CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 01-Sep-2015

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	0.7568	0.7614	0.0046	0.6%	0.7588
High	0.7623	0.7627	0.0004	0.1%	0.7640
Low	0.7503	0.7541	0.0038	0.5%	0.7488
Close	0.7588	0.7573	-0.0015	-0.2%	0.7567
Range	0.0120	0.0086	-0.0034	-28.3%	0.0152
ATR	0.0081	0.0081	0.0000	0.5%	0.0000
Volume	71,451	85,062	13,611	19.0%	428,052

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7838	0.7792	0.7620
R3	0.7752	0.7706	0.7597
R2	0.7666	0.7666	0.7589
R1	0.7620	0.7620	0.7581	0.7600
PP	0.7580	0.7580	0.7580	0.7571
S1	0.7534	0.7534	0.7565	0.7514
S2	0.7494	0.7494	0.7557
S3	0.7408	0.7448	0.7549
S4	0.7322	0.7362	0.7526

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8021	0.7946	0.7651
R3	0.7869	0.7794	0.7609
R2	0.7717	0.7717	0.7595
R1	0.7642	0.7642	0.7581	0.7604
PP	0.7565	0.7565	0.7565	0.7546
S1	0.7490	0.7490	0.7553	0.7452
S2	0.7413	0.7413	0.7539
S3	0.7261	0.7338	0.7525
S4	0.7109	0.7186	0.7483

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7627	0.7491	0.0136	1.8%	0.0082	1.1%	60%	True	False	76,852
10	0.7677	0.7488	0.0189	2.5%	0.0089	1.2%	45%	False	False	82,306
20	0.7720	0.7488	0.0232	3.1%	0.0082	1.1%	37%	False	False	71,432
40	0.7896	0.7488	0.0408	5.4%	0.0072	0.9%	21%	False	False	66,503
60	0.8235	0.7488	0.0747	9.9%	0.0071	0.9%	11%	False	False	64,348
80	0.8375	0.7488	0.0887	11.7%	0.0070	0.9%	10%	False	False	48,862
100	0.8375	0.7488	0.0887	11.7%	0.0072	1.0%	10%	False	False	39,159
120	0.8375	0.7488	0.0887	11.7%	0.0073	1.0%	10%	False	False	32,673

Crabel Price Patterns
NR	True
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	0.0027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7993
2.618	0.7852
1.618	0.7766
1.000	0.7713
0.618	0.7680
HIGH	0.7627
0.618	0.7594
0.500	0.7584
0.382	0.7574
LOW	0.7541
0.618	0.7488
1.000	0.7455
1.618	0.7402
2.618	0.7316
4.250	0.7176

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	0.7584	0.7570
PP	0.7580	0.7568
S1	0.7577	0.7565

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

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