CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 03-Jun-2015

Day Change Summary
	Previous	Current
	02-Jun-2015	03-Jun-2015	Change	Change %	Previous Week
Open	0.7980	0.8060	0.0080	1.0%	0.8124
High	0.8083	0.8072	-0.0011	-0.1%	0.8143
Low	0.7975	0.7992	0.0017	0.2%	0.7972
Close	0.8061	0.8024	-0.0037	-0.5%	0.8033
Range	0.0108	0.0080	-0.0028	-25.9%	0.0171
ATR	0.0081	0.0081	0.0000	-0.1%	0.0000
Volume	75,116	61,952	-13,164	-17.5%	288,301

Daily Pivots for day following 03-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8269	0.8227	0.8068
R3	0.8189	0.8147	0.8046
R2	0.8109	0.8109	0.8039
R1	0.8067	0.8067	0.8031	0.8048
PP	0.8029	0.8029	0.8029	0.8020
S1	0.7987	0.7987	0.8017	0.7968
S2	0.7949	0.7949	0.8009
S3	0.7869	0.7907	0.8002
S4	0.7789	0.7827	0.7980

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	0.8083	0.7957	0.0126	1.6%	0.0083	1.0%	53%	False	False	67,513
10	0.8213	0.7957	0.0256	3.2%	0.0079	1.0%	26%	False	False	61,967
20	0.8386	0.7957	0.0429	5.3%	0.0079	1.0%	16%	False	False	59,357
40	0.8386	0.7888	0.0498	6.2%	0.0083	1.0%	27%	False	False	62,780
60	0.8386	0.7781	0.0605	7.5%	0.0083	1.0%	40%	False	False	63,189
80	0.8386	0.7781	0.0605	7.5%	0.0081	1.0%	40%	False	False	48,221
100	0.8440	0.7781	0.0659	8.2%	0.0084	1.0%	37%	False	False	38,699
120	0.8688	0.7781	0.0907	11.3%	0.0077	1.0%	27%	False	False	32,323

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

Fibonacci Retracements and Extensions
4.250	0.8412
2.618	0.8281
1.618	0.8201
1.000	0.8152
0.618	0.8121
HIGH	0.8072
0.618	0.8041
0.500	0.8032
0.382	0.8023
LOW	0.7992
0.618	0.7943
1.000	0.7912
1.618	0.7863
2.618	0.7783
4.250	0.7652

Fisher Pivots for day following 03-Jun-2015
Pivot	1 day	3 day
R1	0.8032	0.8023
PP	0.8029	0.8021
S1	0.8027	0.8020

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

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