CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 09-Apr-2015

Day Change Summary
	Previous	Current
	08-Apr-2015	09-Apr-2015	Change	Change %	Previous Week
Open	0.7985	0.7965	-0.0020	-0.3%	0.7926
High	0.8065	0.7987	-0.0078	-1.0%	0.7955
Low	0.7955	0.7921	-0.0034	-0.4%	0.7814
Close	0.7967	0.7930	-0.0037	-0.5%	0.7951
Range	0.0110	0.0066	-0.0044	-40.0%	0.0141
ATR	0.0083	0.0082	-0.0001	-1.5%	0.0000
Volume	79,297	51,520	-27,777	-35.0%	236,999

Daily Pivots for day following 09-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8144	0.8103	0.7966
R3	0.8078	0.8037	0.7948
R2	0.8012	0.8012	0.7942
R1	0.7971	0.7971	0.7936	0.7959
PP	0.7946	0.7946	0.7946	0.7940
S1	0.7905	0.7905	0.7924	0.7893
S2	0.7880	0.7880	0.7918
S3	0.7814	0.7839	0.7912
S4	0.7748	0.7773	0.7894

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	0.8065	0.7894	0.0171	2.2%	0.0065	0.8%	21%	False	False	53,720
10	0.8065	0.7814	0.0251	3.2%	0.0073	0.9%	46%	False	False	59,583
20	0.8065	0.7781	0.0284	3.6%	0.0086	1.1%	52%	False	False	65,806
40	0.8076	0.7781	0.0295	3.7%	0.0079	1.0%	51%	False	False	36,914
60	0.8435	0.7781	0.0654	8.2%	0.0085	1.1%	23%	False	False	24,819
80	0.8641	0.7781	0.0860	10.8%	0.0076	1.0%	17%	False	False	18,720
100	0.8876	0.7781	0.1095	13.8%	0.0069	0.9%	14%	False	False	15,000
120	0.8928	0.7781	0.1147	14.5%	0.0064	0.8%	13%	False	False	12,509

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8268
2.618	0.8160
1.618	0.8094
1.000	0.8053
0.618	0.8028
HIGH	0.7987
0.618	0.7962
0.500	0.7954
0.382	0.7946
LOW	0.7921
0.618	0.7880
1.000	0.7855
1.618	0.7814
2.618	0.7748
4.250	0.7641

Fisher Pivots for day following 09-Apr-2015
Pivot	1 day	3 day
R1	0.7954	0.7993
PP	0.7946	0.7972
S1	0.7938	0.7951

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

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