CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 13-May-2015

Day Change Summary
	Previous	Current
	12-May-2015	13-May-2015	Change	Change %	Previous Week
Open	0.8275	0.8315	0.0040	0.5%	0.8200
High	0.8329	0.8365	0.0036	0.4%	0.8357
Low	0.8275	0.8308	0.0033	0.4%	0.8198
Close	0.8320	0.8338	0.0018	0.2%	0.8253
Range	0.0054	0.0057	0.0003	5.6%	0.0159
ATR	0.0074	0.0073	-0.0001	-1.6%	0.0000
Volume	139	235	96	69.1%	1,381

Daily Pivots for day following 13-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8508	0.8480	0.8369
R3	0.8451	0.8423	0.8354
R2	0.8394	0.8394	0.8348
R1	0.8366	0.8366	0.8343	0.8380
PP	0.8337	0.8337	0.8337	0.8344
S1	0.8309	0.8309	0.8333	0.8323
S2	0.8280	0.8280	0.8328
S3	0.8223	0.8252	0.8322
S4	0.8166	0.8195	0.8307

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	0.8365	0.8209	0.0156	1.9%	0.0059	0.7%	83%	True	False	305
10	0.8365	0.8185	0.0180	2.2%	0.0069	0.8%	85%	True	False	260
20	0.8365	0.8107	0.0258	3.1%	0.0071	0.9%	90%	True	False	358
40	0.8365	0.7809	0.0556	6.7%	0.0074	0.9%	95%	True	False	306
60	0.8365	0.7777	0.0588	7.1%	0.0071	0.8%	95%	True	False	271
80	0.8365	0.7777	0.0588	7.1%	0.0070	0.8%	95%	True	False	224
100	0.8581	0.7777	0.0804	9.6%	0.0062	0.7%	70%	False	False	183
120	0.8843	0.7777	0.1066	12.8%	0.0055	0.7%	53%	False	False	161

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	0.0008
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8607
2.618	0.8514
1.618	0.8457
1.000	0.8422
0.618	0.8400
HIGH	0.8365
0.618	0.8343
0.500	0.8337
0.382	0.8330
LOW	0.8308
0.618	0.8273
1.000	0.8251
1.618	0.8216
2.618	0.8159
4.250	0.8066

Fisher Pivots for day following 13-May-2015
Pivot	1 day	3 day
R1	0.8338	0.8323
PP	0.8337	0.8309
S1	0.8337	0.8294

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

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