CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 23-Apr-2015

Day Change Summary
	Previous	Current
	22-Apr-2015	23-Apr-2015	Change	Change %	Previous Week
Open	0.8132	0.8152	0.0020	0.2%	0.7939
High	0.8175	0.8228	0.0053	0.6%	0.8252
Low	0.8132	0.8137	0.0005	0.1%	0.7895
Close	0.8158	0.8221	0.0063	0.8%	0.8153
Range	0.0043	0.0091	0.0048	111.6%	0.0357
ATR	0.0078	0.0079	0.0001	1.2%	0.0000
Volume	511	148	-363	-71.0%	2,454

Daily Pivots for day following 23-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8468	0.8436	0.8271
R3	0.8377	0.8345	0.8246
R2	0.8286	0.8286	0.8238
R1	0.8254	0.8254	0.8229	0.8270
PP	0.8195	0.8195	0.8195	0.8204
S1	0.8163	0.8163	0.8213	0.8179
S2	0.8104	0.8104	0.8204
S3	0.8013	0.8072	0.8196
S4	0.7922	0.7981	0.8171

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	0.8112	0.0140	1.7%	0.0070	0.9%	78%	False	False	502
10	0.8252	0.7880	0.0372	4.5%	0.0086	1.0%	92%	False	False	421
20	0.8252	0.7809	0.0443	5.4%	0.0077	0.9%	93%	False	False	378
40	0.8252	0.7777	0.0475	5.8%	0.0073	0.9%	93%	False	False	294
60	0.8252	0.7777	0.0475	5.8%	0.0070	0.8%	93%	False	False	228
80	0.8581	0.7777	0.0804	9.8%	0.0064	0.8%	55%	False	False	181
100	0.8775	0.7777	0.0998	12.1%	0.0056	0.7%	44%	False	False	153
120	0.8843	0.7777	0.1066	13.0%	0.0048	0.6%	42%	False	False	132

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8615
2.618	0.8466
1.618	0.8375
1.000	0.8319
0.618	0.8284
HIGH	0.8228
0.618	0.8193
0.500	0.8183
0.382	0.8172
LOW	0.8137
0.618	0.8081
1.000	0.8046
1.618	0.7990
2.618	0.7899
4.250	0.7750

Fisher Pivots for day following 23-Apr-2015
Pivot	1 day	3 day
R1	0.8208	0.8204
PP	0.8195	0.8187
S1	0.8183	0.8170

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

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