CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 20-May-2015

Day Change Summary
	Previous	Current
	19-May-2015	20-May-2015	Change	Change %	Previous Week
Open	0.8224	0.8172	-0.0052	-0.6%	0.8269
High	0.8241	0.8213	-0.0028	-0.3%	0.8386
Low	0.8159	0.8156	-0.0003	0.0%	0.8230
Close	0.8179	0.8200	0.0021	0.3%	0.8324
Range	0.0082	0.0057	-0.0025	-30.5%	0.0156
ATR	0.0081	0.0079	-0.0002	-2.1%	0.0000
Volume	62,381	56,493	-5,888	-9.4%	267,861

Daily Pivots for day following 20-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8361	0.8337	0.8231
R3	0.8304	0.8280	0.8216
R2	0.8247	0.8247	0.8210
R1	0.8223	0.8223	0.8205	0.8235
PP	0.8190	0.8190	0.8190	0.8196
S1	0.8166	0.8166	0.8195	0.8178
S2	0.8133	0.8133	0.8190
S3	0.8076	0.8109	0.8184
S4	0.8019	0.8052	0.8169

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8781	0.8709	0.8410
R3	0.8625	0.8553	0.8367
R2	0.8469	0.8469	0.8353
R1	0.8397	0.8397	0.8338	0.8433
PP	0.8313	0.8313	0.8313	0.8332
S1	0.8241	0.8241	0.8310	0.8277
S2	0.8157	0.8157	0.8295
S3	0.8001	0.8085	0.8281
S4	0.7845	0.7929	0.8238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8386	0.8156	0.0230	2.8%	0.0074	0.9%	19%	False	True	55,652
10	0.8386	0.8156	0.0230	2.8%	0.0074	0.9%	19%	False	True	55,932
20	0.8386	0.8144	0.0242	3.0%	0.0079	1.0%	23%	False	False	57,868
40	0.8386	0.7814	0.0572	7.0%	0.0079	1.0%	67%	False	False	61,810
60	0.8386	0.7781	0.0605	7.4%	0.0081	1.0%	69%	False	False	54,770
80	0.8386	0.7781	0.0605	7.4%	0.0084	1.0%	69%	False	False	41,259
100	0.8613	0.7781	0.0832	10.1%	0.0080	1.0%	50%	False	False	33,090
120	0.8863	0.7781	0.1082	13.2%	0.0076	0.9%	39%	False	False	27,640

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8455
2.618	0.8362
1.618	0.8305
1.000	0.8270
0.618	0.8248
HIGH	0.8213
0.618	0.8191
0.500	0.8185
0.382	0.8178
LOW	0.8156
0.618	0.8121
1.000	0.8099
1.618	0.8064
2.618	0.8007
4.250	0.7914

Fisher Pivots for day following 20-May-2015
Pivot	1 day	3 day
R1	0.8195	0.8239
PP	0.8190	0.8226
S1	0.8185	0.8213

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

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