CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 22-May-2015

Day Change Summary
	Previous	Current
	21-May-2015	22-May-2015	Change	Change %	Previous Week
Open	0.8176	0.8185	0.0009	0.1%	0.8289
High	0.8198	0.8198	0.0000	0.0%	0.8292
Low	0.8160	0.8101	-0.0059	-0.7%	0.8101
Close	0.8179	0.8115	-0.0064	-0.8%	0.8115
Range	0.0038	0.0097	0.0059	155.3%	0.0191
ATR	0.0069	0.0071	0.0002	2.9%	0.0000
Volume	1,002	243	-759	-75.7%	3,159

Daily Pivots for day following 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8429	0.8369	0.8168
R3	0.8332	0.8272	0.8142
R2	0.8235	0.8235	0.8133
R1	0.8175	0.8175	0.8124	0.8157
PP	0.8138	0.8138	0.8138	0.8129
S1	0.8078	0.8078	0.8106	0.8060
S2	0.8041	0.8041	0.8097
S3	0.7944	0.7981	0.8088
S4	0.7847	0.7884	0.8062

Weekly Pivots for week ending 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8742	0.8620	0.8220
R3	0.8551	0.8429	0.8168
R2	0.8360	0.8360	0.8150
R1	0.8238	0.8238	0.8133	0.8204
PP	0.8169	0.8169	0.8169	0.8152
S1	0.8047	0.8047	0.8097	0.8013
S2	0.7978	0.7978	0.8080
S3	0.7787	0.7856	0.8062
S4	0.7596	0.7665	0.8010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8292	0.8101	0.0191	2.4%	0.0070	0.9%	7%	False	True	631
10	0.8375	0.8101	0.0274	3.4%	0.0062	0.8%	5%	False	True	457
20	0.8375	0.8101	0.0274	3.4%	0.0069	0.8%	5%	False	True	368
40	0.8375	0.7809	0.0566	7.0%	0.0072	0.9%	54%	False	False	366
60	0.8375	0.7777	0.0598	7.4%	0.0072	0.9%	57%	False	False	322
80	0.8375	0.7777	0.0598	7.4%	0.0069	0.8%	57%	False	False	266
100	0.8581	0.7777	0.0804	9.9%	0.0066	0.8%	42%	False	False	221
120	0.8747	0.7777	0.0970	12.0%	0.0058	0.7%	35%	False	False	191

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.8610
2.618	0.8452
1.618	0.8355
1.000	0.8295
0.618	0.8258
HIGH	0.8198
0.618	0.8161
0.500	0.8150
0.382	0.8138
LOW	0.8101
0.618	0.8041
1.000	0.8004
1.618	0.7944
2.618	0.7847
4.250	0.7689

Fisher Pivots for day following 22-May-2015
Pivot	1 day	3 day
R1	0.8150	0.8152
PP	0.8138	0.8139
S1	0.8127	0.8127

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

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