CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 18-Jun-2015

Day Change Summary
	Previous	Current
	17-Jun-2015	18-Jun-2015	Change	Change %	Previous Week
Open	0.8122	0.8166	0.0044	0.5%	0.8031
High	0.8171	0.8235	0.0064	0.8%	0.8183
Low	0.8086	0.8152	0.0066	0.8%	0.8007
Close	0.8166	0.8164	-0.0002	0.0%	0.8102
Range	0.0085	0.0083	-0.0002	-2.4%	0.0176
ATR	0.0069	0.0070	0.0001	1.4%	0.0000
Volume	68,040	74,021	5,981	8.8%	166,176

Daily Pivots for day following 18-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8433	0.8381	0.8210
R3	0.8350	0.8298	0.8187
R2	0.8267	0.8267	0.8179
R1	0.8215	0.8215	0.8172	0.8200
PP	0.8184	0.8184	0.8184	0.8176
S1	0.8132	0.8132	0.8156	0.8117
S2	0.8101	0.8101	0.8149
S3	0.8018	0.8049	0.8141
S4	0.7935	0.7966	0.8118

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	0.8235	0.8077	0.0158	1.9%	0.0060	0.7%	55%	True	False	57,771
10	0.8235	0.7949	0.0286	3.5%	0.0069	0.8%	75%	True	False	40,596
20	0.8235	0.7946	0.0289	3.5%	0.0072	0.9%	75%	True	False	21,496
40	0.8375	0.7946	0.0429	5.3%	0.0070	0.9%	51%	False	False	10,911
60	0.8375	0.7809	0.0566	6.9%	0.0072	0.9%	63%	False	False	7,399
80	0.8375	0.7777	0.0598	7.3%	0.0072	0.9%	65%	False	False	5,601
100	0.8375	0.7777	0.0598	7.3%	0.0070	0.9%	65%	False	False	4,501
120	0.8581	0.7777	0.0804	9.8%	0.0066	0.8%	48%	False	False	3,756

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8588
2.618	0.8452
1.618	0.8369
1.000	0.8318
0.618	0.8286
HIGH	0.8235
0.618	0.8203
0.500	0.8194
0.382	0.8184
LOW	0.8152
0.618	0.8101
1.000	0.8069
1.618	0.8018
2.618	0.7935
4.250	0.7799

Fisher Pivots for day following 18-Jun-2015
Pivot	1 day	3 day
R1	0.8194	0.8163
PP	0.8184	0.8162
S1	0.8174	0.8161

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

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