CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 09-Apr-2015

Day Change Summary
	Previous	Current
	08-Apr-2015	09-Apr-2015	Change	Change %	Previous Week
Open	0.7990	0.7959	-0.0031	-0.4%	0.7905
High	0.8055	0.7972	-0.0083	-1.0%	0.8029
Low	0.7950	0.7915	-0.0035	-0.4%	0.7809
Close	0.7958	0.7921	-0.0037	-0.5%	0.8015
Range	0.0105	0.0057	-0.0048	-45.7%	0.0220
ATR	0.0073	0.0072	-0.0001	-1.5%	0.0000
Volume	329	743	414	125.8%	1,421

Daily Pivots for day following 09-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8107	0.8071	0.7952
R3	0.8050	0.8014	0.7937
R2	0.7993	0.7993	0.7931
R1	0.7957	0.7957	0.7926	0.7947
PP	0.7936	0.7936	0.7936	0.7931
S1	0.7900	0.7900	0.7916	0.7890
S2	0.7879	0.7879	0.7911
S3	0.7822	0.7843	0.7905
S4	0.7765	0.7786	0.7890

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	0.8055	0.7915	0.0140	1.8%	0.0064	0.8%	4%	False	True	321
10	0.8055	0.7809	0.0246	3.1%	0.0068	0.9%	46%	False	False	336
20	0.8055	0.7777	0.0278	3.5%	0.0075	0.9%	52%	False	False	242
40	0.8075	0.7777	0.0298	3.8%	0.0065	0.8%	48%	False	False	214
60	0.8383	0.7777	0.0606	7.7%	0.0066	0.8%	24%	False	False	166
80	0.8586	0.7777	0.0809	10.2%	0.0057	0.7%	18%	False	False	135
100	0.8843	0.7777	0.1066	13.5%	0.0048	0.6%	14%	False	False	113

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8214
2.618	0.8121
1.618	0.8064
1.000	0.8029
0.618	0.8007
HIGH	0.7972
0.618	0.7950
0.500	0.7944
0.382	0.7937
LOW	0.7915
0.618	0.7880
1.000	0.7858
1.618	0.7823
2.618	0.7766
4.250	0.7673

Fisher Pivots for day following 09-Apr-2015
Pivot	1 day	3 day
R1	0.7944	0.7985
PP	0.7936	0.7964
S1	0.7929	0.7942

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

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