CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 15-Apr-2015

Day Change Summary
	Previous	Current
	14-Apr-2015	15-Apr-2015	Change	Change %	Previous Week
Open	0.7932	0.8000	0.0068	0.9%	0.8020
High	0.8029	0.8136	0.0107	1.3%	0.8065
Low	0.7928	0.7948	0.0020	0.3%	0.7888
Close	0.8000	0.8121	0.0121	1.5%	0.7938
Range	0.0101	0.0188	0.0087	86.1%	0.0177
ATR	0.0080	0.0088	0.0008	9.6%	0.0000
Volume	60,641	125,478	64,837	106.9%	274,154

Daily Pivots for day following 15-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8632	0.8565	0.8224
R3	0.8444	0.8377	0.8173
R2	0.8256	0.8256	0.8155
R1	0.8189	0.8189	0.8138	0.8223
PP	0.8068	0.8068	0.8068	0.8085
S1	0.8001	0.8001	0.8104	0.8035
S2	0.7880	0.7880	0.8087
S3	0.7692	0.7813	0.8069
S4	0.7504	0.7625	0.8018

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	0.8136	0.7888	0.0248	3.1%	0.0094	1.2%	94%	True	False	68,930
10	0.8136	0.7860	0.0276	3.4%	0.0081	1.0%	95%	True	False	62,136
20	0.8136	0.7781	0.0355	4.4%	0.0092	1.1%	96%	True	False	67,177
40	0.8136	0.7781	0.0355	4.4%	0.0081	1.0%	96%	True	False	44,177
60	0.8340	0.7781	0.0559	6.9%	0.0087	1.1%	61%	False	False	29,679
80	0.8613	0.7781	0.0832	10.2%	0.0078	1.0%	41%	False	False	22,369
100	0.8876	0.7781	0.1095	13.5%	0.0072	0.9%	31%	False	False	17,931
120	0.8928	0.7781	0.1147	14.1%	0.0066	0.8%	30%	False	False	14,948

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.8935
2.618	0.8628
1.618	0.8440
1.000	0.8324
0.618	0.8252
HIGH	0.8136
0.618	0.8064
0.500	0.8042
0.382	0.8020
LOW	0.7948
0.618	0.7832
1.000	0.7760
1.618	0.7644
2.618	0.7456
4.250	0.7149

Fisher Pivots for day following 15-Apr-2015
Pivot	1 day	3 day
R1	0.8095	0.8087
PP	0.8068	0.8052
S1	0.8042	0.8018

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

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