CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 08-May-2015

Day Change Summary
	Previous	Current
	07-May-2015	08-May-2015	Change	Change %	Previous Week
Open	0.8300	0.8249	-0.0051	-0.6%	0.8215
High	0.8305	0.8298	-0.0007	-0.1%	0.8370
Low	0.8217	0.8230	0.0013	0.2%	0.8205
Close	0.8235	0.8263	0.0028	0.3%	0.8263
Range	0.0088	0.0068	-0.0020	-22.7%	0.0165
ATR	0.0085	0.0084	-0.0001	-1.4%	0.0000
Volume	55,867	69,718	13,851	24.8%	288,107

Daily Pivots for day following 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8468	0.8433	0.8300
R3	0.8400	0.8365	0.8282
R2	0.8332	0.8332	0.8275
R1	0.8297	0.8297	0.8269	0.8315
PP	0.8264	0.8264	0.8264	0.8272
S1	0.8229	0.8229	0.8257	0.8247
S2	0.8196	0.8196	0.8251
S3	0.8128	0.8161	0.8244
S4	0.8060	0.8093	0.8226

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8774	0.8684	0.8354
R3	0.8609	0.8519	0.8308
R2	0.8444	0.8444	0.8293
R1	0.8354	0.8354	0.8278	0.8399
PP	0.8279	0.8279	0.8279	0.8302
S1	0.8189	0.8189	0.8248	0.8234
S2	0.8114	0.8114	0.8233
S3	0.7949	0.8024	0.8218
S4	0.7784	0.7859	0.8172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8370	0.8205	0.0165	2.0%	0.0082	1.0%	35%	False	False	57,621
10	0.8370	0.8188	0.0182	2.2%	0.0083	1.0%	41%	False	False	60,745
20	0.8370	0.7900	0.0470	5.7%	0.0088	1.1%	77%	False	False	66,308
40	0.8370	0.7781	0.0589	7.1%	0.0086	1.0%	82%	False	False	66,408
60	0.8370	0.7781	0.0589	7.1%	0.0082	1.0%	82%	False	False	47,657
80	0.8435	0.7781	0.0654	7.9%	0.0086	1.0%	74%	False	False	35,905
100	0.8613	0.7781	0.0832	10.1%	0.0078	0.9%	58%	False	False	28,803
120	0.8876	0.7781	0.1095	13.3%	0.0073	0.9%	44%	False	False	24,029

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8587
2.618	0.8476
1.618	0.8408
1.000	0.8366
0.618	0.8340
HIGH	0.8298
0.618	0.8272
0.500	0.8264
0.382	0.8256
LOW	0.8230
0.618	0.8188
1.000	0.8162
1.618	0.8120
2.618	0.8052
4.250	0.7941

Fisher Pivots for day following 08-May-2015
Pivot	1 day	3 day
R1	0.8264	0.8294
PP	0.8264	0.8283
S1	0.8263	0.8273

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

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