 0.7242 0.7242 S4 0.7242 0.7242 0.7242	Weekly Pivots for week ending 25-Dec-2015 Classic Woodie Camarilla DeMark R4 0.7405 0.7383 0.7265 R3 0.7339 0.7317 0.7247 R2 0.7273 0.7273 0.7241 R1 0.7251 0.7251 0.7235 0.7262 PP 0.7207 0.7207 0.7207 0.7213 S1 0.7185 0.7185 0.7223 0.7196 S2 0.7141 0.7141 0.7217 S3 0.7075 0.7119 0.7211 S4 0.7009 0.7053 0.7193
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7247 0.7199 0.0048 0.7% 0.0008 0.1% 90% False False 10 10 0.7247 0.7163 0.0084 1.2% 0.0009 0.1% 94% False False 12 20 0.7499 0.7163 0.0336 4.6% 0.0012 0.2% 24% False False 11
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 0.0000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.7242 2.618 0.7242 1.618 0.7242 1.000 0.7242 0.618 0.7242 HIGH 0.7242 0.618 0.7242 0.500 0.7242 0.382 0.7242 LOW 0.7242 0.618 0.7242 1.000 0.7242 1.618 0.7242 2.618 0.7242 4.250 0.7242
Fisher Pivots for day following 31-Dec-2015 Pivot 1 day 3 day R1 0.7242 0.7236 PP 0.7242 0.7229 S1 0.7242 0.7223

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