CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 16-Apr-2015

Day Change Summary
	Previous	Current
	15-Apr-2015	16-Apr-2015	Change	Change %	Previous Week
Open	0.7971	0.8135	0.0164	2.1%	0.7990
High	0.8125	0.8218	0.0093	1.1%	0.8055
Low	0.7947	0.8107	0.0160	2.0%	0.7880
Close	0.8111	0.8199	0.0088	1.1%	0.7929
Range	0.0178	0.0111	-0.0067	-37.6%	0.0175
ATR	0.0080	0.0082	0.0002	2.8%	0.0000
Volume	171	852	681	398.2%	1,667

Daily Pivots for day following 16-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8508	0.8464	0.8260
R3	0.8397	0.8353	0.8230
R2	0.8286	0.8286	0.8219
R1	0.8242	0.8242	0.8209	0.8264
PP	0.8175	0.8175	0.8175	0.8186
S1	0.8131	0.8131	0.8189	0.8153
S2	0.8064	0.8064	0.8179
S3	0.7953	0.8020	0.8168
S4	0.7842	0.7909	0.8138

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8480	0.8379	0.8025
R3	0.8305	0.8204	0.7977
R2	0.8130	0.8130	0.7961
R1	0.8029	0.8029	0.7945	0.7992
PP	0.7955	0.7955	0.7955	0.7936
S1	0.7854	0.7854	0.7913	0.7817
S2	0.7780	0.7780	0.7897
S3	0.7605	0.7679	0.7881
S4	0.7430	0.7504	0.7833

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8218	0.7880	0.0338	4.1%	0.0102	1.2%	94%	True	False	340
10	0.8218	0.7880	0.0338	4.1%	0.0083	1.0%	94%	True	False	330
20	0.8218	0.7809	0.0409	5.0%	0.0076	0.9%	95%	True	False	275
40	0.8218	0.7777	0.0441	5.4%	0.0072	0.9%	96%	True	False	249
60	0.8218	0.7777	0.0441	5.4%	0.0068	0.8%	96%	True	False	193
80	0.8581	0.7777	0.0804	9.8%	0.0061	0.7%	52%	False	False	150
100	0.8843	0.7777	0.1066	13.0%	0.0053	0.6%	40%	False	False	130

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8690
2.618	0.8509
1.618	0.8398
1.000	0.8329
0.618	0.8287
HIGH	0.8218
0.618	0.8176
0.500	0.8163
0.382	0.8149
LOW	0.8107
0.618	0.8038
1.000	0.7996
1.618	0.7927
2.618	0.7816
4.250	0.7635

Fisher Pivots for day following 16-Apr-2015
Pivot	1 day	3 day
R1	0.8187	0.8156
PP	0.8175	0.8113
S1	0.8163	0.8070

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

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