CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	0.8095	0.8141	0.0046	0.6%	0.8013
High	0.8183	0.8143	-0.0040	-0.5%	0.8073
Low	0.8084	0.8080	-0.0004	0.0%	0.7946
Close	0.8143	0.8130	-0.0013	-0.2%	0.8025
Range	0.0099	0.0063	-0.0036	-36.4%	0.0127
ATR	0.0075	0.0075	-0.0001	-1.2%	0.0000
Volume	33,444	43,383	9,939	29.7%	21,613

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8307	0.8281	0.8165
R3	0.8244	0.8218	0.8147
R2	0.8181	0.8181	0.8142
R1	0.8155	0.8155	0.8136	0.8137
PP	0.8118	0.8118	0.8118	0.8108
S1	0.8092	0.8092	0.8124	0.8074
S2	0.8055	0.8055	0.8118
S3	0.7992	0.8029	0.8113
S4	0.7929	0.7966	0.8095

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8396	0.8337	0.8095
R3	0.8269	0.8210	0.8060
R2	0.8142	0.8142	0.8048
R1	0.8083	0.8083	0.8037	0.8113
PP	0.8015	0.8015	0.8015	0.8029
S1	0.7956	0.7956	0.8013	0.7986
S2	0.7888	0.7888	0.8002
S3	0.7761	0.7829	0.7990
S4	0.7634	0.7702	0.7955

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8183	0.7949	0.0234	2.9%	0.0078	1.0%	77%	False	False	23,421
10	0.8183	0.7946	0.0237	2.9%	0.0076	0.9%	78%	False	False	13,610
20	0.8375	0.7946	0.0429	5.3%	0.0073	0.9%	43%	False	False	7,181
40	0.8375	0.7946	0.0429	5.3%	0.0072	0.9%	43%	False	False	3,770
60	0.8375	0.7809	0.0566	7.0%	0.0074	0.9%	57%	False	False	2,598
80	0.8375	0.7777	0.0598	7.4%	0.0071	0.9%	59%	False	False	1,999
100	0.8375	0.7777	0.0598	7.4%	0.0070	0.9%	59%	False	False	1,615
120	0.8581	0.7777	0.0804	9.9%	0.0064	0.8%	44%	False	False	1,350

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8411
2.618	0.8308
1.618	0.8245
1.000	0.8206
0.618	0.8182
HIGH	0.8143
0.618	0.8119
0.500	0.8112
0.382	0.8104
LOW	0.8080
0.618	0.8041
1.000	0.8017
1.618	0.7978
2.618	0.7915
4.250	0.7812

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	0.8124	0.8122
PP	0.8118	0.8113
S1	0.8112	0.8105

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

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