CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 23-Jun-2015

Day Change Summary
	Previous	Current
	22-Jun-2015	23-Jun-2015	Change	Change %	Previous Week
Open	0.8142	0.8109	-0.0033	-0.4%	0.8106
High	0.8173	0.8113	-0.0060	-0.7%	0.8235
Low	0.8100	0.8065	-0.0035	-0.4%	0.8077
Close	0.8108	0.8095	-0.0013	-0.2%	0.8145
Range	0.0073	0.0048	-0.0025	-34.2%	0.0158
ATR	0.0070	0.0068	-0.0002	-2.2%	0.0000
Volume	50,832	62,612	11,780	23.2%	284,792

Daily Pivots for day following 23-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8235	0.8213	0.8121
R3	0.8187	0.8165	0.8108
R2	0.8139	0.8139	0.8104
R1	0.8117	0.8117	0.8099	0.8104
PP	0.8091	0.8091	0.8091	0.8085
S1	0.8069	0.8069	0.8091	0.8056
S2	0.8043	0.8043	0.8086
S3	0.7995	0.8021	0.8082
S4	0.7947	0.7973	0.8069

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	0.8065	0.0170	2.1%	0.0069	0.8%	18%	False	True	61,548
10	0.8235	0.8065	0.0170	2.1%	0.0064	0.8%	18%	False	True	53,136
20	0.8235	0.7946	0.0289	3.6%	0.0068	0.8%	52%	False	False	29,683
40	0.8375	0.7946	0.0429	5.3%	0.0069	0.9%	35%	False	False	15,031
60	0.8375	0.7809	0.0566	7.0%	0.0071	0.9%	51%	False	False	10,144
80	0.8375	0.7777	0.0598	7.4%	0.0072	0.9%	53%	False	False	7,666
100	0.8375	0.7777	0.0598	7.4%	0.0069	0.9%	53%	False	False	6,155
120	0.8505	0.7777	0.0728	9.0%	0.0067	0.8%	44%	False	False	5,137

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8317
2.618	0.8239
1.618	0.8191
1.000	0.8161
0.618	0.8143
HIGH	0.8113
0.618	0.8095
0.500	0.8089
0.382	0.8083
LOW	0.8065
0.618	0.8035
1.000	0.8017
1.618	0.7987
2.618	0.7939
4.250	0.7861

Fisher Pivots for day following 23-Jun-2015
Pivot	1 day	3 day
R1	0.8093	0.8121
PP	0.8091	0.8112
S1	0.8089	0.8104

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

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