CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 27-Apr-2015

Day Change Summary
	Previous	Current
	24-Apr-2015	27-Apr-2015	Change	Change %	Previous Week
Open	0.8227	0.8203	-0.0024	-0.3%	0.8175
High	0.8256	0.8272	0.0016	0.2%	0.8256
Low	0.8200	0.8194	-0.0006	-0.1%	0.8120
Close	0.8211	0.8266	0.0055	0.7%	0.8211
Range	0.0056	0.0078	0.0022	39.3%	0.0136
ATR	0.0084	0.0084	0.0000	-0.5%	0.0000
Volume	54,013	51,228	-2,785	-5.2%	273,061

Daily Pivots for day following 27-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8478	0.8450	0.8309
R3	0.8400	0.8372	0.8287
R2	0.8322	0.8322	0.8280
R1	0.8294	0.8294	0.8273	0.8308
PP	0.8244	0.8244	0.8244	0.8251
S1	0.8216	0.8216	0.8259	0.8230
S2	0.8166	0.8166	0.8252
S3	0.8088	0.8138	0.8245
S4	0.8010	0.8060	0.8223

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	0.8272	0.8120	0.0152	1.8%	0.0070	0.8%	96%	True	False	54,955
10	0.8272	0.7928	0.0344	4.2%	0.0094	1.1%	98%	True	False	72,025
20	0.8272	0.7814	0.0458	5.5%	0.0081	1.0%	99%	True	False	64,054
40	0.8272	0.7781	0.0491	5.9%	0.0083	1.0%	99%	True	False	57,321
60	0.8272	0.7781	0.0491	5.9%	0.0086	1.0%	99%	True	False	38,497
80	0.8613	0.7781	0.0832	10.1%	0.0083	1.0%	58%	False	False	28,986
100	0.8789	0.7781	0.1008	12.2%	0.0075	0.9%	48%	False	False	23,266
120	0.8876	0.7781	0.1095	13.2%	0.0069	0.8%	44%	False	False	19,397

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8604
2.618	0.8476
1.618	0.8398
1.000	0.8350
0.618	0.8320
HIGH	0.8272
0.618	0.8242
0.500	0.8233
0.382	0.8224
LOW	0.8194
0.618	0.8146
1.000	0.8116
1.618	0.8068
2.618	0.7990
4.250	0.7863

Fisher Pivots for day following 27-Apr-2015
Pivot	1 day	3 day
R1	0.8255	0.8247
PP	0.8244	0.8227
S1	0.8233	0.8208

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

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