CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 29-May-2015

Day Change Summary
	Previous	Current
	28-May-2015	29-May-2015	Change	Change %	Previous Week
Open	0.8015	0.8035	0.0020	0.2%	0.8124
High	0.8035	0.8044	0.0009	0.1%	0.8132
Low	0.7963	0.7970	0.0007	0.1%	0.7963
Close	0.8033	0.8023	-0.0010	-0.1%	0.8023
Range	0.0072	0.0074	0.0002	2.8%	0.0169
ATR	0.0073	0.0073	0.0000	0.1%	0.0000
Volume	1,546	4,615	3,069	198.5%	8,336

Daily Pivots for day following 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8234	0.8203	0.8064
R3	0.8160	0.8129	0.8043
R2	0.8086	0.8086	0.8037
R1	0.8055	0.8055	0.8030	0.8034
PP	0.8012	0.8012	0.8012	0.8002
S1	0.7981	0.7981	0.8016	0.7960
S2	0.7938	0.7938	0.8009
S3	0.7864	0.7907	0.8003
S4	0.7790	0.7833	0.7982

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8546	0.8454	0.8116
R3	0.8377	0.8285	0.8069
R2	0.8208	0.8208	0.8054
R1	0.8116	0.8116	0.8038	0.8078
PP	0.8039	0.8039	0.8039	0.8020
S1	0.7947	0.7947	0.8008	0.7909
S2	0.7870	0.7870	0.7992
S3	0.7701	0.7778	0.7977
S4	0.7532	0.7609	0.7930

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%	0.0083	1.0%	26%	False	False	1,715
10	0.8324	0.7963	0.0361	4.5%	0.0072	0.9%	17%	False	False	1,187
20	0.8375	0.7963	0.0412	5.1%	0.0069	0.9%	15%	False	False	722
40	0.8375	0.7880	0.0495	6.2%	0.0073	0.9%	29%	False	False	544
60	0.8375	0.7777	0.0598	7.5%	0.0073	0.9%	41%	False	False	437
80	0.8375	0.7777	0.0598	7.5%	0.0068	0.8%	41%	False	False	362
100	0.8421	0.7777	0.0644	8.0%	0.0068	0.8%	38%	False	False	303
120	0.8687	0.7777	0.0910	11.3%	0.0061	0.8%	27%	False	False	260

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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8359
2.618	0.8238
1.618	0.8164
1.000	0.8118
0.618	0.8090
HIGH	0.8044
0.618	0.8016
0.500	0.8007
0.382	0.7998
LOW	0.7970
0.618	0.7924
1.000	0.7896
1.618	0.7850
2.618	0.7776
4.250	0.7656

Fisher Pivots for day following 29-May-2015
Pivot	1 day	3 day
R1	0.8018	0.8018
PP	0.8012	0.8013
S1	0.8007	0.8008

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

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