CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 28-Apr-2015

Day Change Summary
	Previous	Current
	27-Apr-2015	28-Apr-2015	Change	Change %	Previous Week
Open	0.8211	0.8257	0.0046	0.6%	0.8166
High	0.8260	0.8306	0.0046	0.6%	0.8243
Low	0.8185	0.8241	0.0056	0.7%	0.8112
Close	0.8256	0.8296	0.0040	0.5%	0.8201
Range	0.0075	0.0065	-0.0010	-13.3%	0.0131
ATR	0.0076	0.0076	-0.0001	-1.1%	0.0000
Volume	491	246	-245	-49.9%	1,753

Daily Pivots for day following 28-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8476	0.8451	0.8332
R3	0.8411	0.8386	0.8314
R2	0.8346	0.8346	0.8308
R1	0.8321	0.8321	0.8302	0.8334
PP	0.8281	0.8281	0.8281	0.8287
S1	0.8256	0.8256	0.8290	0.8269
S2	0.8216	0.8216	0.8284
S3	0.8151	0.8191	0.8278
S4	0.8086	0.8126	0.8260

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	0.8306	0.8132	0.0174	2.1%	0.0064	0.8%	94%	True	False	327
10	0.8306	0.7947	0.0359	4.3%	0.0083	1.0%	97%	True	False	451
20	0.8306	0.7857	0.0449	5.4%	0.0075	0.9%	98%	True	False	368
40	0.8306	0.7777	0.0529	6.4%	0.0075	0.9%	98%	True	False	307
60	0.8306	0.7777	0.0529	6.4%	0.0068	0.8%	98%	True	False	237
80	0.8460	0.7777	0.0683	8.2%	0.0066	0.8%	76%	False	False	193
100	0.8723	0.7777	0.0946	11.4%	0.0057	0.7%	55%	False	False	162
120	0.8843	0.7777	0.1066	12.8%	0.0049	0.6%	49%	False	False	140

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8582
2.618	0.8476
1.618	0.8411
1.000	0.8371
0.618	0.8346
HIGH	0.8306
0.618	0.8281
0.500	0.8274
0.382	0.8266
LOW	0.8241
0.618	0.8201
1.000	0.8176
1.618	0.8136
2.618	0.8071
4.250	0.7965

Fisher Pivots for day following 28-Apr-2015
Pivot	1 day	3 day
R1	0.8289	0.8279
PP	0.8281	0.8262
S1	0.8274	0.8246

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

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