CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 28-Aug-2015

Day Change Summary
	Previous	Current
	27-Aug-2015	28-Aug-2015	Change	Change %	Previous Week
Open	0.7518	0.7575	0.0057	0.8%	0.7583
High	0.7586	0.7592	0.0006	0.1%	0.7648
Low	0.7515	0.7518	0.0003	0.0%	0.7487
Close	0.7558	0.7566	0.0008	0.1%	0.7566
Range	0.0071	0.0074	0.0003	4.2%	0.0161
ATR	0.0072	0.0072	0.0000	0.2%	0.0000
Volume	1,448	768	-680	-47.0%	9,836

Daily Pivots for day following 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7781	0.7747	0.7607
R3	0.7707	0.7673	0.7586
R2	0.7633	0.7633	0.7580
R1	0.7599	0.7599	0.7573	0.7579
PP	0.7559	0.7559	0.7559	0.7549
S1	0.7525	0.7525	0.7559	0.7505
S2	0.7485	0.7485	0.7552
S3	0.7411	0.7451	0.7546
S4	0.7337	0.7377	0.7525

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8050	0.7969	0.7655
R3	0.7889	0.7808	0.7610
R2	0.7728	0.7728	0.7596
R1	0.7647	0.7647	0.7581	0.7607
PP	0.7567	0.7567	0.7567	0.7547
S1	0.7486	0.7486	0.7551	0.7446
S2	0.7406	0.7406	0.7536
S3	0.7245	0.7325	0.7522
S4	0.7084	0.7164	0.7477

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7648	0.7487	0.0161	2.1%	0.0087	1.1%	49%	False	False	1,967
10	0.7672	0.7487	0.0185	2.4%	0.0075	1.0%	43%	False	False	1,301
20	0.7710	0.7487	0.0223	2.9%	0.0072	1.0%	35%	False	False	871
40	0.7952	0.7487	0.0465	6.1%	0.0064	0.8%	17%	False	False	634
60	0.8216	0.7487	0.0729	9.6%	0.0061	0.8%	11%	False	False	471
80	0.8364	0.7487	0.0877	11.6%	0.0058	0.8%	9%	False	False	382
100	0.8364	0.7487	0.0877	11.6%	0.0055	0.7%	9%	False	False	315
120	0.8364	0.7487	0.0877	11.6%	0.0053	0.7%	9%	False	False	269

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7907
2.618	0.7786
1.618	0.7712
1.000	0.7666
0.618	0.7638
HIGH	0.7592
0.618	0.7564
0.500	0.7555
0.382	0.7546
LOW	0.7518
0.618	0.7472
1.000	0.7444
1.618	0.7398
2.618	0.7324
4.250	0.7204

Fisher Pivots for day following 28-Aug-2015
Pivot	1 day	3 day
R1	0.7562	0.7558
PP	0.7559	0.7549
S1	0.7555	0.7541

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

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