CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 17-Apr-2015

Day Change Summary
	Previous	Current
	16-Apr-2015	17-Apr-2015	Change	Change %	Previous Week
Open	0.8135	0.8189	0.0054	0.7%	0.7939
High	0.8218	0.8252	0.0034	0.4%	0.8252
Low	0.8107	0.8139	0.0032	0.4%	0.7895
Close	0.8199	0.8153	-0.0046	-0.6%	0.8153
Range	0.0111	0.0113	0.0002	1.8%	0.0357
ATR	0.0082	0.0084	0.0002	2.7%	0.0000
Volume	852	1,001	149	17.5%	2,454

Daily Pivots for day following 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8520	0.8450	0.8215
R3	0.8407	0.8337	0.8184
R2	0.8294	0.8294	0.8174
R1	0.8224	0.8224	0.8163	0.8203
PP	0.8181	0.8181	0.8181	0.8171
S1	0.8111	0.8111	0.8143	0.8090
S2	0.8068	0.8068	0.8132
S3	0.7955	0.7998	0.8122
S4	0.7842	0.7885	0.8091

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9171	0.9019	0.8349
R3	0.8814	0.8662	0.8251
R2	0.8457	0.8457	0.8218
R1	0.8305	0.8305	0.8186	0.8381
PP	0.8100	0.8100	0.8100	0.8138
S1	0.7948	0.7948	0.8120	0.8024
S2	0.7743	0.7743	0.8088
S3	0.7386	0.7591	0.8055
S4	0.7029	0.7234	0.7957

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8252	0.7895	0.0357	4.4%	0.0110	1.3%	72%	True	False	490
10	0.8252	0.7880	0.0372	4.6%	0.0086	1.1%	73%	True	False	412
20	0.8252	0.7809	0.0443	5.4%	0.0076	0.9%	78%	True	False	321
40	0.8252	0.7777	0.0475	5.8%	0.0074	0.9%	79%	True	False	265
60	0.8252	0.7777	0.0475	5.8%	0.0069	0.8%	79%	True	False	206
80	0.8581	0.7777	0.0804	9.9%	0.0062	0.8%	47%	False	False	163
100	0.8843	0.7777	0.1066	13.1%	0.0054	0.7%	35%	False	False	140
120	0.8911	0.7777	0.1134	13.9%	0.0047	0.6%	33%	False	False	120

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8732
2.618	0.8548
1.618	0.8435
1.000	0.8365
0.618	0.8322
HIGH	0.8252
0.618	0.8209
0.500	0.8196
0.382	0.8182
LOW	0.8139
0.618	0.8069
1.000	0.8026
1.618	0.7956
2.618	0.7843
4.250	0.7659

Fisher Pivots for day following 17-Apr-2015
Pivot	1 day	3 day
R1	0.8196	0.8135
PP	0.8181	0.8117
S1	0.8167	0.8100

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

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