CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 04-Jun-2015

Day Change Summary
	Previous	Current
	03-Jun-2015	04-Jun-2015	Change	Change %	Previous Week
Open	0.8060	0.8027	-0.0033	-0.4%	0.8124
High	0.8072	0.8038	-0.0034	-0.4%	0.8143
Low	0.7992	0.7995	0.0003	0.0%	0.7972
Close	0.8024	0.8001	-0.0023	-0.3%	0.8033
Range	0.0080	0.0043	-0.0037	-46.3%	0.0171
ATR	0.0081	0.0078	-0.0003	-3.3%	0.0000
Volume	61,952	60,645	-1,307	-2.1%	288,301

Daily Pivots for day following 04-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8140	0.8114	0.8025
R3	0.8097	0.8071	0.8013
R2	0.8054	0.8054	0.8009
R1	0.8028	0.8028	0.8005	0.8020
PP	0.8011	0.8011	0.8011	0.8007
S1	0.7985	0.7985	0.7997	0.7977
S2	0.7968	0.7968	0.7993
S3	0.7925	0.7942	0.7989
S4	0.7882	0.7899	0.7977

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%	0.0076	1.0%	35%	False	False	65,143
10	0.8213	0.7957	0.0256	3.2%	0.0078	1.0%	17%	False	False	62,382
20	0.8386	0.7957	0.0429	5.4%	0.0076	0.9%	10%	False	False	59,157
40	0.8386	0.7888	0.0498	6.2%	0.0081	1.0%	23%	False	False	62,314
60	0.8386	0.7781	0.0605	7.6%	0.0083	1.0%	36%	False	False	63,679
80	0.8386	0.7781	0.0605	7.6%	0.0081	1.0%	36%	False	False	48,973
100	0.8435	0.7781	0.0654	8.2%	0.0084	1.0%	34%	False	False	39,304
120	0.8661	0.7781	0.0880	11.0%	0.0077	1.0%	25%	False	False	32,827

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 41 trading days

Fibonacci Retracements and Extensions
4.250	0.8221
2.618	0.8151
1.618	0.8108
1.000	0.8081
0.618	0.8065
HIGH	0.8038
0.618	0.8022
0.500	0.8017
0.382	0.8011
LOW	0.7995
0.618	0.7968
1.000	0.7952
1.618	0.7925
2.618	0.7882
4.250	0.7812

Fisher Pivots for day following 04-Jun-2015
Pivot	1 day	3 day
R1	0.8017	0.8029
PP	0.8011	0.8020
S1	0.8006	0.8010

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

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