CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 22-Apr-2015

Day Change Summary
	Previous	Current
	21-Apr-2015	22-Apr-2015	Change	Change %	Previous Week
Open	0.8160	0.8132	-0.0028	-0.3%	0.7939
High	0.8170	0.8175	0.0005	0.1%	0.8252
Low	0.8112	0.8132	0.0020	0.2%	0.7895
Close	0.8121	0.8158	0.0037	0.5%	0.8153
Range	0.0058	0.0043	-0.0015	-25.9%	0.0357
ATR	0.0080	0.0078	-0.0002	-2.3%	0.0000
Volume	178	511	333	187.1%	2,454

Daily Pivots for day following 22-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8284	0.8264	0.8182
R3	0.8241	0.8221	0.8170
R2	0.8198	0.8198	0.8166
R1	0.8178	0.8178	0.8162	0.8188
PP	0.8155	0.8155	0.8155	0.8160
S1	0.8135	0.8135	0.8154	0.8145
S2	0.8112	0.8112	0.8150
S3	0.8069	0.8092	0.8146
S4	0.8026	0.8049	0.8134

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	0.8107	0.0145	1.8%	0.0074	0.9%	35%	False	False	643
10	0.8252	0.7880	0.0372	4.6%	0.0083	1.0%	75%	False	False	481
20	0.8252	0.7809	0.0443	5.4%	0.0075	0.9%	79%	False	False	375
40	0.8252	0.7777	0.0475	5.8%	0.0073	0.9%	80%	False	False	291
60	0.8252	0.7777	0.0475	5.8%	0.0069	0.8%	80%	False	False	227
80	0.8581	0.7777	0.0804	9.9%	0.0063	0.8%	47%	False	False	179
100	0.8775	0.7777	0.0998	12.2%	0.0055	0.7%	38%	False	False	151
120	0.8870	0.7777	0.1093	13.4%	0.0047	0.6%	35%	False	False	131

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8358
2.618	0.8288
1.618	0.8245
1.000	0.8218
0.618	0.8202
HIGH	0.8175
0.618	0.8159
0.500	0.8154
0.382	0.8148
LOW	0.8132
0.618	0.8105
1.000	0.8089
1.618	0.8062
2.618	0.8019
4.250	0.7949

Fisher Pivots for day following 22-Apr-2015
Pivot	1 day	3 day
R1	0.8157	0.8156
PP	0.8155	0.8154
S1	0.8154	0.8152

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

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