CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 10-Apr-2015

Day Change Summary
	Previous	Current
	09-Apr-2015	10-Apr-2015	Change	Change %	Previous Week
Open	0.7965	0.7940	-0.0025	-0.3%	0.8020
High	0.7987	0.7949	-0.0038	-0.5%	0.8065
Low	0.7921	0.7888	-0.0033	-0.4%	0.7888
Close	0.7930	0.7938	0.0008	0.1%	0.7938
Range	0.0066	0.0061	-0.0005	-7.6%	0.0177
ATR	0.0082	0.0080	-0.0001	-1.8%	0.0000
Volume	51,520	57,322	5,802	11.3%	274,154

Daily Pivots for day following 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8108	0.8084	0.7972
R3	0.8047	0.8023	0.7955
R2	0.7986	0.7986	0.7949
R1	0.7962	0.7962	0.7944	0.7944
PP	0.7925	0.7925	0.7925	0.7916
S1	0.7901	0.7901	0.7932	0.7883
S2	0.7864	0.7864	0.7927
S3	0.7803	0.7840	0.7921
S4	0.7742	0.7779	0.7904

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8495	0.8393	0.8035
R3	0.8318	0.8216	0.7987
R2	0.8141	0.8141	0.7970
R1	0.8039	0.8039	0.7954	0.8002
PP	0.7964	0.7964	0.7964	0.7945
S1	0.7862	0.7862	0.7922	0.7825
S2	0.7787	0.7787	0.7906
S3	0.7610	0.7685	0.7889
S4	0.7433	0.7508	0.7841

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8065	0.7888	0.0177	2.2%	0.0065	0.8%	28%	False	True	54,830
10	0.8065	0.7814	0.0251	3.2%	0.0072	0.9%	49%	False	False	57,436
20	0.8065	0.7781	0.0284	3.6%	0.0084	1.1%	55%	False	False	66,508
40	0.8076	0.7781	0.0295	3.7%	0.0079	1.0%	53%	False	False	38,332
60	0.8435	0.7781	0.0654	8.2%	0.0086	1.1%	24%	False	False	25,771
80	0.8613	0.7781	0.0832	10.5%	0.0076	1.0%	19%	False	False	19,426
100	0.8876	0.7781	0.1095	13.8%	0.0070	0.9%	14%	False	False	15,573
120	0.8928	0.7781	0.1147	14.4%	0.0064	0.8%	14%	False	False	12,986

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8208
2.618	0.8109
1.618	0.8048
1.000	0.8010
0.618	0.7987
HIGH	0.7949
0.618	0.7926
0.500	0.7919
0.382	0.7911
LOW	0.7888
0.618	0.7850
1.000	0.7827
1.618	0.7789
2.618	0.7728
4.250	0.7629

Fisher Pivots for day following 10-Apr-2015
Pivot	1 day	3 day
R1	0.7932	0.7977
PP	0.7925	0.7964
S1	0.7919	0.7951

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

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