CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 26-May-2015

Day Change Summary
	Previous	Current
	22-May-2015	26-May-2015	Change	Change %	Previous Week
Open	0.8192	0.8124	-0.0068	-0.8%	0.8319
High	0.8211	0.8143	-0.0068	-0.8%	0.8321
Low	0.8112	0.8030	-0.0082	-1.0%	0.8112
Close	0.8126	0.8041	-0.0085	-1.0%	0.8126
Range	0.0099	0.0113	0.0014	14.1%	0.0209
ATR	0.0079	0.0081	0.0002	3.1%	0.0000
Volume	51,795	72,469	20,674	39.9%	253,506

Daily Pivots for day following 26-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8410	0.8339	0.8103
R3	0.8297	0.8226	0.8072
R2	0.8184	0.8184	0.8062
R1	0.8113	0.8113	0.8051	0.8092
PP	0.8071	0.8071	0.8071	0.8061
S1	0.8000	0.8000	0.8031	0.7979
S2	0.7958	0.7958	0.8020
S3	0.7845	0.7887	0.8010
S4	0.7732	0.7774	0.7979

Weekly Pivots for week ending 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8813	0.8679	0.8241
R3	0.8604	0.8470	0.8183
R2	0.8395	0.8395	0.8164
R1	0.8261	0.8261	0.8145	0.8224
PP	0.8186	0.8186	0.8186	0.8168
S1	0.8052	0.8052	0.8107	0.8015
S2	0.7977	0.7977	0.8088
S3	0.7768	0.7843	0.8069
S4	0.7559	0.7634	0.8011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8241	0.8030	0.0211	2.6%	0.0080	1.0%	5%	False	True	55,793
10	0.8386	0.8030	0.0356	4.4%	0.0079	1.0%	3%	False	True	55,122
20	0.8386	0.8030	0.0356	4.4%	0.0080	1.0%	3%	False	True	57,503
40	0.8386	0.7814	0.0572	7.1%	0.0080	1.0%	40%	False	False	60,778
60	0.8386	0.7781	0.0605	7.5%	0.0082	1.0%	43%	False	False	57,381
80	0.8386	0.7781	0.0605	7.5%	0.0084	1.1%	43%	False	False	43,248
100	0.8613	0.7781	0.0832	10.3%	0.0082	1.0%	31%	False	False	34,689
120	0.8789	0.7781	0.1008	12.5%	0.0076	0.9%	26%	False	False	28,972

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.8623
2.618	0.8439
1.618	0.8326
1.000	0.8256
0.618	0.8213
HIGH	0.8143
0.618	0.8100
0.500	0.8087
0.382	0.8073
LOW	0.8030
0.618	0.7960
1.000	0.7917
1.618	0.7847
2.618	0.7734
4.250	0.7550

Fisher Pivots for day following 26-May-2015
Pivot	1 day	3 day
R1	0.8087	0.8122
PP	0.8071	0.8095
S1	0.8056	0.8068

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

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