CME Canadian Dollar Future June 2015

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

Day Change Summary
	Previous	Current
	02-Apr-2015	06-Apr-2015	Change	Change %	Previous Week
Open	0.7914	0.8020	0.0106	1.3%	0.7926
High	0.7955	0.8033	0.0078	1.0%	0.7955
Low	0.7894	0.7988	0.0094	1.2%	0.7814
Close	0.7951	0.8013	0.0062	0.8%	0.7951
Range	0.0061	0.0045	-0.0016	-26.2%	0.0141
ATR	0.0084	0.0084	0.0000	-0.2%	0.0000
Volume	51,768	36,546	-15,222	-29.4%	236,999

Daily Pivots for day following 06-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8146	0.8125	0.8038
R3	0.8101	0.8080	0.8025
R2	0.8056	0.8056	0.8021
R1	0.8035	0.8035	0.8017	0.8023
PP	0.8011	0.8011	0.8011	0.8006
S1	0.7990	0.7990	0.8009	0.7978
S2	0.7966	0.7966	0.8005
S3	0.7921	0.7945	0.8001
S4	0.7876	0.7900	0.7988

Weekly Pivots for week ending 03-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8330	0.8281	0.8029
R3	0.8189	0.8140	0.7990
R2	0.8048	0.8048	0.7977
R1	0.7999	0.7999	0.7964	0.8024
PP	0.7907	0.7907	0.7907	0.7919
S1	0.7858	0.7858	0.7938	0.7883
S2	0.7766	0.7766	0.7925
S3	0.7625	0.7717	0.7912
S4	0.7484	0.7576	0.7873

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8033	0.7814	0.0219	2.7%	0.0068	0.8%	91%	True	False	54,709
10	0.8049	0.7814	0.0235	2.9%	0.0071	0.9%	85%	False	False	59,507
20	0.8049	0.7781	0.0268	3.3%	0.0083	1.0%	87%	False	False	63,019
40	0.8076	0.7781	0.0295	3.7%	0.0081	1.0%	79%	False	False	32,451
60	0.8443	0.7781	0.0662	8.3%	0.0085	1.1%	35%	False	False	21,822
80	0.8724	0.7781	0.0943	11.8%	0.0075	0.9%	25%	False	False	16,477
100	0.8876	0.7781	0.1095	13.7%	0.0068	0.8%	21%	False	False	13,198
120	0.8928	0.7781	0.1147	14.3%	0.0063	0.8%	20%	False	False	11,007

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8224
2.618	0.8151
1.618	0.8106
1.000	0.8078
0.618	0.8061
HIGH	0.8033
0.618	0.8016
0.500	0.8011
0.382	0.8005
LOW	0.7988
0.618	0.7960
1.000	0.7943
1.618	0.7915
2.618	0.7870
4.250	0.7797

Fisher Pivots for day following 06-Apr-2015
Pivot	1 day	3 day
R1	0.8012	0.7991
PP	0.8011	0.7969
S1	0.8011	0.7947

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

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