CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 26-May-2015

Day Change Summary
	Previous	Current
	22-May-2015	26-May-2015	Change	Change %	Previous Week
Open	0.8185	0.8124	-0.0061	-0.7%	0.8289
High	0.8198	0.8132	-0.0066	-0.8%	0.8292
Low	0.8101	0.8020	-0.0081	-1.0%	0.8101
Close	0.8115	0.8030	-0.0085	-1.0%	0.8115
Range	0.0097	0.0112	0.0015	15.5%	0.0191
ATR	0.0071	0.0074	0.0003	4.1%	0.0000
Volume	243	694	451	185.6%	3,159

Daily Pivots for day following 26-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8397	0.8325	0.8092
R3	0.8285	0.8213	0.8061
R2	0.8173	0.8173	0.8051
R1	0.8101	0.8101	0.8040	0.8081
PP	0.8061	0.8061	0.8061	0.8051
S1	0.7989	0.7989	0.8020	0.7969
S2	0.7949	0.7949	0.8009
S3	0.7837	0.7877	0.7999
S4	0.7725	0.7765	0.7968

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	0.8229	0.8020	0.0209	2.6%	0.0075	0.9%	5%	False	True	688
10	0.8375	0.8020	0.0355	4.4%	0.0068	0.8%	3%	False	True	488
20	0.8375	0.8020	0.0355	4.4%	0.0070	0.9%	3%	False	True	378
40	0.8375	0.7809	0.0566	7.0%	0.0073	0.9%	39%	False	False	375
60	0.8375	0.7777	0.0598	7.4%	0.0073	0.9%	42%	False	False	327
80	0.8375	0.7777	0.0598	7.4%	0.0069	0.9%	42%	False	False	274
100	0.8505	0.7777	0.0728	9.1%	0.0067	0.8%	35%	False	False	228
120	0.8747	0.7777	0.0970	12.1%	0.0059	0.7%	26%	False	False	196

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 26 trading days

Fibonacci Retracements and Extensions
4.250	0.8608
2.618	0.8425
1.618	0.8313
1.000	0.8244
0.618	0.8201
HIGH	0.8132
0.618	0.8089
0.500	0.8076
0.382	0.8063
LOW	0.8020
0.618	0.7951
1.000	0.7908
1.618	0.7839
2.618	0.7727
4.250	0.7544

Fisher Pivots for day following 26-May-2015
Pivot	1 day	3 day
R1	0.8076	0.8109
PP	0.8061	0.8083
S1	0.8045	0.8056

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

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