CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 02-Sep-2015

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	0.7614	0.7545	-0.0069	-0.9%	0.7588
High	0.7627	0.7575	-0.0052	-0.7%	0.7640
Low	0.7541	0.7505	-0.0036	-0.5%	0.7488
Close	0.7573	0.7530	-0.0043	-0.6%	0.7567
Range	0.0086	0.0070	-0.0016	-18.6%	0.0152
ATR	0.0081	0.0080	-0.0001	-1.0%	0.0000
Volume	85,062	70,845	-14,217	-16.7%	428,052

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7747	0.7708	0.7569
R3	0.7677	0.7638	0.7549
R2	0.7607	0.7607	0.7543
R1	0.7568	0.7568	0.7536	0.7553
PP	0.7537	0.7537	0.7537	0.7529
S1	0.7498	0.7498	0.7524	0.7483
S2	0.7467	0.7467	0.7517
S3	0.7397	0.7428	0.7511
S4	0.7327	0.7358	0.7492

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	0.7503	0.0124	1.6%	0.0085	1.1%	22%	False	False	76,422
10	0.7658	0.7488	0.0170	2.3%	0.0087	1.2%	25%	False	False	80,160
20	0.7720	0.7488	0.0232	3.1%	0.0083	1.1%	18%	False	False	71,882
40	0.7896	0.7488	0.0408	5.4%	0.0072	1.0%	10%	False	False	66,323
60	0.8235	0.7488	0.0747	9.9%	0.0071	0.9%	6%	False	False	65,204
80	0.8375	0.7488	0.0887	11.8%	0.0071	0.9%	5%	False	False	49,742
100	0.8375	0.7488	0.0887	11.8%	0.0072	1.0%	5%	False	False	39,865
120	0.8375	0.7488	0.0887	11.8%	0.0073	1.0%	5%	False	False	33,262

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7873
2.618	0.7758
1.618	0.7688
1.000	0.7645
0.618	0.7618
HIGH	0.7575
0.618	0.7548
0.500	0.7540
0.382	0.7532
LOW	0.7505
0.618	0.7462
1.000	0.7435
1.618	0.7392
2.618	0.7322
4.250	0.7208

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	0.7540	0.7565
PP	0.7537	0.7553
S1	0.7533	0.7542

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

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