CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 22-Apr-2015

Day Change Summary
	Previous	Current
	21-Apr-2015	22-Apr-2015	Change	Change %	Previous Week
Open	0.8173	0.8138	-0.0035	-0.4%	0.7941
High	0.8181	0.8188	0.0007	0.1%	0.8267
Low	0.8120	0.8132	0.0012	0.1%	0.7900
Close	0.8131	0.8168	0.0037	0.5%	0.8163
Range	0.0061	0.0056	-0.0005	-8.2%	0.0367
ATR	0.0088	0.0086	-0.0002	-2.5%	0.0000
Volume	60,704	46,676	-14,028	-23.1%	445,655

Daily Pivots for day following 22-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8331	0.8305	0.8199
R3	0.8275	0.8249	0.8183
R2	0.8219	0.8219	0.8178
R1	0.8193	0.8193	0.8173	0.8206
PP	0.8163	0.8163	0.8163	0.8169
S1	0.8137	0.8137	0.8163	0.8150
S2	0.8107	0.8107	0.8158
S3	0.8051	0.8081	0.8153
S4	0.7995	0.8025	0.8137

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	0.8105	0.0162	2.0%	0.0084	1.0%	39%	False	False	73,347
10	0.8267	0.7888	0.0379	4.6%	0.0089	1.1%	74%	False	False	71,139
20	0.8267	0.7814	0.0453	5.5%	0.0080	1.0%	78%	False	False	65,752
40	0.8267	0.7781	0.0486	6.0%	0.0082	1.0%	80%	False	False	53,221
60	0.8267	0.7781	0.0486	6.0%	0.0086	1.1%	80%	False	False	35,722
80	0.8613	0.7781	0.0832	10.2%	0.0081	1.0%	47%	False	False	26,896
100	0.8863	0.7781	0.1082	13.2%	0.0075	0.9%	36%	False	False	21,594
120	0.8928	0.7781	0.1147	14.0%	0.0068	0.8%	34%	False	False	18,003

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8426
2.618	0.8335
1.618	0.8279
1.000	0.8244
0.618	0.8223
HIGH	0.8188
0.618	0.8167
0.500	0.8160
0.382	0.8153
LOW	0.8132
0.618	0.8097
1.000	0.8076
1.618	0.8041
2.618	0.7985
4.250	0.7894

Fisher Pivots for day following 22-Apr-2015
Pivot	1 day	3 day
R1	0.8165	0.8166
PP	0.8163	0.8164
S1	0.8160	0.8162

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

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