CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 07-May-2015

Day Change Summary
	Previous	Current
	06-May-2015	07-May-2015	Change	Change %	Previous Week
Open	0.8265	0.8292	0.0027	0.3%	0.8211
High	0.8357	0.8292	-0.0065	-0.8%	0.8353
Low	0.8265	0.8209	-0.0056	-0.7%	0.8185
Close	0.8285	0.8225	-0.0060	-0.7%	0.8201
Range	0.0092	0.0083	-0.0009	-9.8%	0.0168
ATR	0.0077	0.0077	0.0000	0.5%	0.0000
Volume	214	330	116	54.2%	1,423

Daily Pivots for day following 07-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8491	0.8441	0.8271
R3	0.8408	0.8358	0.8248
R2	0.8325	0.8325	0.8240
R1	0.8275	0.8275	0.8233	0.8259
PP	0.8242	0.8242	0.8242	0.8234
S1	0.8192	0.8192	0.8217	0.8176
S2	0.8159	0.8159	0.8210
S3	0.8076	0.8109	0.8202
S4	0.7993	0.8026	0.8179

Weekly Pivots for week ending 01-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8750	0.8644	0.8293
R3	0.8582	0.8476	0.8247
R2	0.8414	0.8414	0.8232
R1	0.8308	0.8308	0.8216	0.8277
PP	0.8246	0.8246	0.8246	0.8231
S1	0.8140	0.8140	0.8186	0.8109
S2	0.8078	0.8078	0.8170
S3	0.7910	0.7972	0.8155
S4	0.7742	0.7804	0.8109

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8357	0.8185	0.0172	2.1%	0.0079	1.0%	23%	False	False	221
10	0.8357	0.8185	0.0172	2.1%	0.0075	0.9%	23%	False	False	261
20	0.8357	0.7880	0.0477	5.8%	0.0080	1.0%	72%	False	False	341
40	0.8357	0.7777	0.0580	7.1%	0.0078	0.9%	77%	False	False	291
60	0.8357	0.7777	0.0580	7.1%	0.0070	0.8%	77%	False	False	256
80	0.8383	0.7777	0.0606	7.4%	0.0070	0.9%	74%	False	False	210
100	0.8586	0.7777	0.0809	9.8%	0.0062	0.7%	55%	False	False	176
120	0.8843	0.7777	0.1066	13.0%	0.0053	0.6%	42%	False	False	151

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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8645
2.618	0.8509
1.618	0.8426
1.000	0.8375
0.618	0.8343
HIGH	0.8292
0.618	0.8260
0.500	0.8251
0.382	0.8241
LOW	0.8209
0.618	0.8158
1.000	0.8126
1.618	0.8075
2.618	0.7992
4.250	0.7856

Fisher Pivots for day following 07-May-2015
Pivot	1 day	3 day
R1	0.8251	0.8283
PP	0.8242	0.8264
S1	0.8234	0.8244

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

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