CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 04-Aug-2015

Day Change Summary
	Previous	Current
	03-Aug-2015	04-Aug-2015	Change	Change %	Previous Week
Open	0.7641	0.7599	-0.0042	-0.5%	0.7664
High	0.7643	0.7628	-0.0015	-0.2%	0.7773
Low	0.7587	0.7572	-0.0015	-0.2%	0.7630
Close	0.7603	0.7582	-0.0021	-0.3%	0.7636
Range	0.0056	0.0056	0.0000	0.0%	0.0143
ATR	0.0066	0.0065	-0.0001	-1.1%	0.0000
Volume	49,700	58,974	9,274	18.7%	319,422

Daily Pivots for day following 04-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7762	0.7728	0.7613
R3	0.7706	0.7672	0.7597
R2	0.7650	0.7650	0.7592
R1	0.7616	0.7616	0.7587	0.7605
PP	0.7594	0.7594	0.7594	0.7589
S1	0.7560	0.7560	0.7577	0.7549
S2	0.7538	0.7538	0.7572
S3	0.7482	0.7504	0.7567
S4	0.7426	0.7448	0.7551

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8109	0.8015	0.7715
R3	0.7966	0.7872	0.7675
R2	0.7823	0.7823	0.7662
R1	0.7729	0.7729	0.7649	0.7705
PP	0.7680	0.7680	0.7680	0.7667
S1	0.7586	0.7586	0.7623	0.7562
S2	0.7537	0.7537	0.7610
S3	0.7394	0.7443	0.7597
S4	0.7251	0.7300	0.7557

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7773	0.7572	0.0201	2.7%	0.0067	0.9%	5%	False	True	62,379
10	0.7773	0.7572	0.0201	2.7%	0.0064	0.8%	5%	False	True	60,068
20	0.7896	0.7572	0.0324	4.3%	0.0062	0.8%	3%	False	True	61,575
40	0.8235	0.7572	0.0663	8.7%	0.0066	0.9%	2%	False	True	60,806
60	0.8375	0.7572	0.0803	10.6%	0.0067	0.9%	1%	False	True	41,338
80	0.8375	0.7572	0.0803	10.6%	0.0070	0.9%	1%	False	True	31,091
100	0.8375	0.7572	0.0803	10.6%	0.0071	0.9%	1%	False	True	24,921
120	0.8375	0.7572	0.0803	10.6%	0.0068	0.9%	1%	False	True	20,800

Crabel Price Patterns
NR	False
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	0.0013

Fibonacci Retracements and Extensions
4.250	0.7866
2.618	0.7775
1.618	0.7719
1.000	0.7684
0.618	0.7663
HIGH	0.7628
0.618	0.7607
0.500	0.7600
0.382	0.7593
LOW	0.7572
0.618	0.7537
1.000	0.7516
1.618	0.7481
2.618	0.7425
4.250	0.7334

Fisher Pivots for day following 04-Aug-2015
Pivot	1 day	3 day
R1	0.7600	0.7649
PP	0.7594	0.7627
S1	0.7588	0.7604

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

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