CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	0.7528	0.7503	-0.0025	-0.3%	0.7636
High	0.7608	0.7546	-0.0062	-0.8%	0.7677
Low	0.7488	0.7491	0.0003	0.0%	0.7578
Close	0.7507	0.7496	-0.0011	-0.1%	0.7591
Range	0.0120	0.0055	-0.0065	-54.2%	0.0099
ATR	0.0078	0.0076	-0.0002	-2.1%	0.0000
Volume	85,441	72,995	-12,446	-14.6%	328,467

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7676	0.7641	0.7526
R3	0.7621	0.7586	0.7511
R2	0.7566	0.7566	0.7506
R1	0.7531	0.7531	0.7501	0.7521
PP	0.7511	0.7511	0.7511	0.7506
S1	0.7476	0.7476	0.7491	0.7466
S2	0.7456	0.7456	0.7486
S3	0.7401	0.7421	0.7481
S4	0.7346	0.7366	0.7466

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7912	0.7851	0.7645
R3	0.7813	0.7752	0.7618
R2	0.7714	0.7714	0.7609
R1	0.7653	0.7653	0.7600	0.7634
PP	0.7615	0.7615	0.7615	0.7606
S1	0.7554	0.7554	0.7582	0.7535
S2	0.7516	0.7516	0.7573
S3	0.7417	0.7455	0.7564
S4	0.7318	0.7356	0.7537

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7658	0.7488	0.0170	2.3%	0.0088	1.2%	5%	False	False	83,898
10	0.7714	0.7488	0.0226	3.0%	0.0076	1.0%	4%	False	False	70,672
20	0.7726	0.7488	0.0238	3.2%	0.0078	1.0%	3%	False	False	68,294
40	0.8001	0.7488	0.0513	6.8%	0.0070	0.9%	2%	False	False	66,604
60	0.8235	0.7488	0.0747	10.0%	0.0069	0.9%	1%	False	False	59,590
80	0.8375	0.7488	0.0887	11.8%	0.0070	0.9%	1%	False	False	44,984
100	0.8375	0.7488	0.0887	11.8%	0.0071	1.0%	1%	False	False	36,062
120	0.8375	0.7488	0.0887	11.8%	0.0072	1.0%	1%	False	False	30,088

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	0.0025
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7780
2.618	0.7690
1.618	0.7635
1.000	0.7601
0.618	0.7580
HIGH	0.7546
0.618	0.7525
0.500	0.7519
0.382	0.7512
LOW	0.7491
0.618	0.7457
1.000	0.7436
1.618	0.7402
2.618	0.7347
4.250	0.7257

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	0.7519	0.7564
PP	0.7511	0.7541
S1	0.7504	0.7519

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

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