CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 02-Jun-2015

Day Change Summary
	Previous	Current
	01-Jun-2015	02-Jun-2015	Change	Change %	Previous Week
Open	0.8013	0.7970	-0.0043	-0.5%	0.8124
High	0.8021	0.8073	0.0052	0.6%	0.8132
Low	0.7946	0.7968	0.0022	0.3%	0.7963
Close	0.7971	0.8050	0.0079	1.0%	0.8023
Range	0.0075	0.0105	0.0030	40.0%	0.0169
ATR	0.0073	0.0076	0.0002	3.1%	0.0000
Volume	2,263	7,130	4,867	215.1%	8,336

Daily Pivots for day following 02-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8345	0.8303	0.8108
R3	0.8240	0.8198	0.8079
R2	0.8135	0.8135	0.8069
R1	0.8093	0.8093	0.8060	0.8114
PP	0.8030	0.8030	0.8030	0.8041
S1	0.7988	0.7988	0.8040	0.8009
S2	0.7925	0.7925	0.8031
S3	0.7820	0.7883	0.8021
S4	0.7715	0.7778	0.7992

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	0.8073	0.7946	0.0127	1.6%	0.0077	1.0%	82%	True	False	3,407
10	0.8229	0.7946	0.0283	3.5%	0.0076	0.9%	37%	False	False	2,047
20	0.8375	0.7946	0.0429	5.3%	0.0072	0.9%	24%	False	False	1,168
40	0.8375	0.7880	0.0495	6.1%	0.0074	0.9%	34%	False	False	769
60	0.8375	0.7777	0.0598	7.4%	0.0075	0.9%	46%	False	False	587
80	0.8375	0.7777	0.0598	7.4%	0.0069	0.9%	46%	False	False	479
100	0.8388	0.7777	0.0611	7.6%	0.0069	0.9%	45%	False	False	396
120	0.8662	0.7777	0.0885	11.0%	0.0062	0.8%	31%	False	False	338

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8519
2.618	0.8348
1.618	0.8243
1.000	0.8178
0.618	0.8138
HIGH	0.8073
0.618	0.8033
0.500	0.8021
0.382	0.8008
LOW	0.7968
0.618	0.7903
1.000	0.7863
1.618	0.7798
2.618	0.7693
4.250	0.7522

Fisher Pivots for day following 02-Jun-2015
Pivot	1 day	3 day
R1	0.8040	0.8037
PP	0.8030	0.8023
S1	0.8021	0.8010

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

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