CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 04-May-2015

Day Change Summary
	Previous	Current
	01-May-2015	04-May-2015	Change	Change %	Previous Week
Open	0.8281	0.8215	-0.0066	-0.8%	0.8203
High	0.8281	0.8268	-0.0013	-0.2%	0.8366
Low	0.8188	0.8205	0.0017	0.2%	0.8188
Close	0.8211	0.8260	0.0049	0.6%	0.8211
Range	0.0093	0.0063	-0.0030	-32.3%	0.0178
ATR	0.0085	0.0083	-0.0002	-1.8%	0.0000
Volume	55,056	44,128	-10,928	-19.8%	319,346

Daily Pivots for day following 04-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8433	0.8410	0.8295
R3	0.8370	0.8347	0.8277
R2	0.8307	0.8307	0.8272
R1	0.8284	0.8284	0.8266	0.8296
PP	0.8244	0.8244	0.8244	0.8250
S1	0.8221	0.8221	0.8254	0.8233
S2	0.8181	0.8181	0.8248
S3	0.8118	0.8158	0.8243
S4	0.8055	0.8095	0.8225

Weekly Pivots for week ending 01-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8789	0.8678	0.8309
R3	0.8611	0.8500	0.8260
R2	0.8433	0.8433	0.8244
R1	0.8322	0.8322	0.8227	0.8378
PP	0.8255	0.8255	0.8255	0.8283
S1	0.8144	0.8144	0.8195	0.8200
S2	0.8077	0.8077	0.8178
S3	0.7899	0.7966	0.8162
S4	0.7721	0.7788	0.8113

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8366	0.8188	0.0178	2.2%	0.0082	1.0%	40%	False	False	62,449
10	0.8366	0.8120	0.0246	3.0%	0.0076	0.9%	57%	False	False	58,702
20	0.8366	0.7888	0.0478	5.8%	0.0084	1.0%	78%	False	False	65,989
40	0.8366	0.7781	0.0585	7.1%	0.0084	1.0%	82%	False	False	64,504
60	0.8366	0.7781	0.0585	7.1%	0.0082	1.0%	82%	False	False	43,631
80	0.8443	0.7781	0.0662	8.0%	0.0084	1.0%	72%	False	False	32,864
100	0.8724	0.7781	0.0943	11.4%	0.0077	0.9%	51%	False	False	26,379
120	0.8876	0.7781	0.1095	13.3%	0.0071	0.9%	44%	False	False	21,996

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	0.0014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8536
2.618	0.8433
1.618	0.8370
1.000	0.8331
0.618	0.8307
HIGH	0.8268
0.618	0.8244
0.500	0.8237
0.382	0.8229
LOW	0.8205
0.618	0.8166
1.000	0.8142
1.618	0.8103
2.618	0.8040
4.250	0.7937

Fisher Pivots for day following 04-May-2015
Pivot	1 day	3 day
R1	0.8252	0.8260
PP	0.8244	0.8259
S1	0.8237	0.8259

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

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