CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 05-Jun-2015

Day Change Summary
	Previous	Current
	04-Jun-2015	05-Jun-2015	Change	Change %	Previous Week
Open	0.8014	0.7988	-0.0026	-0.3%	0.8013
High	0.8027	0.8033	0.0006	0.1%	0.8073
Low	0.7985	0.7949	-0.0036	-0.5%	0.7946
Close	0.7991	0.8025	0.0034	0.4%	0.8025
Range	0.0042	0.0084	0.0042	100.0%	0.0127
ATR	0.0073	0.0074	0.0001	1.1%	0.0000
Volume	2,237	7,230	4,993	223.2%	21,613

Daily Pivots for day following 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8254	0.8224	0.8071
R3	0.8170	0.8140	0.8048
R2	0.8086	0.8086	0.8040
R1	0.8056	0.8056	0.8033	0.8071
PP	0.8002	0.8002	0.8002	0.8010
S1	0.7972	0.7972	0.8017	0.7987
S2	0.7918	0.7918	0.8010
S3	0.7834	0.7888	0.8002
S4	0.7750	0.7804	0.7979

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8396	0.8337	0.8095
R3	0.8269	0.8210	0.8060
R2	0.8142	0.8142	0.8048
R1	0.8083	0.8083	0.8037	0.8113
PP	0.8015	0.8015	0.8015	0.8029
S1	0.7956	0.7956	0.8013	0.7986
S2	0.7888	0.7888	0.8002
S3	0.7761	0.7829	0.7990
S4	0.7634	0.7702	0.7955

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%	0.0076	0.9%	62%	False	False	4,322
10	0.8198	0.7946	0.0252	3.1%	0.0080	1.0%	31%	False	False	3,019
20	0.8375	0.7946	0.0429	5.3%	0.0068	0.9%	18%	False	False	1,747
40	0.8375	0.7880	0.0495	6.2%	0.0074	0.9%	29%	False	False	1,044
60	0.8375	0.7777	0.0598	7.5%	0.0075	0.9%	41%	False	False	777
80	0.8375	0.7777	0.0598	7.5%	0.0070	0.9%	41%	False	False	629
100	0.8383	0.7777	0.0606	7.6%	0.0070	0.9%	41%	False	False	517
120	0.8586	0.7777	0.0809	10.1%	0.0063	0.8%	31%	False	False	438

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8390
2.618	0.8253
1.618	0.8169
1.000	0.8117
0.618	0.8085
HIGH	0.8033
0.618	0.8001
0.500	0.7991
0.382	0.7981
LOW	0.7949
0.618	0.7897
1.000	0.7865
1.618	0.7813
2.618	0.7729
4.250	0.7592

Fisher Pivots for day following 05-Jun-2015
Pivot	1 day	3 day
R1	0.8014	0.8018
PP	0.8002	0.8011
S1	0.7991	0.8004

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

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