CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 07-Aug-2015

Day Change Summary
	Previous	Current
	06-Aug-2015	07-Aug-2015	Change	Change %	Previous Week
Open	0.7586	0.7626	0.0040	0.5%	0.7641
High	0.7636	0.7667	0.0031	0.4%	0.7667
Low	0.7576	0.7583	0.0007	0.1%	0.7566
Close	0.7620	0.7614	-0.0006	-0.1%	0.7614
Range	0.0060	0.0084	0.0024	40.0%	0.0101
ATR	0.0064	0.0066	0.0001	2.2%	0.0000
Volume	47,160	84,233	37,073	78.6%	301,911

Daily Pivots for day following 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7873	0.7828	0.7660
R3	0.7789	0.7744	0.7637
R2	0.7705	0.7705	0.7629
R1	0.7660	0.7660	0.7622	0.7641
PP	0.7621	0.7621	0.7621	0.7612
S1	0.7576	0.7576	0.7606	0.7557
S2	0.7537	0.7537	0.7599
S3	0.7453	0.7492	0.7591
S4	0.7369	0.7408	0.7568

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7919	0.7867	0.7670
R3	0.7818	0.7766	0.7642
R2	0.7717	0.7717	0.7633
R1	0.7665	0.7665	0.7623	0.7641
PP	0.7616	0.7616	0.7616	0.7603
S1	0.7564	0.7564	0.7605	0.7540
S2	0.7515	0.7515	0.7595
S3	0.7414	0.7463	0.7586
S4	0.7313	0.7362	0.7558

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7667	0.7566	0.0101	1.3%	0.0063	0.8%	48%	True	False	60,382
10	0.7773	0.7566	0.0207	2.7%	0.0066	0.9%	23%	False	False	62,133
20	0.7881	0.7566	0.0315	4.1%	0.0064	0.8%	15%	False	False	60,729
40	0.8235	0.7566	0.0669	8.8%	0.0064	0.8%	7%	False	False	63,229
60	0.8375	0.7566	0.0809	10.6%	0.0067	0.9%	6%	False	False	44,546
80	0.8375	0.7566	0.0809	10.6%	0.0068	0.9%	6%	False	False	33,499
100	0.8375	0.7566	0.0809	10.6%	0.0070	0.9%	6%	False	False	26,850
120	0.8375	0.7566	0.0809	10.6%	0.0069	0.9%	6%	False	False	22,409

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8024
2.618	0.7887
1.618	0.7803
1.000	0.7751
0.618	0.7719
HIGH	0.7667
0.618	0.7635
0.500	0.7625
0.382	0.7615
LOW	0.7583
0.618	0.7531
1.000	0.7499
1.618	0.7447
2.618	0.7363
4.250	0.7226

Fisher Pivots for day following 07-Aug-2015
Pivot	1 day	3 day
R1	0.7625	0.7617
PP	0.7621	0.7616
S1	0.7618	0.7615

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

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