CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 06-Apr-2015

Day Change Summary
	Previous	Current
	03-Apr-2015	06-Apr-2015	Change	Change %	Previous Week
Open	0.7945	0.7990	0.0045	0.6%	0.7905
High	0.8029	0.8020	-0.0009	-0.1%	0.8029
Low	0.7945	0.7985	0.0040	0.5%	0.7809
Close	0.8015	0.8004	-0.0011	-0.1%	0.8015
Range	0.0084	0.0035	-0.0049	-58.3%	0.0220
ATR	0.0076	0.0073	-0.0003	-3.8%	0.0000
Volume	189	187	-2	-1.1%	1,421

Daily Pivots for day following 06-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8108	0.8091	0.8023
R3	0.8073	0.8056	0.8014
R2	0.8038	0.8038	0.8010
R1	0.8021	0.8021	0.8007	0.8030
PP	0.8003	0.8003	0.8003	0.8007
S1	0.7986	0.7986	0.8001	0.7995
S2	0.7968	0.7968	0.7998
S3	0.7933	0.7951	0.7994
S4	0.7898	0.7916	0.7985

Weekly Pivots for week ending 03-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8611	0.8533	0.8136
R3	0.8391	0.8313	0.8076
R2	0.8171	0.8171	0.8055
R1	0.8093	0.8093	0.8035	0.8132
PP	0.7951	0.7951	0.7951	0.7971
S1	0.7873	0.7873	0.7995	0.7912
S2	0.7731	0.7731	0.7975
S3	0.7511	0.7653	0.7955
S4	0.7291	0.7433	0.7894

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8029	0.7809	0.0220	2.7%	0.0065	0.8%	89%	False	False	253
10	0.8040	0.7809	0.0231	2.9%	0.0064	0.8%	84%	False	False	238
20	0.8040	0.7777	0.0263	3.3%	0.0075	0.9%	86%	False	False	223
40	0.8075	0.7777	0.0298	3.7%	0.0064	0.8%	76%	False	False	188
60	0.8388	0.7777	0.0611	7.6%	0.0065	0.8%	37%	False	False	147
80	0.8662	0.7777	0.0885	11.1%	0.0055	0.7%	26%	False	False	122
100	0.8843	0.7777	0.1066	13.3%	0.0046	0.6%	21%	False	False	101

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.8169
2.618	0.8112
1.618	0.8077
1.000	0.8055
0.618	0.8042
HIGH	0.8020
0.618	0.8007
0.500	0.8003
0.382	0.7998
LOW	0.7985
0.618	0.7963
1.000	0.7950
1.618	0.7928
2.618	0.7893
4.250	0.7836

Fisher Pivots for day following 06-Apr-2015
Pivot	1 day	3 day
R1	0.8004	0.7990
PP	0.8003	0.7975
S1	0.8003	0.7961

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

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