CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 08-May-2015

Day Change Summary
	Previous	Current
	07-May-2015	08-May-2015	Change	Change %	Previous Week
Open	0.8292	0.8245	-0.0047	-0.6%	0.8200
High	0.8292	0.8275	-0.0017	-0.2%	0.8357
Low	0.8209	0.8223	0.0014	0.2%	0.8198
Close	0.8225	0.8253	0.0028	0.3%	0.8253
Range	0.0083	0.0052	-0.0031	-37.3%	0.0159
ATR	0.0077	0.0076	-0.0002	-2.4%	0.0000
Volume	330	437	107	32.4%	1,381

Daily Pivots for day following 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8406	0.8382	0.8282
R3	0.8354	0.8330	0.8267
R2	0.8302	0.8302	0.8263
R1	0.8278	0.8278	0.8258	0.8290
PP	0.8250	0.8250	0.8250	0.8257
S1	0.8226	0.8226	0.8248	0.8238
S2	0.8198	0.8198	0.8243
S3	0.8146	0.8174	0.8239
S4	0.8094	0.8122	0.8224

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8746	0.8659	0.8340
R3	0.8587	0.8500	0.8297
R2	0.8428	0.8428	0.8282
R1	0.8341	0.8341	0.8268	0.8385
PP	0.8269	0.8269	0.8269	0.8291
S1	0.8182	0.8182	0.8238	0.8226
S2	0.8110	0.8110	0.8224
S3	0.7951	0.8023	0.8209
S4	0.7792	0.7864	0.8166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8357	0.8198	0.0159	1.9%	0.0074	0.9%	35%	False	False	276
10	0.8357	0.8185	0.0172	2.1%	0.0075	0.9%	40%	False	False	280
20	0.8357	0.7895	0.0462	5.6%	0.0079	1.0%	77%	False	False	350
40	0.8357	0.7777	0.0580	7.0%	0.0077	0.9%	82%	False	False	296
60	0.8357	0.7777	0.0580	7.0%	0.0070	0.8%	82%	False	False	262
80	0.8383	0.7777	0.0606	7.3%	0.0070	0.8%	79%	False	False	215
100	0.8586	0.7777	0.0809	9.8%	0.0062	0.7%	59%	False	False	178
120	0.8843	0.7777	0.1066	12.9%	0.0054	0.6%	45%	False	False	154

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8496
2.618	0.8411
1.618	0.8359
1.000	0.8327
0.618	0.8307
HIGH	0.8275
0.618	0.8255
0.500	0.8249
0.382	0.8243
LOW	0.8223
0.618	0.8191
1.000	0.8171
1.618	0.8139
2.618	0.8087
4.250	0.8002

Fisher Pivots for day following 08-May-2015
Pivot	1 day	3 day
R1	0.8252	0.8283
PP	0.8250	0.8273
S1	0.8249	0.8263

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

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