CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 20-Apr-2015

Day Change Summary
	Previous	Current
	17-Apr-2015	20-Apr-2015	Change	Change %	Previous Week
Open	0.8189	0.8166	-0.0023	-0.3%	0.7939
High	0.8252	0.8192	-0.0060	-0.7%	0.8252
Low	0.8139	0.8147	0.0008	0.1%	0.7895
Close	0.8153	0.8160	0.0007	0.1%	0.8153
Range	0.0113	0.0045	-0.0068	-60.2%	0.0357
ATR	0.0084	0.0081	-0.0003	-3.3%	0.0000
Volume	1,001	673	-328	-32.8%	2,454

Daily Pivots for day following 20-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8301	0.8276	0.8185
R3	0.8256	0.8231	0.8172
R2	0.8211	0.8211	0.8168
R1	0.8186	0.8186	0.8164	0.8176
PP	0.8166	0.8166	0.8166	0.8162
S1	0.8141	0.8141	0.8156	0.8131
S2	0.8121	0.8121	0.8152
S3	0.8076	0.8096	0.8148
S4	0.8031	0.8051	0.8135

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	0.7922	0.0330	4.0%	0.0109	1.3%	72%	False	False	572
10	0.8252	0.7880	0.0372	4.6%	0.0087	1.1%	75%	False	False	460
20	0.8252	0.7809	0.0443	5.4%	0.0075	0.9%	79%	False	False	349
40	0.8252	0.7777	0.0475	5.8%	0.0074	0.9%	81%	False	False	281
60	0.8252	0.7777	0.0475	5.8%	0.0069	0.8%	81%	False	False	217
80	0.8581	0.7777	0.0804	9.9%	0.0062	0.8%	48%	False	False	171
100	0.8843	0.7777	0.1066	13.1%	0.0054	0.7%	36%	False	False	145
120	0.8911	0.7777	0.1134	13.9%	0.0047	0.6%	34%	False	False	125

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	0.0021
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8383
2.618	0.8310
1.618	0.8265
1.000	0.8237
0.618	0.8220
HIGH	0.8192
0.618	0.8175
0.500	0.8170
0.382	0.8164
LOW	0.8147
0.618	0.8119
1.000	0.8102
1.618	0.8074
2.618	0.8029
4.250	0.7956

Fisher Pivots for day following 20-Apr-2015
Pivot	1 day	3 day
R1	0.8170	0.8180
PP	0.8166	0.8173
S1	0.8163	0.8167

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

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