CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 20-Aug-2015

Day Change Summary
	Previous	Current
	19-Aug-2015	20-Aug-2015	Change	Change %	Previous Week
Open	0.7655	0.7620	-0.0035	-0.5%	0.7614
High	0.7677	0.7656	-0.0021	-0.3%	0.7720
Low	0.7587	0.7588	0.0001	0.0%	0.7585
Close	0.7636	0.7636	0.0000	0.0%	0.7643
Range	0.0090	0.0068	-0.0022	-24.4%	0.0135
ATR	0.0071	0.0071	0.0000	-0.3%	0.0000
Volume	92,307	67,394	-24,913	-27.0%	322,372

Daily Pivots for day following 20-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7831	0.7801	0.7673
R3	0.7763	0.7733	0.7655
R2	0.7695	0.7695	0.7648
R1	0.7665	0.7665	0.7642	0.7680
PP	0.7627	0.7627	0.7627	0.7634
S1	0.7597	0.7597	0.7630	0.7612
S2	0.7559	0.7559	0.7624
S3	0.7491	0.7529	0.7617
S4	0.7423	0.7461	0.7599

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8054	0.7984	0.7717
R3	0.7919	0.7849	0.7680
R2	0.7784	0.7784	0.7668
R1	0.7714	0.7714	0.7655	0.7749
PP	0.7649	0.7649	0.7649	0.7667
S1	0.7579	0.7579	0.7631	0.7614
S2	0.7514	0.7514	0.7618
S3	0.7379	0.7444	0.7606
S4	0.7244	0.7309	0.7569

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7682	0.7587	0.0095	1.2%	0.0062	0.8%	52%	False	False	59,906
10	0.7720	0.7583	0.0137	1.8%	0.0080	1.0%	39%	False	False	65,627
20	0.7773	0.7566	0.0207	2.7%	0.0071	0.9%	34%	False	False	62,453
40	0.8118	0.7566	0.0552	7.2%	0.0068	0.9%	13%	False	False	64,499
60	0.8235	0.7566	0.0669	8.8%	0.0069	0.9%	10%	False	False	53,981
80	0.8375	0.7566	0.0809	10.6%	0.0069	0.9%	9%	False	False	40,595
100	0.8375	0.7566	0.0809	10.6%	0.0070	0.9%	9%	False	False	32,550
120	0.8375	0.7566	0.0809	10.6%	0.0071	0.9%	9%	False	False	27,166

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7945
2.618	0.7834
1.618	0.7766
1.000	0.7724
0.618	0.7698
HIGH	0.7656
0.618	0.7630
0.500	0.7622
0.382	0.7614
LOW	0.7588
0.618	0.7546
1.000	0.7520
1.618	0.7478
2.618	0.7410
4.250	0.7299

Fisher Pivots for day following 20-Aug-2015
Pivot	1 day	3 day
R1	0.7631	0.7635
PP	0.7627	0.7633
S1	0.7622	0.7632

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

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