CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 10-Jun-2015

Day Change Summary
	Previous	Current
	09-Jun-2015	10-Jun-2015	Change	Change %	Previous Week
Open	0.8047	0.8095	0.0048	0.6%	0.8013
High	0.8112	0.8183	0.0071	0.9%	0.8073
Low	0.8026	0.8084	0.0058	0.7%	0.7946
Close	0.8095	0.8143	0.0048	0.6%	0.8025
Range	0.0086	0.0099	0.0013	15.1%	0.0127
ATR	0.0074	0.0075	0.0002	2.5%	0.0000
Volume	19,488	33,444	13,956	71.6%	21,613

Daily Pivots for day following 10-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8434	0.8387	0.8197
R3	0.8335	0.8288	0.8170
R2	0.8236	0.8236	0.8161
R1	0.8189	0.8189	0.8152	0.8213
PP	0.8137	0.8137	0.8137	0.8148
S1	0.8090	0.8090	0.8134	0.8114
S2	0.8038	0.8038	0.8125
S3	0.7939	0.7991	0.8116
S4	0.7840	0.7892	0.8089

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	0.8183	0.7949	0.0234	2.9%	0.0074	0.9%	83%	True	False	15,192
10	0.8183	0.7946	0.0237	2.9%	0.0077	0.9%	83%	True	False	9,426
20	0.8375	0.7946	0.0429	5.3%	0.0073	0.9%	46%	False	False	5,024
40	0.8375	0.7946	0.0429	5.3%	0.0075	0.9%	46%	False	False	2,689
60	0.8375	0.7777	0.0598	7.3%	0.0077	0.9%	61%	False	False	1,875
80	0.8375	0.7777	0.0598	7.3%	0.0071	0.9%	61%	False	False	1,458
100	0.8375	0.7777	0.0598	7.3%	0.0070	0.9%	61%	False	False	1,182
120	0.8586	0.7777	0.0809	9.9%	0.0064	0.8%	45%	False	False	989

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	0.0016
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8604
2.618	0.8442
1.618	0.8343
1.000	0.8282
0.618	0.8244
HIGH	0.8183
0.618	0.8145
0.500	0.8134
0.382	0.8122
LOW	0.8084
0.618	0.8023
1.000	0.7985
1.618	0.7924
2.618	0.7825
4.250	0.7663

Fisher Pivots for day following 10-Jun-2015
Pivot	1 day	3 day
R1	0.8140	0.8127
PP	0.8137	0.8111
S1	0.8134	0.8095

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

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