CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 13-Aug-2015

Day Change Summary
	Previous	Current
	12-Aug-2015	13-Aug-2015	Change	Change %	Previous Week
Open	0.7625	0.7705	0.0080	1.0%	0.7641
High	0.7720	0.7714	-0.0006	-0.1%	0.7667
Low	0.7599	0.7637	0.0038	0.5%	0.7566
Close	0.7695	0.7649	-0.0046	-0.6%	0.7614
Range	0.0121	0.0077	-0.0044	-36.4%	0.0101
ATR	0.0074	0.0074	0.0000	0.3%	0.0000
Volume	88,057	55,096	-32,961	-37.4%	301,911

Daily Pivots for day following 13-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7898	0.7850	0.7691
R3	0.7821	0.7773	0.7670
R2	0.7744	0.7744	0.7663
R1	0.7696	0.7696	0.7656	0.7682
PP	0.7667	0.7667	0.7667	0.7659
S1	0.7619	0.7619	0.7642	0.7605
S2	0.7590	0.7590	0.7635
S3	0.7513	0.7542	0.7628
S4	0.7436	0.7465	0.7607

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	0.7720	0.7583	0.0137	1.8%	0.0097	1.3%	48%	False	False	71,348
10	0.7726	0.7566	0.0160	2.1%	0.0081	1.1%	52%	False	False	65,986
20	0.7773	0.7566	0.0207	2.7%	0.0069	0.9%	40%	False	False	60,708
40	0.8235	0.7566	0.0669	8.7%	0.0069	0.9%	12%	False	False	64,671
60	0.8235	0.7566	0.0669	8.7%	0.0069	0.9%	12%	False	False	49,061
80	0.8375	0.7566	0.0809	10.6%	0.0069	0.9%	10%	False	False	36,872
100	0.8375	0.7566	0.0809	10.6%	0.0070	0.9%	10%	False	False	29,568
120	0.8375	0.7566	0.0809	10.6%	0.0070	0.9%	10%	False	False	24,676

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8041
2.618	0.7916
1.618	0.7839
1.000	0.7791
0.618	0.7762
HIGH	0.7714
0.618	0.7685
0.500	0.7676
0.382	0.7666
LOW	0.7637
0.618	0.7589
1.000	0.7560
1.618	0.7512
2.618	0.7435
4.250	0.7310

Fisher Pivots for day following 13-Aug-2015
Pivot	1 day	3 day
R1	0.7676	0.7660
PP	0.7667	0.7656
S1	0.7658	0.7653

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

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