CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 21-Apr-2015

Day Change Summary
	Previous	Current
	20-Apr-2015	21-Apr-2015	Change	Change %	Previous Week
Open	0.8175	0.8173	-0.0002	0.0%	0.7941
High	0.8203	0.8181	-0.0022	-0.3%	0.8267
Low	0.8150	0.8120	-0.0030	-0.4%	0.7900
Close	0.8170	0.8131	-0.0039	-0.5%	0.8163
Range	0.0053	0.0061	0.0008	15.1%	0.0367
ATR	0.0090	0.0088	-0.0002	-2.3%	0.0000
Volume	49,514	60,704	11,190	22.6%	445,655

Daily Pivots for day following 21-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8327	0.8290	0.8165
R3	0.8266	0.8229	0.8148
R2	0.8205	0.8205	0.8142
R1	0.8168	0.8168	0.8137	0.8156
PP	0.8144	0.8144	0.8144	0.8138
S1	0.8107	0.8107	0.8125	0.8095
S2	0.8083	0.8083	0.8120
S3	0.8022	0.8046	0.8114
S4	0.7961	0.7985	0.8097

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	0.7948	0.0319	3.9%	0.0110	1.4%	57%	False	False	89,107
10	0.8267	0.7888	0.0379	4.7%	0.0094	1.2%	64%	False	False	74,401
20	0.8267	0.7814	0.0453	5.6%	0.0081	1.0%	70%	False	False	66,693
40	0.8267	0.7781	0.0486	6.0%	0.0084	1.0%	72%	False	False	52,082
60	0.8267	0.7781	0.0486	6.0%	0.0086	1.1%	72%	False	False	34,949
80	0.8613	0.7781	0.0832	10.2%	0.0081	1.0%	42%	False	False	26,315
100	0.8863	0.7781	0.1082	13.3%	0.0075	0.9%	32%	False	False	21,128
120	0.8928	0.7781	0.1147	14.1%	0.0068	0.8%	31%	False	False	17,614

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8440
2.618	0.8341
1.618	0.8280
1.000	0.8242
0.618	0.8219
HIGH	0.8181
0.618	0.8158
0.500	0.8151
0.382	0.8143
LOW	0.8120
0.618	0.8082
1.000	0.8059
1.618	0.8021
2.618	0.7960
4.250	0.7861

Fisher Pivots for day following 21-Apr-2015
Pivot	1 day	3 day
R1	0.8151	0.8194
PP	0.8144	0.8173
S1	0.8138	0.8152

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

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