CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 10-Jun-2015

Day Change Summary
	Previous	Current
	09-Jun-2015	10-Jun-2015	Change	Change %	Previous Week
Open	0.8056	0.8105	0.0049	0.6%	0.8033
High	0.8125	0.8195	0.0070	0.9%	0.8083
Low	0.8037	0.8095	0.0058	0.7%	0.7957
Close	0.8106	0.8154	0.0048	0.6%	0.8035
Range	0.0088	0.0100	0.0012	13.6%	0.0126
ATR	0.0078	0.0080	0.0002	2.0%	0.0000
Volume	72,374	93,254	20,880	28.9%	331,531

Daily Pivots for day following 10-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8448	0.8401	0.8209
R3	0.8348	0.8301	0.8182
R2	0.8248	0.8248	0.8172
R1	0.8201	0.8201	0.8163	0.8225
PP	0.8148	0.8148	0.8148	0.8160
S1	0.8101	0.8101	0.8145	0.8125
S2	0.8048	0.8048	0.8136
S3	0.7948	0.8001	0.8127
S4	0.7848	0.7901	0.8099

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	0.8195	0.7959	0.0236	2.9%	0.0075	0.9%	83%	True	False	74,278
10	0.8195	0.7957	0.0238	2.9%	0.0079	1.0%	83%	True	False	70,896
20	0.8386	0.7957	0.0429	5.3%	0.0078	1.0%	46%	False	False	63,819
40	0.8386	0.7948	0.0438	5.4%	0.0082	1.0%	47%	False	False	64,603
60	0.8386	0.7781	0.0605	7.4%	0.0083	1.0%	62%	False	False	64,278
80	0.8386	0.7781	0.0605	7.4%	0.0080	1.0%	62%	False	False	52,836
100	0.8386	0.7781	0.0605	7.4%	0.0084	1.0%	62%	False	False	42,399
120	0.8613	0.7781	0.0832	10.2%	0.0079	1.0%	45%	False	False	35,402

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8620
2.618	0.8457
1.618	0.8357
1.000	0.8295
0.618	0.8257
HIGH	0.8195
0.618	0.8157
0.500	0.8145
0.382	0.8133
LOW	0.8095
0.618	0.8033
1.000	0.7995
1.618	0.7933
2.618	0.7833
4.250	0.7670

Fisher Pivots for day following 10-Jun-2015
Pivot	1 day	3 day
R1	0.8151	0.8138
PP	0.8148	0.8122
S1	0.8145	0.8106

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

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