CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 04-Jun-2015

Day Change Summary
	Previous	Current
	03-Jun-2015	04-Jun-2015	Change	Change %	Previous Week
Open	0.8044	0.8014	-0.0030	-0.4%	0.8124
High	0.8059	0.8027	-0.0032	-0.4%	0.8132
Low	0.7985	0.7985	0.0000	0.0%	0.7963
Close	0.8014	0.7991	-0.0023	-0.3%	0.8023
Range	0.0074	0.0042	-0.0032	-43.2%	0.0169
ATR	0.0075	0.0073	-0.0002	-3.2%	0.0000
Volume	2,753	2,237	-516	-18.7%	8,336

Daily Pivots for day following 04-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8127	0.8101	0.8014
R3	0.8085	0.8059	0.8003
R2	0.8043	0.8043	0.7999
R1	0.8017	0.8017	0.7995	0.8009
PP	0.8001	0.8001	0.8001	0.7997
S1	0.7975	0.7975	0.7987	0.7967
S2	0.7959	0.7959	0.7983
S3	0.7917	0.7933	0.7979
S4	0.7875	0.7891	0.7968

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%	0.0074	0.9%	35%	False	False	3,799
10	0.8198	0.7946	0.0252	3.2%	0.0075	0.9%	18%	False	False	2,396
20	0.8375	0.7946	0.0429	5.4%	0.0068	0.9%	10%	False	False	1,402
40	0.8375	0.7880	0.0495	6.2%	0.0074	0.9%	22%	False	False	882
60	0.8375	0.7777	0.0598	7.5%	0.0075	0.9%	36%	False	False	668
80	0.8375	0.7777	0.0598	7.5%	0.0069	0.9%	36%	False	False	540
100	0.8383	0.7777	0.0606	7.6%	0.0069	0.9%	35%	False	False	445
120	0.8622	0.7777	0.0845	10.6%	0.0062	0.8%	25%	False	False	378

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8206
2.618	0.8137
1.618	0.8095
1.000	0.8069
0.618	0.8053
HIGH	0.8027
0.618	0.8011
0.500	0.8006
0.382	0.8001
LOW	0.7985
0.618	0.7959
1.000	0.7943
1.618	0.7917
2.618	0.7875
4.250	0.7807

Fisher Pivots for day following 04-Jun-2015
Pivot	1 day	3 day
R1	0.8006	0.8021
PP	0.8001	0.8011
S1	0.7996	0.8001

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

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