CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 11-May-2015

Day Change Summary
	Previous	Current
	08-May-2015	11-May-2015	Change	Change %	Previous Week
Open	0.8245	0.8260	0.0015	0.2%	0.8200
High	0.8275	0.8273	-0.0002	0.0%	0.8357
Low	0.8223	0.8223	0.0000	0.0%	0.8198
Close	0.8253	0.8254	0.0001	0.0%	0.8253
Range	0.0052	0.0050	-0.0002	-3.8%	0.0159
ATR	0.0076	0.0074	-0.0002	-2.4%	0.0000
Volume	437	384	-53	-12.1%	1,381

Daily Pivots for day following 11-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8400	0.8377	0.8282
R3	0.8350	0.8327	0.8268
R2	0.8300	0.8300	0.8263
R1	0.8277	0.8277	0.8259	0.8264
PP	0.8250	0.8250	0.8250	0.8243
S1	0.8227	0.8227	0.8249	0.8214
S2	0.8200	0.8200	0.8245
S3	0.8150	0.8177	0.8240
S4	0.8100	0.8127	0.8227

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	0.8209	0.0148	1.8%	0.0073	0.9%	30%	False	False	289
10	0.8357	0.8185	0.0172	2.1%	0.0073	0.9%	40%	False	False	269
20	0.8357	0.7922	0.0435	5.3%	0.0079	1.0%	76%	False	False	356
40	0.8357	0.7777	0.0580	7.0%	0.0078	0.9%	82%	False	False	300
60	0.8357	0.7777	0.0580	7.0%	0.0070	0.9%	82%	False	False	268
80	0.8357	0.7777	0.0580	7.0%	0.0070	0.8%	82%	False	False	220
100	0.8586	0.7777	0.0809	9.8%	0.0062	0.8%	59%	False	False	182
120	0.8843	0.7777	0.1066	12.9%	0.0054	0.7%	45%	False	False	158

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8486
2.618	0.8404
1.618	0.8354
1.000	0.8323
0.618	0.8304
HIGH	0.8273
0.618	0.8254
0.500	0.8248
0.382	0.8242
LOW	0.8223
0.618	0.8192
1.000	0.8173
1.618	0.8142
2.618	0.8092
4.250	0.8011

Fisher Pivots for day following 11-May-2015
Pivot	1 day	3 day
R1	0.8252	0.8253
PP	0.8250	0.8252
S1	0.8248	0.8251

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

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