CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 12-Jun-2015

Day Change Summary
	Previous	Current
	11-Jun-2015	12-Jun-2015	Change	Change %	Previous Week
Open	0.8103	0.8120	0.0017	0.2%	0.8022
High	0.8125	0.8120	-0.0005	-0.1%	0.8172
Low	0.8075	0.8087	0.0012	0.1%	0.8016
Close	0.8122	0.8094	-0.0028	-0.3%	0.8094
Range	0.0050	0.0033	-0.0017	-34.0%	0.0156
ATR	0.0060	0.0058	-0.0002	-3.0%	0.0000
Volume	540	259	-281	-52.0%	1,150

Daily Pivots for day following 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8199	0.8180	0.8112
R3	0.8166	0.8147	0.8103
R2	0.8133	0.8133	0.8100
R1	0.8114	0.8114	0.8097	0.8107
PP	0.8100	0.8100	0.8100	0.8097
S1	0.8081	0.8081	0.8091	0.8074
S2	0.8067	0.8067	0.8088
S3	0.8034	0.8048	0.8085
S4	0.8001	0.8015	0.8076

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8562	0.8484	0.8180
R3	0.8406	0.8328	0.8137
R2	0.8250	0.8250	0.8123
R1	0.8172	0.8172	0.8108	0.8211
PP	0.8094	0.8094	0.8094	0.8114
S1	0.8016	0.8016	0.8080	0.8055
S2	0.7938	0.7938	0.8065
S3	0.7782	0.7860	0.8051
S4	0.7626	0.7704	0.8008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8172	0.8016	0.0156	1.9%	0.0042	0.5%	50%	False	False	230
10	0.8172	0.7944	0.0228	2.8%	0.0053	0.7%	66%	False	False	199
20	0.8311	0.7944	0.0367	4.5%	0.0052	0.6%	41%	False	False	165
40	0.8364	0.7944	0.0420	5.2%	0.0047	0.6%	36%	False	False	110
60	0.8364	0.7810	0.0554	6.8%	0.0043	0.5%	51%	False	False	82
80	0.8364	0.7780	0.0584	7.2%	0.0043	0.5%	54%	False	False	72

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8260
2.618	0.8206
1.618	0.8173
1.000	0.8153
0.618	0.8140
HIGH	0.8120
0.618	0.8107
0.500	0.8104
0.382	0.8100
LOW	0.8087
0.618	0.8067
1.000	0.8054
1.618	0.8034
2.618	0.8001
4.250	0.7947

Fisher Pivots for day following 12-Jun-2015
Pivot	1 day	3 day
R1	0.8104	0.8124
PP	0.8100	0.8114
S1	0.8097	0.8104

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

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