CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 24-Apr-2015

Day Change Summary
	Previous	Current
	23-Apr-2015	24-Apr-2015	Change	Change %	Previous Week
Open	0.8152	0.8223	0.0071	0.9%	0.8166
High	0.8228	0.8243	0.0015	0.2%	0.8243
Low	0.8137	0.8197	0.0060	0.7%	0.8112
Close	0.8221	0.8201	-0.0020	-0.2%	0.8201
Range	0.0091	0.0046	-0.0045	-49.5%	0.0131
ATR	0.0079	0.0076	-0.0002	-3.0%	0.0000
Volume	148	243	95	64.2%	1,753

Daily Pivots for day following 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8352	0.8322	0.8226
R3	0.8306	0.8276	0.8214
R2	0.8260	0.8260	0.8209
R1	0.8230	0.8230	0.8205	0.8222
PP	0.8214	0.8214	0.8214	0.8210
S1	0.8184	0.8184	0.8197	0.8176
S2	0.8168	0.8168	0.8193
S3	0.8122	0.8138	0.8188
S4	0.8076	0.8092	0.8176

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8578	0.8521	0.8273
R3	0.8447	0.8390	0.8237
R2	0.8316	0.8316	0.8225
R1	0.8259	0.8259	0.8213	0.8288
PP	0.8185	0.8185	0.8185	0.8200
S1	0.8128	0.8128	0.8189	0.8157
S2	0.8054	0.8054	0.8177
S3	0.7923	0.7997	0.8165
S4	0.7792	0.7866	0.8129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8243	0.8112	0.0131	1.6%	0.0057	0.7%	68%	True	False	350
10	0.8252	0.7895	0.0357	4.4%	0.0083	1.0%	86%	False	False	420
20	0.8252	0.7809	0.0443	5.4%	0.0075	0.9%	88%	False	False	364
40	0.8252	0.7777	0.0475	5.8%	0.0073	0.9%	89%	False	False	299
60	0.8252	0.7777	0.0475	5.8%	0.0069	0.8%	89%	False	False	232
80	0.8581	0.7777	0.0804	9.8%	0.0065	0.8%	53%	False	False	184
100	0.8747	0.7777	0.0970	11.8%	0.0056	0.7%	44%	False	False	155
120	0.8843	0.7777	0.1066	13.0%	0.0048	0.6%	40%	False	False	134

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8439
2.618	0.8363
1.618	0.8317
1.000	0.8289
0.618	0.8271
HIGH	0.8243
0.618	0.8225
0.500	0.8220
0.382	0.8215
LOW	0.8197
0.618	0.8169
1.000	0.8151
1.618	0.8123
2.618	0.8077
4.250	0.8002

Fisher Pivots for day following 24-Apr-2015
Pivot	1 day	3 day
R1	0.8220	0.8197
PP	0.8214	0.8192
S1	0.8207	0.8188

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

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