CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 25-Jun-2015

Day Change Summary
	Previous	Current
	24-Jun-2015	25-Jun-2015	Change	Change %	Previous Week
Open	0.8098	0.8062	-0.0036	-0.4%	0.8106
High	0.8136	0.8113	-0.0023	-0.3%	0.8235
Low	0.8039	0.8054	0.0015	0.2%	0.8077
Close	0.8060	0.8108	0.0048	0.6%	0.8145
Range	0.0097	0.0059	-0.0038	-39.2%	0.0158
ATR	0.0070	0.0069	-0.0001	-1.1%	0.0000
Volume	66,686	45,204	-21,482	-32.2%	284,792

Daily Pivots for day following 25-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8269	0.8247	0.8140
R3	0.8210	0.8188	0.8124
R2	0.8151	0.8151	0.8119
R1	0.8129	0.8129	0.8113	0.8140
PP	0.8092	0.8092	0.8092	0.8097
S1	0.8070	0.8070	0.8103	0.8081
S2	0.8033	0.8033	0.8097
S3	0.7974	0.8011	0.8092
S4	0.7915	0.7952	0.8076

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	0.8176	0.8039	0.0137	1.7%	0.0066	0.8%	50%	False	False	55,513
10	0.8235	0.8039	0.0196	2.4%	0.0063	0.8%	35%	False	False	56,642
20	0.8235	0.7946	0.0289	3.6%	0.0069	0.9%	56%	False	False	35,126
40	0.8375	0.7946	0.0429	5.3%	0.0070	0.9%	38%	False	False	17,816
60	0.8375	0.7880	0.0495	6.1%	0.0071	0.9%	46%	False	False	11,998
80	0.8375	0.7777	0.0598	7.4%	0.0072	0.9%	55%	False	False	9,061
100	0.8375	0.7777	0.0598	7.4%	0.0068	0.8%	55%	False	False	7,269
120	0.8446	0.7777	0.0669	8.3%	0.0068	0.8%	49%	False	False	6,069

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8364
2.618	0.8267
1.618	0.8208
1.000	0.8172
0.618	0.8149
HIGH	0.8113
0.618	0.8090
0.500	0.8084
0.382	0.8077
LOW	0.8054
0.618	0.8018
1.000	0.7995
1.618	0.7959
2.618	0.7900
4.250	0.7803

Fisher Pivots for day following 25-Jun-2015
Pivot	1 day	3 day
R1	0.8100	0.8101
PP	0.8092	0.8094
S1	0.8084	0.8088

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

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