CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	0.8105	0.8149	0.0044	0.5%	0.8033
High	0.8195	0.8154	-0.0041	-0.5%	0.8083
Low	0.8095	0.8092	-0.0003	0.0%	0.7957
Close	0.8154	0.8142	-0.0012	-0.1%	0.8035
Range	0.0100	0.0062	-0.0038	-38.0%	0.0126
ATR	0.0080	0.0078	-0.0001	-1.6%	0.0000
Volume	93,254	86,933	-6,321	-6.8%	331,531

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8315	0.8291	0.8176
R3	0.8253	0.8229	0.8159
R2	0.8191	0.8191	0.8153
R1	0.8167	0.8167	0.8148	0.8148
PP	0.8129	0.8129	0.8129	0.8120
S1	0.8105	0.8105	0.8136	0.8086
S2	0.8067	0.8067	0.8131
S3	0.8005	0.8043	0.8125
S4	0.7943	0.7981	0.8108

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%	0.0079	1.0%	78%	False	False	79,535
10	0.8195	0.7957	0.0238	2.9%	0.0078	1.0%	78%	False	False	72,339
20	0.8386	0.7957	0.0429	5.3%	0.0077	0.9%	43%	False	False	64,988
40	0.8386	0.7957	0.0429	5.3%	0.0079	1.0%	43%	False	False	63,640
60	0.8386	0.7781	0.0605	7.4%	0.0083	1.0%	60%	False	False	64,819
80	0.8386	0.7781	0.0605	7.4%	0.0080	1.0%	60%	False	False	53,908
100	0.8386	0.7781	0.0605	7.4%	0.0084	1.0%	60%	False	False	43,263
120	0.8613	0.7781	0.0832	10.2%	0.0079	1.0%	43%	False	False	36,126

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8418
2.618	0.8316
1.618	0.8254
1.000	0.8216
0.618	0.8192
HIGH	0.8154
0.618	0.8130
0.500	0.8123
0.382	0.8116
LOW	0.8092
0.618	0.8054
1.000	0.8030
1.618	0.7992
2.618	0.7930
4.250	0.7829

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	0.8136	0.8133
PP	0.8129	0.8125
S1	0.8123	0.8116

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

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