CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	0.7668	0.7735	0.0067	0.9%	0.7698
High	0.7743	0.7773	0.0030	0.4%	0.7738
Low	0.7664	0.7709	0.0045	0.6%	0.7629
Close	0.7730	0.7728	-0.0002	0.0%	0.7650
Range	0.0079	0.0064	-0.0015	-19.0%	0.0109
ATR	0.0064	0.0064	0.0000	0.0%	0.0000
Volume	60,855	63,377	2,522	4.1%	273,700

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7929	0.7892	0.7763
R3	0.7865	0.7828	0.7746
R2	0.7801	0.7801	0.7740
R1	0.7764	0.7764	0.7734	0.7751
PP	0.7737	0.7737	0.7737	0.7730
S1	0.7700	0.7700	0.7722	0.7687
S2	0.7673	0.7673	0.7716
S3	0.7609	0.7636	0.7710
S4	0.7545	0.7572	0.7693

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	0.7773	0.7629	0.0144	1.9%	0.0059	0.8%	69%	True	False	58,966
10	0.7773	0.7629	0.0144	1.9%	0.0054	0.7%	69%	True	False	55,321
20	0.8001	0.7629	0.0372	4.8%	0.0063	0.8%	27%	False	False	64,913
40	0.8235	0.7629	0.0606	7.8%	0.0065	0.8%	16%	False	False	55,237
60	0.8375	0.7629	0.0746	9.7%	0.0067	0.9%	13%	False	False	37,214
80	0.8375	0.7629	0.0746	9.7%	0.0070	0.9%	13%	False	False	28,003
100	0.8375	0.7629	0.0746	9.7%	0.0071	0.9%	13%	False	False	22,447
120	0.8375	0.7629	0.0746	9.7%	0.0068	0.9%	13%	False	False	18,731

Crabel Price Patterns
NR	True
NR4	False
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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8045
2.618	0.7941
1.618	0.7877
1.000	0.7837
0.618	0.7813
HIGH	0.7773
0.618	0.7749
0.500	0.7741
0.382	0.7733
LOW	0.7709
0.618	0.7669
1.000	0.7645
1.618	0.7605
2.618	0.7541
4.250	0.7437

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	0.7741	0.7725
PP	0.7737	0.7721
S1	0.7732	0.7718

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

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