CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 24-Apr-2015

Day Change Summary
	Previous	Current
	23-Apr-2015	24-Apr-2015	Change	Change %	Previous Week
Open	0.8162	0.8227	0.0065	0.8%	0.8175
High	0.8244	0.8256	0.0012	0.1%	0.8256
Low	0.8144	0.8200	0.0056	0.7%	0.8120
Close	0.8231	0.8211	-0.0020	-0.2%	0.8211
Range	0.0100	0.0056	-0.0044	-44.0%	0.0136
ATR	0.0087	0.0084	-0.0002	-2.5%	0.0000
Volume	62,154	54,013	-8,141	-13.1%	273,061

Daily Pivots for day following 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8390	0.8357	0.8242
R3	0.8334	0.8301	0.8226
R2	0.8278	0.8278	0.8221
R1	0.8245	0.8245	0.8216	0.8234
PP	0.8222	0.8222	0.8222	0.8217
S1	0.8189	0.8189	0.8206	0.8178
S2	0.8166	0.8166	0.8201
S3	0.8110	0.8133	0.8196
S4	0.8054	0.8077	0.8180

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8604	0.8543	0.8286
R3	0.8468	0.8407	0.8248
R2	0.8332	0.8332	0.8236
R1	0.8271	0.8271	0.8223	0.8302
PP	0.8196	0.8196	0.8196	0.8211
S1	0.8135	0.8135	0.8199	0.8166
S2	0.8060	0.8060	0.8186
S3	0.7924	0.7999	0.8174
S4	0.7788	0.7863	0.8136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8256	0.8120	0.0136	1.7%	0.0065	0.8%	67%	True	False	54,612
10	0.8267	0.7900	0.0367	4.5%	0.0092	1.1%	85%	False	False	71,871
20	0.8267	0.7814	0.0453	5.5%	0.0082	1.0%	88%	False	False	64,653
40	0.8267	0.7781	0.0486	5.9%	0.0082	1.0%	88%	False	False	56,065
60	0.8267	0.7781	0.0486	5.9%	0.0086	1.1%	88%	False	False	37,645
80	0.8613	0.7781	0.0832	10.1%	0.0083	1.0%	52%	False	False	28,346
100	0.8796	0.7781	0.1015	12.4%	0.0075	0.9%	42%	False	False	22,755
120	0.8876	0.7781	0.1095	13.3%	0.0069	0.8%	39%	False	False	18,971

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	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8494
2.618	0.8403
1.618	0.8347
1.000	0.8312
0.618	0.8291
HIGH	0.8256
0.618	0.8235
0.500	0.8228
0.382	0.8221
LOW	0.8200
0.618	0.8165
1.000	0.8144
1.618	0.8109
2.618	0.8053
4.250	0.7962

Fisher Pivots for day following 24-Apr-2015
Pivot	1 day	3 day
R1	0.8228	0.8205
PP	0.8222	0.8200
S1	0.8217	0.8194

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

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