CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 29-May-2015

Day Change Summary
	Previous	Current
	28-May-2015	29-May-2015	Change	Change %	Previous Week
Open	0.8023	0.8044	0.0021	0.3%	0.8124
High	0.8047	0.8054	0.0007	0.1%	0.8143
Low	0.7972	0.7979	0.0007	0.1%	0.7972
Close	0.8044	0.8033	-0.0011	-0.1%	0.8033
Range	0.0075	0.0075	0.0000	0.0%	0.0171
ATR	0.0079	0.0079	0.0000	-0.4%	0.0000
Volume	72,499	77,810	5,311	7.3%	288,301

Daily Pivots for day following 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8247	0.8215	0.8074
R3	0.8172	0.8140	0.8054
R2	0.8097	0.8097	0.8047
R1	0.8065	0.8065	0.8040	0.8044
PP	0.8022	0.8022	0.8022	0.8011
S1	0.7990	0.7990	0.8026	0.7969
S2	0.7947	0.7947	0.8019
S3	0.7872	0.7915	0.8012
S4	0.7797	0.7840	0.7992

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8562	0.8469	0.8127
R3	0.8391	0.8298	0.8080
R2	0.8220	0.8220	0.8064
R1	0.8127	0.8127	0.8049	0.8088
PP	0.8049	0.8049	0.8049	0.8030
S1	0.7956	0.7956	0.8017	0.7917
S2	0.7878	0.7878	0.8002
S3	0.7707	0.7785	0.7986
S4	0.7536	0.7614	0.7939

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8211	0.7972	0.0239	3.0%	0.0085	1.1%	26%	False	False	68,019
10	0.8343	0.7972	0.0371	4.6%	0.0078	1.0%	16%	False	False	59,677
20	0.8386	0.7972	0.0414	5.2%	0.0078	1.0%	15%	False	False	57,641
40	0.8386	0.7888	0.0498	6.2%	0.0080	1.0%	29%	False	False	61,543
60	0.8386	0.7781	0.0605	7.5%	0.0082	1.0%	42%	False	False	60,784
80	0.8386	0.7781	0.0605	7.5%	0.0082	1.0%	42%	False	False	45,918
100	0.8492	0.7781	0.0711	8.9%	0.0083	1.0%	35%	False	False	36,836
120	0.8730	0.7781	0.0949	11.8%	0.0076	0.9%	27%	False	False	30,765

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	0.8373
2.618	0.8250
1.618	0.8175
1.000	0.8129
0.618	0.8100
HIGH	0.8054
0.618	0.8025
0.500	0.8017
0.382	0.8008
LOW	0.7979
0.618	0.7933
1.000	0.7904
1.618	0.7858
2.618	0.7783
4.250	0.7660

Fisher Pivots for day following 29-May-2015
Pivot	1 day	3 day
R1	0.8028	0.8028
PP	0.8022	0.8023
S1	0.8017	0.8018

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

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