CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 28-May-2015

Day Change Summary
	Previous	Current
	27-May-2015	28-May-2015	Change	Change %	Previous Week
Open	0.8029	0.8015	-0.0014	-0.2%	0.8289
High	0.8053	0.8035	-0.0018	-0.2%	0.8292
Low	0.7992	0.7963	-0.0029	-0.4%	0.8101
Close	0.8005	0.8033	0.0028	0.3%	0.8115
Range	0.0061	0.0072	0.0011	18.0%	0.0191
ATR	0.0073	0.0073	0.0000	-0.1%	0.0000
Volume	1,481	1,546	65	4.4%	3,159

Daily Pivots for day following 28-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8226	0.8202	0.8073
R3	0.8154	0.8130	0.8053
R2	0.8082	0.8082	0.8046
R1	0.8058	0.8058	0.8040	0.8070
PP	0.8010	0.8010	0.8010	0.8017
S1	0.7986	0.7986	0.8026	0.7998
S2	0.7938	0.7938	0.8020
S3	0.7866	0.7914	0.8013
S4	0.7794	0.7842	0.7993

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	0.8198	0.7963	0.0235	2.9%	0.0076	0.9%	30%	False	True	993
10	0.8375	0.7963	0.0412	5.1%	0.0070	0.9%	17%	False	True	753
20	0.8375	0.7963	0.0412	5.1%	0.0070	0.9%	17%	False	True	506
40	0.8375	0.7880	0.0495	6.2%	0.0072	0.9%	31%	False	False	434
60	0.8375	0.7777	0.0598	7.4%	0.0073	0.9%	43%	False	False	373
80	0.8375	0.7777	0.0598	7.4%	0.0068	0.8%	43%	False	False	305
100	0.8446	0.7777	0.0669	8.3%	0.0067	0.8%	38%	False	False	257
120	0.8710	0.7777	0.0933	11.6%	0.0060	0.7%	27%	False	False	221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8341
2.618	0.8223
1.618	0.8151
1.000	0.8107
0.618	0.8079
HIGH	0.8035
0.618	0.8007
0.500	0.7999
0.382	0.7991
LOW	0.7963
0.618	0.7919
1.000	0.7891
1.618	0.7847
2.618	0.7775
4.250	0.7657

Fisher Pivots for day following 28-May-2015
Pivot	1 day	3 day
R1	0.8022	0.8048
PP	0.8010	0.8043
S1	0.7999	0.8038

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

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