CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 12-Jun-2015

Day Change Summary
	Previous	Current
	11-Jun-2015	12-Jun-2015	Change	Change %	Previous Week
Open	0.8149	0.8133	-0.0016	-0.2%	0.8035
High	0.8154	0.8143	-0.0011	-0.1%	0.8195
Low	0.8092	0.8098	0.0006	0.1%	0.8017
Close	0.8142	0.8114	-0.0028	-0.3%	0.8114
Range	0.0062	0.0045	-0.0017	-27.4%	0.0178
ATR	0.0078	0.0076	-0.0002	-3.0%	0.0000
Volume	86,933	20,144	-66,789	-76.8%	334,197

Daily Pivots for day following 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8253	0.8229	0.8139
R3	0.8208	0.8184	0.8126
R2	0.8163	0.8163	0.8122
R1	0.8139	0.8139	0.8118	0.8129
PP	0.8118	0.8118	0.8118	0.8113
S1	0.8094	0.8094	0.8110	0.8084
S2	0.8073	0.8073	0.8106
S3	0.8028	0.8049	0.8102
S4	0.7983	0.8004	0.8089

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8643	0.8556	0.8212
R3	0.8465	0.8378	0.8163
R2	0.8287	0.8287	0.8147
R1	0.8200	0.8200	0.8130	0.8244
PP	0.8109	0.8109	0.8109	0.8130
S1	0.8022	0.8022	0.8098	0.8066
S2	0.7931	0.7931	0.8081
S3	0.7753	0.7844	0.8065
S4	0.7575	0.7666	0.8016

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8195	0.8017	0.0178	2.2%	0.0070	0.9%	54%	False	False	66,839
10	0.8195	0.7957	0.0238	2.9%	0.0075	0.9%	66%	False	False	66,572
20	0.8343	0.7957	0.0386	4.8%	0.0076	0.9%	41%	False	False	63,125
40	0.8386	0.7957	0.0429	5.3%	0.0077	1.0%	37%	False	False	61,327
60	0.8386	0.7814	0.0572	7.0%	0.0080	1.0%	52%	False	False	63,265
80	0.8386	0.7781	0.0605	7.5%	0.0080	1.0%	55%	False	False	54,157
100	0.8386	0.7781	0.0605	7.5%	0.0083	1.0%	55%	False	False	43,461
120	0.8613	0.7781	0.0832	10.3%	0.0079	1.0%	40%	False	False	36,261

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8334
2.618	0.8261
1.618	0.8216
1.000	0.8188
0.618	0.8171
HIGH	0.8143
0.618	0.8126
0.500	0.8121
0.382	0.8115
LOW	0.8098
0.618	0.8070
1.000	0.8053
1.618	0.8025
2.618	0.7980
4.250	0.7907

Fisher Pivots for day following 12-Jun-2015
Pivot	1 day	3 day
R1	0.8121	0.8144
PP	0.8118	0.8134
S1	0.8116	0.8124

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

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