CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 08-Jun-2015

Day Change Summary
	Previous	Current
	05-Jun-2015	08-Jun-2015	Change	Change %	Previous Week
Open	0.7994	0.8035	0.0041	0.5%	0.8033
High	0.8045	0.8074	0.0029	0.4%	0.8083
Low	0.7959	0.8017	0.0058	0.7%	0.7957
Close	0.8035	0.8058	0.0023	0.3%	0.8035
Range	0.0086	0.0057	-0.0029	-33.7%	0.0126
ATR	0.0079	0.0077	-0.0002	-2.0%	0.0000
Volume	83,626	61,492	-22,134	-26.5%	331,531

Daily Pivots for day following 08-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8221	0.8196	0.8089
R3	0.8164	0.8139	0.8074
R2	0.8107	0.8107	0.8068
R1	0.8082	0.8082	0.8063	0.8095
PP	0.8050	0.8050	0.8050	0.8056
S1	0.8025	0.8025	0.8053	0.8038
S2	0.7993	0.7993	0.8048
S3	0.7936	0.7968	0.8042
S4	0.7879	0.7911	0.8027

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	0.7959	0.0124	1.5%	0.0075	0.9%	80%	False	False	68,566
10	0.8143	0.7957	0.0186	2.3%	0.0078	1.0%	54%	False	False	68,132
20	0.8386	0.7957	0.0429	5.3%	0.0075	0.9%	24%	False	False	60,134
40	0.8386	0.7900	0.0486	6.0%	0.0081	1.0%	33%	False	False	63,221
60	0.8386	0.7781	0.0605	7.5%	0.0082	1.0%	46%	False	False	64,317
80	0.8386	0.7781	0.0605	7.5%	0.0080	1.0%	46%	False	False	50,776
100	0.8435	0.7781	0.0654	8.1%	0.0084	1.0%	42%	False	False	40,751
120	0.8613	0.7781	0.0832	10.3%	0.0078	1.0%	33%	False	False	34,025

Crabel Price Patterns
NR	True
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8316
2.618	0.8223
1.618	0.8166
1.000	0.8131
0.618	0.8109
HIGH	0.8074
0.618	0.8052
0.500	0.8046
0.382	0.8039
LOW	0.8017
0.618	0.7982
1.000	0.7960
1.618	0.7925
2.618	0.7868
4.250	0.7775

Fisher Pivots for day following 08-Jun-2015
Pivot	1 day	3 day
R1	0.8054	0.8044
PP	0.8050	0.8030
S1	0.8046	0.8017

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

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