CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 27-Jul-2015

Day Change Summary
	Previous	Current
	24-Jul-2015	27-Jul-2015	Change	Change %	Previous Week
Open	0.7665	0.7664	-0.0001	0.0%	0.7698
High	0.7678	0.7701	0.0023	0.3%	0.7738
Low	0.7629	0.7662	0.0033	0.4%	0.7629
Close	0.7650	0.7669	0.0019	0.2%	0.7650
Range	0.0049	0.0039	-0.0010	-20.4%	0.0109
ATR	0.0064	0.0063	-0.0001	-1.4%	0.0000
Volume	55,689	55,343	-346	-0.6%	273,700

Daily Pivots for day following 27-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7794	0.7771	0.7690
R3	0.7755	0.7732	0.7680
R2	0.7716	0.7716	0.7676
R1	0.7693	0.7693	0.7673	0.7705
PP	0.7677	0.7677	0.7677	0.7683
S1	0.7654	0.7654	0.7665	0.7666
S2	0.7638	0.7638	0.7662
S3	0.7599	0.7615	0.7658
S4	0.7560	0.7576	0.7648

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7999	0.7934	0.7710
R3	0.7890	0.7825	0.7680
R2	0.7781	0.7781	0.7670
R1	0.7716	0.7716	0.7660	0.7694
PP	0.7672	0.7672	0.7672	0.7662
S1	0.7607	0.7607	0.7640	0.7585
S2	0.7563	0.7563	0.7630
S3	0.7454	0.7498	0.7620
S4	0.7345	0.7389	0.7590

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7738	0.7629	0.0109	1.4%	0.0056	0.7%	37%	False	False	56,602
10	0.7858	0.7629	0.0229	3.0%	0.0059	0.8%	17%	False	False	58,582
20	0.8118	0.7629	0.0489	6.4%	0.0064	0.8%	8%	False	False	67,283
40	0.8235	0.7629	0.0606	7.9%	0.0066	0.9%	7%	False	False	52,366
60	0.8375	0.7629	0.0746	9.7%	0.0067	0.9%	5%	False	False	35,152
80	0.8375	0.7629	0.0746	9.7%	0.0069	0.9%	5%	False	False	26,455
100	0.8375	0.7629	0.0746	9.7%	0.0071	0.9%	5%	False	False	21,209
120	0.8375	0.7629	0.0746	9.7%	0.0067	0.9%	5%	False	False	17,697

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7867
2.618	0.7803
1.618	0.7764
1.000	0.7740
0.618	0.7725
HIGH	0.7701
0.618	0.7686
0.500	0.7682
0.382	0.7677
LOW	0.7662
0.618	0.7638
1.000	0.7623
1.618	0.7599
2.618	0.7560
4.250	0.7496

Fisher Pivots for day following 27-Jul-2015
Pivot	1 day	3 day
R1	0.7682	0.7677
PP	0.7677	0.7674
S1	0.7673	0.7672

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

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