CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 22-Jun-2015

Day Change Summary
	Previous	Current
	19-Jun-2015	22-Jun-2015	Change	Change %	Previous Week
Open	0.8168	0.8142	-0.0026	-0.3%	0.8106
High	0.8176	0.8173	-0.0003	0.0%	0.8235
Low	0.8122	0.8100	-0.0022	-0.3%	0.8077
Close	0.8145	0.8108	-0.0037	-0.5%	0.8145
Range	0.0054	0.0073	0.0019	35.2%	0.0158
ATR	0.0069	0.0070	0.0000	0.4%	0.0000
Volume	52,235	50,832	-1,403	-2.7%	284,792

Daily Pivots for day following 22-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8346	0.8300	0.8148
R3	0.8273	0.8227	0.8128
R2	0.8200	0.8200	0.8121
R1	0.8154	0.8154	0.8115	0.8141
PP	0.8127	0.8127	0.8127	0.8120
S1	0.8081	0.8081	0.8101	0.8068
S2	0.8054	0.8054	0.8095
S3	0.7981	0.8008	0.8088
S4	0.7908	0.7935	0.8068

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8626	0.8544	0.8232
R3	0.8468	0.8386	0.8188
R2	0.8310	0.8310	0.8174
R1	0.8228	0.8228	0.8159	0.8269
PP	0.8152	0.8152	0.8152	0.8173
S1	0.8070	0.8070	0.8131	0.8111
S2	0.7994	0.7994	0.8116
S3	0.7836	0.7912	0.8102
S4	0.7678	0.7754	0.8058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8235	0.8086	0.0149	1.8%	0.0067	0.8%	15%	False	False	57,288
10	0.8235	0.8026	0.0209	2.6%	0.0067	0.8%	39%	False	False	48,823
20	0.8235	0.7946	0.0289	3.6%	0.0071	0.9%	56%	False	False	26,587
40	0.8375	0.7946	0.0429	5.3%	0.0070	0.9%	38%	False	False	13,478
60	0.8375	0.7809	0.0566	7.0%	0.0072	0.9%	53%	False	False	9,106
80	0.8375	0.7777	0.0598	7.4%	0.0072	0.9%	55%	False	False	6,889
100	0.8375	0.7777	0.0598	7.4%	0.0069	0.9%	55%	False	False	5,530
120	0.8581	0.7777	0.0804	9.9%	0.0067	0.8%	41%	False	False	4,615

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8483
2.618	0.8364
1.618	0.8291
1.000	0.8246
0.618	0.8218
HIGH	0.8173
0.618	0.8145
0.500	0.8137
0.382	0.8128
LOW	0.8100
0.618	0.8055
1.000	0.8027
1.618	0.7982
2.618	0.7909
4.250	0.7790

Fisher Pivots for day following 22-Jun-2015
Pivot	1 day	3 day
R1	0.8137	0.8168
PP	0.8127	0.8148
S1	0.8118	0.8128

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

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