CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 02-Jul-2015

Day Change Summary
	Previous	Current
	01-Jul-2015	02-Jul-2015	Change	Change %	Previous Week
Open	0.7996	0.7937	-0.0059	-0.7%	0.8142
High	0.8001	0.7967	-0.0034	-0.4%	0.8173
Low	0.7929	0.7905	-0.0024	-0.3%	0.8039
Close	0.7934	0.7953	0.0019	0.2%	0.8107
Range	0.0072	0.0062	-0.0010	-13.9%	0.0134
ATR	0.0070	0.0070	-0.0001	-0.8%	0.0000
Volume	70,662	79,482	8,820	12.5%	276,433

Daily Pivots for day following 02-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8128	0.8102	0.7987
R3	0.8066	0.8040	0.7970
R2	0.8004	0.8004	0.7964
R1	0.7978	0.7978	0.7959	0.7991
PP	0.7942	0.7942	0.7942	0.7948
S1	0.7916	0.7916	0.7947	0.7929
S2	0.7880	0.7880	0.7942
S3	0.7818	0.7854	0.7936
S4	0.7756	0.7792	0.7919

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8508	0.8442	0.8181
R3	0.8374	0.8308	0.8144
R2	0.8240	0.8240	0.8132
R1	0.8174	0.8174	0.8119	0.8140
PP	0.8106	0.8106	0.8106	0.8090
S1	0.8040	0.8040	0.8095	0.8006
S2	0.7972	0.7972	0.8082
S3	0.7838	0.7906	0.8070
S4	0.7704	0.7772	0.8033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8118	0.7905	0.0213	2.7%	0.0070	0.9%	23%	False	True	74,573
10	0.8176	0.7905	0.0271	3.4%	0.0068	0.9%	18%	False	True	65,043
20	0.8235	0.7905	0.0330	4.1%	0.0068	0.9%	15%	False	True	52,819
40	0.8375	0.7905	0.0470	5.9%	0.0068	0.9%	10%	False	True	27,111
60	0.8375	0.7880	0.0495	6.2%	0.0072	0.9%	15%	False	False	18,194
80	0.8375	0.7777	0.0598	7.5%	0.0073	0.9%	29%	False	False	13,705
100	0.8375	0.7777	0.0598	7.5%	0.0069	0.9%	29%	False	False	10,996
120	0.8383	0.7777	0.0606	7.6%	0.0069	0.9%	29%	False	False	9,174

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8231
2.618	0.8129
1.618	0.8067
1.000	0.8029
0.618	0.8005
HIGH	0.7967
0.618	0.7943
0.500	0.7936
0.382	0.7929
LOW	0.7905
0.618	0.7867
1.000	0.7843
1.618	0.7805
2.618	0.7743
4.250	0.7642

Fisher Pivots for day following 02-Jul-2015
Pivot	1 day	3 day
R1	0.7947	0.7993
PP	0.7942	0.7979
S1	0.7936	0.7966

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

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