CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 15-May-2015

Day Change Summary
	Previous	Current
	14-May-2015	15-May-2015	Change	Change %	Previous Week
Open	0.8349	0.8323	-0.0026	-0.3%	0.8260
High	0.8375	0.8324	-0.0051	-0.6%	0.8375
Low	0.8315	0.8275	-0.0040	-0.5%	0.8223
Close	0.8322	0.8313	-0.0009	-0.1%	0.8313
Range	0.0060	0.0049	-0.0011	-18.3%	0.0152
ATR	0.0072	0.0070	-0.0002	-2.3%	0.0000
Volume	278	376	98	35.3%	1,412

Daily Pivots for day following 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8451	0.8431	0.8340
R3	0.8402	0.8382	0.8326
R2	0.8353	0.8353	0.8322
R1	0.8333	0.8333	0.8317	0.8319
PP	0.8304	0.8304	0.8304	0.8297
S1	0.8284	0.8284	0.8309	0.8270
S2	0.8255	0.8255	0.8304
S3	0.8206	0.8235	0.8300
S4	0.8157	0.8186	0.8286

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8760	0.8688	0.8397
R3	0.8608	0.8536	0.8355
R2	0.8456	0.8456	0.8341
R1	0.8384	0.8384	0.8327	0.8420
PP	0.8304	0.8304	0.8304	0.8322
S1	0.8232	0.8232	0.8299	0.8268
S2	0.8152	0.8152	0.8285
S3	0.8000	0.8080	0.8271
S4	0.7848	0.7928	0.8229

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8375	0.8223	0.0152	1.8%	0.0054	0.6%	59%	False	False	282
10	0.8375	0.8198	0.0177	2.1%	0.0064	0.8%	65%	False	False	279
20	0.8375	0.8112	0.0263	3.2%	0.0065	0.8%	76%	False	False	298
40	0.8375	0.7809	0.0566	6.8%	0.0071	0.9%	89%	False	False	310
60	0.8375	0.7777	0.0598	7.2%	0.0071	0.9%	90%	False	False	276
80	0.8375	0.7777	0.0598	7.2%	0.0068	0.8%	90%	False	False	229
100	0.8581	0.7777	0.0804	9.7%	0.0063	0.8%	67%	False	False	190
120	0.8843	0.7777	0.1066	12.8%	0.0056	0.7%	50%	False	False	166

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.8532
2.618	0.8452
1.618	0.8403
1.000	0.8373
0.618	0.8354
HIGH	0.8324
0.618	0.8305
0.500	0.8300
0.382	0.8294
LOW	0.8275
0.618	0.8245
1.000	0.8226
1.618	0.8196
2.618	0.8147
4.250	0.8067

Fisher Pivots for day following 15-May-2015
Pivot	1 day	3 day
R1	0.8309	0.8325
PP	0.8304	0.8321
S1	0.8300	0.8317

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

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