CME Canadian Dollar Future June 2016

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Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary Previous Current 22-Sep-2015 23-Sep-2015 Change Change % Previous Week Open 0.7526 0.7500 -0.0026 -0.3% 0.7537 High 0.7560 0.7542 -0.0018 -0.2% 0.7680 Low 0.7522 0.7491 -0.0031 -0.4% 0.7537 Close 0.7534 0.7491 -0.0043 -0.6% 0.7587 Range 0.0038 0.0051 0.0013 34.2% 0.0143 ATR Volume 20 4 -16 -80.0% 10
Daily Pivots for day following 23-Sep-2015 Classic Woodie Camarilla DeMark R4 0.7661 0.7627 0.7519 R3 0.7610 0.7576 0.7505 R2 0.7559 0.7559 0.7500 R1 0.7525 0.7525 0.7496 0.7517 PP 0.7508 0.7508 0.7508 0.7504 S1 0.7474 0.7474 0.7486 0.7466 S2 0.7457 0.7457 0.7482 S3 0.7406 0.7423 0.7477 S4 0.7355 0.7372 0.7463	Weekly Pivots for week ending 18-Sep-2015 Classic Woodie Camarilla DeMark R4 0.8030 0.7952 0.7666 R3 0.7887 0.7809 0.7626 R2 0.7744 0.7744 0.7613 R1 0.7666 0.7666 0.7600 0.7705 PP 0.7601 0.7601 0.7601 0.7621 S1 0.7523 0.7523 0.7574 0.7562 S2 0.7458 0.7458 0.7561 S3 0.7315 0.7380 0.7548 S4 0.7172 0.7237 0.7508
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7680 0.7491 0.0189 2.5% 0.0057 0.8% 0% False True 7 10 0.7680 0.7491 0.0189 2.5% 0.0035 0.5% 0% False True 4
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 0.0005 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.7759 2.618 0.7676 1.618 0.7625 1.000 0.7593 0.618 0.7574 HIGH 0.7542 0.618 0.7523 0.500 0.7517 0.382 0.7510 LOW 0.7491 0.618 0.7459 1.000 0.7440 1.618 0.7408 2.618 0.7357 4.250 0.7274
Fisher Pivots for day following 23-Sep-2015 Pivot 1 day 3 day R1 0.7517 0.7526 PP 0.7508 0.7514 S1 0.7500 0.7503

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