CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 07-May-2015

Day Change Summary
	Previous	Current
	06-May-2015	07-May-2015	Change	Change %	Previous Week
Open	0.8282	0.8300	0.0018	0.2%	0.8203
High	0.8370	0.8305	-0.0065	-0.8%	0.8366
Low	0.8269	0.8217	-0.0052	-0.6%	0.8188
Close	0.8296	0.8235	-0.0061	-0.7%	0.8211
Range	0.0101	0.0088	-0.0013	-12.9%	0.0178
ATR	0.0085	0.0085	0.0000	0.3%	0.0000
Volume	64,639	55,867	-8,772	-13.6%	319,346

Daily Pivots for day following 07-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8516	0.8464	0.8283
R3	0.8428	0.8376	0.8259
R2	0.8340	0.8340	0.8251
R1	0.8288	0.8288	0.8243	0.8270
PP	0.8252	0.8252	0.8252	0.8244
S1	0.8200	0.8200	0.8227	0.8182
S2	0.8164	0.8164	0.8219
S3	0.8076	0.8112	0.8211
S4	0.7988	0.8024	0.8187

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	0.8370	0.8188	0.0182	2.2%	0.0087	1.1%	26%	False	False	54,689
10	0.8370	0.8188	0.0182	2.2%	0.0082	1.0%	26%	False	False	59,174
20	0.8370	0.7888	0.0482	5.9%	0.0087	1.1%	72%	False	False	65,688
40	0.8370	0.7781	0.0589	7.2%	0.0086	1.0%	77%	False	False	65,747
60	0.8370	0.7781	0.0589	7.2%	0.0082	1.0%	77%	False	False	46,505
80	0.8435	0.7781	0.0654	7.9%	0.0086	1.0%	69%	False	False	35,037
100	0.8641	0.7781	0.0860	10.4%	0.0078	0.9%	53%	False	False	28,113
120	0.8876	0.7781	0.1095	13.3%	0.0072	0.9%	41%	False	False	23,448

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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8679
2.618	0.8535
1.618	0.8447
1.000	0.8393
0.618	0.8359
HIGH	0.8305
0.618	0.8271
0.500	0.8261
0.382	0.8251
LOW	0.8217
0.618	0.8163
1.000	0.8129
1.618	0.8075
2.618	0.7987
4.250	0.7843

Fisher Pivots for day following 07-May-2015
Pivot	1 day	3 day
R1	0.8261	0.8294
PP	0.8252	0.8274
S1	0.8244	0.8255

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

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