CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 21-Apr-2015

Day Change Summary
	Previous	Current
	20-Apr-2015	21-Apr-2015	Change	Change %	Previous Week
Open	0.8166	0.8160	-0.0006	-0.1%	0.7939
High	0.8192	0.8170	-0.0022	-0.3%	0.8252
Low	0.8147	0.8112	-0.0035	-0.4%	0.7895
Close	0.8160	0.8121	-0.0039	-0.5%	0.8153
Range	0.0045	0.0058	0.0013	28.9%	0.0357
ATR	0.0081	0.0080	-0.0002	-2.1%	0.0000
Volume	673	178	-495	-73.6%	2,454

Daily Pivots for day following 21-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8308	0.8273	0.8153
R3	0.8250	0.8215	0.8137
R2	0.8192	0.8192	0.8132
R1	0.8157	0.8157	0.8126	0.8146
PP	0.8134	0.8134	0.8134	0.8129
S1	0.8099	0.8099	0.8116	0.8088
S2	0.8076	0.8076	0.8110
S3	0.8018	0.8041	0.8105
S4	0.7960	0.7983	0.8089

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	0.7947	0.0305	3.8%	0.0101	1.2%	57%	False	False	575
10	0.8252	0.7880	0.0372	4.6%	0.0089	1.1%	65%	False	False	462
20	0.8252	0.7809	0.0443	5.5%	0.0075	0.9%	70%	False	False	355
40	0.8252	0.7777	0.0475	5.8%	0.0073	0.9%	72%	False	False	285
60	0.8252	0.7777	0.0475	5.8%	0.0069	0.9%	72%	False	False	219
80	0.8581	0.7777	0.0804	9.9%	0.0063	0.8%	43%	False	False	173
100	0.8843	0.7777	0.1066	13.1%	0.0055	0.7%	32%	False	False	146
120	0.8911	0.7777	0.1134	14.0%	0.0047	0.6%	30%	False	False	127

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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8417
2.618	0.8322
1.618	0.8264
1.000	0.8228
0.618	0.8206
HIGH	0.8170
0.618	0.8148
0.500	0.8141
0.382	0.8134
LOW	0.8112
0.618	0.8076
1.000	0.8054
1.618	0.8018
2.618	0.7960
4.250	0.7866

Fisher Pivots for day following 21-Apr-2015
Pivot	1 day	3 day
R1	0.8141	0.8182
PP	0.8134	0.8162
S1	0.8128	0.8141

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

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