CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 05-Jun-2015

Day Change Summary
	Previous	Current
	04-Jun-2015	05-Jun-2015	Change	Change %	Previous Week
Open	0.8027	0.7994	-0.0033	-0.4%	0.8033
High	0.8038	0.8045	0.0007	0.1%	0.8083
Low	0.7995	0.7959	-0.0036	-0.5%	0.7957
Close	0.8001	0.8035	0.0034	0.4%	0.8035
Range	0.0043	0.0086	0.0043	100.0%	0.0126
ATR	0.0078	0.0079	0.0001	0.7%	0.0000
Volume	60,645	83,626	22,981	37.9%	331,531

Daily Pivots for day following 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8271	0.8239	0.8082
R3	0.8185	0.8153	0.8059
R2	0.8099	0.8099	0.8051
R1	0.8067	0.8067	0.8043	0.8083
PP	0.8013	0.8013	0.8013	0.8021
S1	0.7981	0.7981	0.8027	0.7997
S2	0.7927	0.7927	0.8019
S3	0.7841	0.7895	0.8011
S4	0.7755	0.7809	0.7988

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8403	0.8345	0.8104
R3	0.8277	0.8219	0.8070
R2	0.8151	0.8151	0.8058
R1	0.8093	0.8093	0.8047	0.8122
PP	0.8025	0.8025	0.8025	0.8040
S1	0.7967	0.7967	0.8023	0.7996
S2	0.7899	0.7899	0.8012
S3	0.7773	0.7841	0.8000
S4	0.7647	0.7715	0.7966

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%	0.0079	1.0%	62%	False	False	66,306
10	0.8211	0.7957	0.0254	3.2%	0.0082	1.0%	31%	False	False	67,162
20	0.8386	0.7957	0.0429	5.3%	0.0076	0.9%	18%	False	False	60,545
40	0.8386	0.7888	0.0498	6.2%	0.0082	1.0%	30%	False	False	63,117
60	0.8386	0.7781	0.0605	7.5%	0.0083	1.0%	42%	False	False	64,013
80	0.8386	0.7781	0.0605	7.5%	0.0080	1.0%	42%	False	False	50,015
100	0.8435	0.7781	0.0654	8.1%	0.0084	1.0%	39%	False	False	40,138
120	0.8641	0.7781	0.0860	10.7%	0.0078	1.0%	30%	False	False	33,519

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8411
2.618	0.8270
1.618	0.8184
1.000	0.8131
0.618	0.8098
HIGH	0.8045
0.618	0.8012
0.500	0.8002
0.382	0.7992
LOW	0.7959
0.618	0.7906
1.000	0.7873
1.618	0.7820
2.618	0.7734
4.250	0.7594

Fisher Pivots for day following 05-Jun-2015
Pivot	1 day	3 day
R1	0.8024	0.8029
PP	0.8013	0.8022
S1	0.8002	0.8016

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

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