CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 12-Aug-2015

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	0.7686	0.7626	-0.0060	-0.8%	0.7639
High	0.7686	0.7710	0.0024	0.3%	0.7660
Low	0.7602	0.7600	-0.0002	0.0%	0.7566
Close	0.7614	0.7693	0.0079	1.0%	0.7612
Range	0.0084	0.0110	0.0026	31.0%	0.0094
ATR	0.0063	0.0067	0.0003	5.3%	0.0000
Volume	299	368	69	23.1%	1,968

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7998	0.7955	0.7754
R3	0.7888	0.7845	0.7723
R2	0.7778	0.7778	0.7713
R1	0.7735	0.7735	0.7703	0.7757
PP	0.7668	0.7668	0.7668	0.7678
S1	0.7625	0.7625	0.7683	0.7647
S2	0.7558	0.7558	0.7673
S3	0.7448	0.7515	0.7663
S4	0.7338	0.7405	0.7633

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7895	0.7847	0.7664
R3	0.7801	0.7753	0.7638
R2	0.7707	0.7707	0.7629
R1	0.7659	0.7659	0.7621	0.7636
PP	0.7613	0.7613	0.7613	0.7601
S1	0.7565	0.7565	0.7603	0.7542
S2	0.7519	0.7519	0.7595
S3	0.7425	0.7471	0.7586
S4	0.7331	0.7377	0.7560

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7710	0.7575	0.0135	1.8%	0.0086	1.1%	87%	True	False	477
10	0.7719	0.7566	0.0153	2.0%	0.0072	0.9%	83%	False	False	362
20	0.7768	0.7566	0.0202	2.6%	0.0059	0.8%	63%	False	False	412
40	0.8216	0.7566	0.0650	8.4%	0.0062	0.8%	20%	False	False	313
60	0.8216	0.7566	0.0650	8.4%	0.0058	0.7%	20%	False	False	266
80	0.8364	0.7566	0.0798	10.4%	0.0053	0.7%	16%	False	False	213
100	0.8364	0.7566	0.0798	10.4%	0.0050	0.7%	16%	False	False	176
120	0.8364	0.7566	0.0798	10.4%	0.0049	0.6%	16%	False	False	154

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.8178
2.618	0.7998
1.618	0.7888
1.000	0.7820
0.618	0.7778
HIGH	0.7710
0.618	0.7668
0.500	0.7655
0.382	0.7642
LOW	0.7600
0.618	0.7532
1.000	0.7490
1.618	0.7422
2.618	0.7312
4.250	0.7133

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	0.7680	0.7678
PP	0.7668	0.7663
S1	0.7655	0.7648

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

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