CME Canadian Dollar Future March 2016

Trading Metrics calculated at close of trading on 06-Aug-2015

Day Change Summary
	Previous	Current
	05-Aug-2015	06-Aug-2015	Change	Change %	Previous Week
Open	0.7567	0.7592	0.0025	0.3%	0.7676
High	0.7614	0.7632	0.0018	0.2%	0.7760
Low	0.7567	0.7592	0.0025	0.3%	0.7625
Close	0.7579	0.7619	0.0040	0.5%	0.7633
Range	0.0047	0.0040	-0.0007	-14.9%	0.0135
ATR	0.0045	0.0045	0.0001	1.3%	0.0000
Volume	25	2	-23	-92.0%	129

Daily Pivots for day following 06-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7734	0.7717	0.7641
R3	0.7694	0.7677	0.7630
R2	0.7654	0.7654	0.7626
R1	0.7637	0.7637	0.7623	0.7646
PP	0.7614	0.7614	0.7614	0.7619
S1	0.7597	0.7597	0.7615	0.7606
S2	0.7574	0.7574	0.7612
S3	0.7534	0.7557	0.7608
S4	0.7494	0.7517	0.7597

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8078	0.7990	0.7707
R3	0.7943	0.7855	0.7670
R2	0.7808	0.7808	0.7658
R1	0.7720	0.7720	0.7645	0.7697
PP	0.7673	0.7673	0.7673	0.7661
S1	0.7585	0.7585	0.7621	0.7562
S2	0.7538	0.7538	0.7608
S3	0.7403	0.7450	0.7596
S4	0.7268	0.7315	0.7559

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7712	0.7567	0.0145	1.9%	0.0047	0.6%	36%	False	False	16
10	0.7760	0.7567	0.0193	2.5%	0.0035	0.5%	27%	False	False	18
20	0.7864	0.7567	0.0297	3.9%	0.0035	0.5%	18%	False	False	14
40	0.8153	0.7567	0.0586	7.7%	0.0023	0.3%	9%	False	False	12

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	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7802
2.618	0.7737
1.618	0.7697
1.000	0.7672
0.618	0.7657
HIGH	0.7632
0.618	0.7617
0.500	0.7612
0.382	0.7607
LOW	0.7592
0.618	0.7567
1.000	0.7552
1.618	0.7527
2.618	0.7487
4.250	0.7422

Fisher Pivots for day following 06-Aug-2015
Pivot	1 day	3 day
R1	0.7617	0.7613
PP	0.7614	0.7606
S1	0.7612	0.7600

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

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