CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 11-Sep-2015

Day Change Summary
	Previous	Current
	10-Sep-2015	11-Sep-2015	Change	Change %	Previous Week
Open	0.7541	0.7552	0.0011	0.1%	0.7542
High	0.7590	0.7567	-0.0023	-0.3%	0.7603
Low	0.7526	0.7513	-0.0013	-0.2%	0.7512
Close	0.7570	0.7542	-0.0028	-0.4%	0.7542
Range	0.0064	0.0054	-0.0010	-15.6%	0.0091
ATR	0.0078	0.0077	-0.0002	-1.9%	0.0000
Volume	111,545	38,364	-73,181	-65.6%	362,300

Daily Pivots for day following 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7703	0.7676	0.7572
R3	0.7649	0.7622	0.7557
R2	0.7595	0.7595	0.7552
R1	0.7568	0.7568	0.7547	0.7555
PP	0.7541	0.7541	0.7541	0.7534
S1	0.7514	0.7514	0.7537	0.7501
S2	0.7487	0.7487	0.7532
S3	0.7433	0.7460	0.7527
S4	0.7379	0.7406	0.7512

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7825	0.7775	0.7592
R3	0.7734	0.7684	0.7567
R2	0.7643	0.7643	0.7559
R1	0.7593	0.7593	0.7550	0.7588
PP	0.7552	0.7552	0.7552	0.7550
S1	0.7502	0.7502	0.7534	0.7497
S2	0.7461	0.7461	0.7525
S3	0.7370	0.7411	0.7517
S4	0.7279	0.7320	0.7492

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7603	0.7512	0.0091	1.2%	0.0068	0.9%	33%	False	False	87,324
10	0.7627	0.7503	0.0124	1.6%	0.0078	1.0%	31%	False	False	82,376
20	0.7682	0.7488	0.0194	2.6%	0.0077	1.0%	28%	False	False	77,736
40	0.7773	0.7488	0.0285	3.8%	0.0073	1.0%	19%	False	False	69,222
60	0.8235	0.7488	0.0747	9.9%	0.0072	1.0%	7%	False	False	69,026
80	0.8235	0.7488	0.0747	9.9%	0.0071	0.9%	7%	False	False	56,229
100	0.8375	0.7488	0.0887	11.8%	0.0071	0.9%	6%	False	False	45,045
120	0.8375	0.7488	0.0887	11.8%	0.0071	0.9%	6%	False	False	37,596

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0024
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.7797
2.618	0.7708
1.618	0.7654
1.000	0.7621
0.618	0.7600
HIGH	0.7567
0.618	0.7546
0.500	0.7540
0.382	0.7534
LOW	0.7513
0.618	0.7480
1.000	0.7459
1.618	0.7426
2.618	0.7372
4.250	0.7284

Fisher Pivots for day following 11-Sep-2015
Pivot	1 day	3 day
R1	0.7541	0.7558
PP	0.7541	0.7553
S1	0.7540	0.7547

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

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