CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 03-Jun-2015

Day Change Summary
	Previous	Current
	02-Jun-2015	03-Jun-2015	Change	Change %	Previous Week
Open	0.7970	0.8044	0.0074	0.9%	0.8124
High	0.8073	0.8059	-0.0014	-0.2%	0.8132
Low	0.7968	0.7985	0.0017	0.2%	0.7963
Close	0.8050	0.8014	-0.0036	-0.4%	0.8023
Range	0.0105	0.0074	-0.0031	-29.5%	0.0169
ATR	0.0076	0.0075	0.0000	-0.2%	0.0000
Volume	7,130	2,753	-4,377	-61.4%	8,336

Daily Pivots for day following 03-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8241	0.8202	0.8055
R3	0.8167	0.8128	0.8034
R2	0.8093	0.8093	0.8028
R1	0.8054	0.8054	0.8021	0.8037
PP	0.8019	0.8019	0.8019	0.8011
S1	0.7980	0.7980	0.8007	0.7963
S2	0.7945	0.7945	0.8000
S3	0.7871	0.7906	0.7994
S4	0.7797	0.7832	0.7973

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%	0.0080	1.0%	54%	False	False	3,661
10	0.8202	0.7946	0.0256	3.2%	0.0076	0.9%	27%	False	False	2,264
20	0.8375	0.7946	0.0429	5.4%	0.0071	0.9%	16%	False	False	1,301
40	0.8375	0.7880	0.0495	6.2%	0.0075	0.9%	27%	False	False	834
60	0.8375	0.7777	0.0598	7.5%	0.0075	0.9%	40%	False	False	632
80	0.8375	0.7777	0.0598	7.5%	0.0070	0.9%	40%	False	False	513
100	0.8383	0.7777	0.0606	7.6%	0.0069	0.9%	39%	False	False	423
120	0.8627	0.7777	0.0850	10.6%	0.0062	0.8%	28%	False	False	361

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	0.8374
2.618	0.8253
1.618	0.8179
1.000	0.8133
0.618	0.8105
HIGH	0.8059
0.618	0.8031
0.500	0.8022
0.382	0.8013
LOW	0.7985
0.618	0.7939
1.000	0.7911
1.618	0.7865
2.618	0.7791
4.250	0.7671

Fisher Pivots for day following 03-Jun-2015
Pivot	1 day	3 day
R1	0.8022	0.8013
PP	0.8019	0.8011
S1	0.8017	0.8010

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

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