CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 29-Apr-2015

Day Change Summary
	Previous	Current
	28-Apr-2015	29-Apr-2015	Change	Change %	Previous Week
Open	0.8257	0.8294	0.0037	0.4%	0.8166
High	0.8306	0.8353	0.0047	0.6%	0.8243
Low	0.8241	0.8270	0.0029	0.4%	0.8112
Close	0.8296	0.8308	0.0012	0.1%	0.8201
Range	0.0065	0.0083	0.0018	27.7%	0.0131
ATR	0.0076	0.0076	0.0001	0.7%	0.0000
Volume	246	223	-23	-9.3%	1,753

Daily Pivots for day following 29-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8559	0.8517	0.8354
R3	0.8476	0.8434	0.8331
R2	0.8393	0.8393	0.8323
R1	0.8351	0.8351	0.8316	0.8372
PP	0.8310	0.8310	0.8310	0.8321
S1	0.8268	0.8268	0.8300	0.8289
S2	0.8227	0.8227	0.8293
S3	0.8144	0.8185	0.8285
S4	0.8061	0.8102	0.8262

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	0.8353	0.8137	0.0216	2.6%	0.0072	0.9%	79%	True	False	270
10	0.8353	0.8107	0.0246	3.0%	0.0073	0.9%	82%	True	False	456
20	0.8353	0.7880	0.0473	5.7%	0.0075	0.9%	90%	True	False	362
40	0.8353	0.7777	0.0576	6.9%	0.0075	0.9%	92%	True	False	306
60	0.8353	0.7777	0.0576	6.9%	0.0068	0.8%	92%	True	False	238
80	0.8446	0.7777	0.0669	8.1%	0.0067	0.8%	79%	False	False	195
100	0.8710	0.7777	0.0933	11.2%	0.0058	0.7%	57%	False	False	164
120	0.8843	0.7777	0.1066	12.8%	0.0050	0.6%	50%	False	False	141

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	0.0021
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8706
2.618	0.8570
1.618	0.8487
1.000	0.8436
0.618	0.8404
HIGH	0.8353
0.618	0.8321
0.500	0.8312
0.382	0.8302
LOW	0.8270
0.618	0.8219
1.000	0.8187
1.618	0.8136
2.618	0.8053
4.250	0.7917

Fisher Pivots for day following 29-Apr-2015
Pivot	1 day	3 day
R1	0.8312	0.8295
PP	0.8310	0.8282
S1	0.8309	0.8269

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

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