CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 27-May-2015

Day Change Summary
	Previous	Current
	26-May-2015	27-May-2015	Change	Change %	Previous Week
Open	0.8124	0.8029	-0.0095	-1.2%	0.8289
High	0.8132	0.8053	-0.0079	-1.0%	0.8292
Low	0.8020	0.7992	-0.0028	-0.3%	0.8101
Close	0.8030	0.8005	-0.0025	-0.3%	0.8115
Range	0.0112	0.0061	-0.0051	-45.5%	0.0191
ATR	0.0074	0.0073	-0.0001	-1.3%	0.0000
Volume	694	1,481	787	113.4%	3,159

Daily Pivots for day following 27-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8200	0.8163	0.8039
R3	0.8139	0.8102	0.8022
R2	0.8078	0.8078	0.8016
R1	0.8041	0.8041	0.8011	0.8029
PP	0.8017	0.8017	0.8017	0.8011
S1	0.7980	0.7980	0.7999	0.7968
S2	0.7956	0.7956	0.7994
S3	0.7895	0.7919	0.7988
S4	0.7834	0.7858	0.7971

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	0.8202	0.7992	0.0210	2.6%	0.0071	0.9%	6%	False	True	868
10	0.8375	0.7992	0.0383	4.8%	0.0069	0.9%	3%	False	True	622
20	0.8375	0.7992	0.0383	4.8%	0.0070	0.9%	3%	False	True	440
40	0.8375	0.7857	0.0518	6.5%	0.0072	0.9%	29%	False	False	404
60	0.8375	0.7777	0.0598	7.5%	0.0073	0.9%	38%	False	False	351
80	0.8375	0.7777	0.0598	7.5%	0.0069	0.9%	38%	False	False	288
100	0.8460	0.7777	0.0683	8.5%	0.0067	0.8%	33%	False	False	242
120	0.8723	0.7777	0.0946	11.8%	0.0060	0.7%	24%	False	False	208

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8312
2.618	0.8213
1.618	0.8152
1.000	0.8114
0.618	0.8091
HIGH	0.8053
0.618	0.8030
0.500	0.8023
0.382	0.8015
LOW	0.7992
0.618	0.7954
1.000	0.7931
1.618	0.7893
2.618	0.7832
4.250	0.7733

Fisher Pivots for day following 27-May-2015
Pivot	1 day	3 day
R1	0.8023	0.8095
PP	0.8017	0.8065
S1	0.8011	0.8035

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

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