CME Canadian Dollar Future December 2015

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

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	0.8125	0.8103	-0.0022	-0.3%	0.8007
High	0.8172	0.8125	-0.0047	-0.6%	0.8061
Low	0.8116	0.8075	-0.0041	-0.5%	0.7944
Close	0.8134	0.8122	-0.0012	-0.1%	0.8017
Range	0.0056	0.0050	-0.0006	-10.7%	0.0117
ATR	0.0060	0.0060	0.0000	-0.2%	0.0000
Volume	135	540	405	300.0%	847

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8257	0.8240	0.8150
R3	0.8207	0.8190	0.8136
R2	0.8157	0.8157	0.8131
R1	0.8140	0.8140	0.8127	0.8149
PP	0.8107	0.8107	0.8107	0.8112
S1	0.8090	0.8090	0.8117	0.8099
S2	0.8057	0.8057	0.8113
S3	0.8007	0.8040	0.8108
S4	0.7957	0.7990	0.8095

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8358	0.8305	0.8081
R3	0.8241	0.8188	0.8049
R2	0.8124	0.8124	0.8038
R1	0.8071	0.8071	0.8028	0.8098
PP	0.8007	0.8007	0.8007	0.8021
S1	0.7954	0.7954	0.8006	0.7981
S2	0.7890	0.7890	0.7996
S3	0.7773	0.7837	0.7985
S4	0.7656	0.7720	0.7953

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8172	0.7950	0.0222	2.7%	0.0049	0.6%	77%	False	False	190
10	0.8172	0.7944	0.0228	2.8%	0.0056	0.7%	78%	False	False	194
20	0.8349	0.7944	0.0405	5.0%	0.0052	0.6%	44%	False	False	155
40	0.8364	0.7944	0.0420	5.2%	0.0048	0.6%	42%	False	False	104
60	0.8364	0.7810	0.0554	6.8%	0.0044	0.5%	56%	False	False	78
80	0.8364	0.7780	0.0584	7.2%	0.0042	0.5%	59%	False	False	70

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8338
2.618	0.8256
1.618	0.8206
1.000	0.8175
0.618	0.8156
HIGH	0.8125
0.618	0.8106
0.500	0.8100
0.382	0.8094
LOW	0.8075
0.618	0.8044
1.000	0.8025
1.618	0.7994
2.618	0.7944
4.250	0.7863

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	0.8115	0.8120
PP	0.8107	0.8118
S1	0.8100	0.8116

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

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