CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 12-Jun-2015

Day Change Summary
	Previous	Current
	11-Jun-2015	12-Jun-2015	Change	Change %	Previous Week
Open	0.8141	0.8119	-0.0022	-0.3%	0.8031
High	0.8143	0.8132	-0.0011	-0.1%	0.8183
Low	0.8080	0.8086	0.0006	0.1%	0.8007
Close	0.8130	0.8102	-0.0028	-0.3%	0.8102
Range	0.0063	0.0046	-0.0017	-27.0%	0.0176
ATR	0.0075	0.0072	-0.0002	-2.7%	0.0000
Volume	43,383	56,299	12,916	29.8%	166,176

Daily Pivots for day following 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8245	0.8219	0.8127
R3	0.8199	0.8173	0.8115
R2	0.8153	0.8153	0.8110
R1	0.8127	0.8127	0.8106	0.8117
PP	0.8107	0.8107	0.8107	0.8102
S1	0.8081	0.8081	0.8098	0.8071
S2	0.8061	0.8061	0.8094
S3	0.8015	0.8035	0.8089
S4	0.7969	0.7989	0.8077

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8625	0.8540	0.8199
R3	0.8449	0.8364	0.8150
R2	0.8273	0.8273	0.8134
R1	0.8188	0.8188	0.8118	0.8231
PP	0.8097	0.8097	0.8097	0.8119
S1	0.8012	0.8012	0.8086	0.8055
S2	0.7921	0.7921	0.8070
S3	0.7745	0.7836	0.8054
S4	0.7569	0.7660	0.8005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8183	0.8007	0.0176	2.2%	0.0070	0.9%	54%	False	False	33,235
10	0.8183	0.7946	0.0237	2.9%	0.0073	0.9%	66%	False	False	18,778
20	0.8324	0.7946	0.0378	4.7%	0.0072	0.9%	41%	False	False	9,983
40	0.8375	0.7946	0.0429	5.3%	0.0070	0.9%	36%	False	False	5,156
60	0.8375	0.7809	0.0566	7.0%	0.0072	0.9%	52%	False	False	3,529
80	0.8375	0.7777	0.0598	7.4%	0.0071	0.9%	54%	False	False	2,702
100	0.8375	0.7777	0.0598	7.4%	0.0069	0.9%	54%	False	False	2,178
120	0.8581	0.7777	0.0804	9.9%	0.0064	0.8%	40%	False	False	1,819

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8328
2.618	0.8252
1.618	0.8206
1.000	0.8178
0.618	0.8160
HIGH	0.8132
0.618	0.8114
0.500	0.8109
0.382	0.8104
LOW	0.8086
0.618	0.8058
1.000	0.8040
1.618	0.8012
2.618	0.7966
4.250	0.7891

Fisher Pivots for day following 12-Jun-2015
Pivot	1 day	3 day
R1	0.8109	0.8132
PP	0.8107	0.8122
S1	0.8104	0.8112

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

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