CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 20-Apr-2015

Day Change Summary
	Previous	Current
	17-Apr-2015	20-Apr-2015	Change	Change %	Previous Week
Open	0.8197	0.8175	-0.0022	-0.3%	0.7941
High	0.8267	0.8203	-0.0064	-0.8%	0.8267
Low	0.8142	0.8150	0.0008	0.1%	0.7900
Close	0.8163	0.8170	0.0007	0.1%	0.8163
Range	0.0125	0.0053	-0.0072	-57.6%	0.0367
ATR	0.0093	0.0090	-0.0003	-3.1%	0.0000
Volume	97,197	49,514	-47,683	-49.1%	445,655

Daily Pivots for day following 20-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8333	0.8305	0.8199
R3	0.8280	0.8252	0.8185
R2	0.8227	0.8227	0.8180
R1	0.8199	0.8199	0.8175	0.8187
PP	0.8174	0.8174	0.8174	0.8168
S1	0.8146	0.8146	0.8165	0.8134
S2	0.8121	0.8121	0.8160
S3	0.8068	0.8093	0.8155
S4	0.8015	0.8040	0.8141

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9211	0.9054	0.8365
R3	0.8844	0.8687	0.8264
R2	0.8477	0.8477	0.8230
R1	0.8320	0.8320	0.8197	0.8399
PP	0.8110	0.8110	0.8110	0.8149
S1	0.7953	0.7953	0.8129	0.8032
S2	0.7743	0.7743	0.8096
S3	0.7376	0.7586	0.8062
S4	0.7009	0.7219	0.7961

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8267	0.7928	0.0339	4.1%	0.0118	1.4%	71%	False	False	89,095
10	0.8267	0.7888	0.0379	4.6%	0.0092	1.1%	74%	False	False	73,277
20	0.8267	0.7814	0.0453	5.5%	0.0082	1.0%	79%	False	False	66,392
40	0.8267	0.7781	0.0486	5.9%	0.0084	1.0%	80%	False	False	50,582
60	0.8267	0.7781	0.0486	5.9%	0.0086	1.1%	80%	False	False	33,944
80	0.8613	0.7781	0.0832	10.2%	0.0080	1.0%	47%	False	False	25,559
100	0.8863	0.7781	0.1082	13.2%	0.0075	0.9%	36%	False	False	20,523
120	0.8928	0.7781	0.1147	14.0%	0.0068	0.8%	34%	False	False	17,109

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8428
2.618	0.8342
1.618	0.8289
1.000	0.8256
0.618	0.8236
HIGH	0.8203
0.618	0.8183
0.500	0.8177
0.382	0.8170
LOW	0.8150
0.618	0.8117
1.000	0.8097
1.618	0.8064
2.618	0.8011
4.250	0.7925

Fisher Pivots for day following 20-Apr-2015
Pivot	1 day	3 day
R1	0.8177	0.8186
PP	0.8174	0.8181
S1	0.8172	0.8175

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

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