CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 08-Jul-2015

Day Change Summary
	Previous	Current
	07-Jul-2015	08-Jul-2015	Change	Change %	Previous Week
Open	0.7892	0.7849	-0.0043	-0.5%	0.8078
High	0.7892	0.7859	-0.0033	-0.4%	0.8107
Low	0.7815	0.7824	0.0009	0.1%	0.7901
Close	0.7845	0.7835	-0.0010	-0.1%	0.7946
Range	0.0077	0.0035	-0.0042	-54.5%	0.0206
ATR	0.0062	0.0060	-0.0002	-3.1%	0.0000
Volume	362	409	47	13.0%	859

Daily Pivots for day following 08-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7944	0.7925	0.7854
R3	0.7909	0.7890	0.7845
R2	0.7874	0.7874	0.7841
R1	0.7855	0.7855	0.7838	0.7847
PP	0.7839	0.7839	0.7839	0.7836
S1	0.7820	0.7820	0.7832	0.7812
S2	0.7804	0.7804	0.7829
S3	0.7769	0.7785	0.7825
S4	0.7734	0.7750	0.7816

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8603	0.8480	0.8059
R3	0.8397	0.8274	0.8003
R2	0.8191	0.8191	0.7984
R1	0.8068	0.8068	0.7965	0.8027
PP	0.7985	0.7985	0.7985	0.7964
S1	0.7862	0.7862	0.7927	0.7821
S2	0.7779	0.7779	0.7908
S3	0.7573	0.7656	0.7889
S4	0.7367	0.7450	0.7833

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7993	0.7815	0.0178	2.3%	0.0061	0.8%	11%	False	False	349
10	0.8125	0.7815	0.0310	4.0%	0.0065	0.8%	6%	False	False	233
20	0.8216	0.7815	0.0401	5.1%	0.0058	0.7%	5%	False	False	192
40	0.8364	0.7815	0.0549	7.0%	0.0055	0.7%	4%	False	False	158
60	0.8364	0.7815	0.0549	7.0%	0.0051	0.6%	4%	False	False	122
80	0.8364	0.7780	0.0584	7.5%	0.0048	0.6%	9%	False	False	99
100	0.8364	0.7780	0.0584	7.5%	0.0045	0.6%	9%	False	False	88

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.8008
2.618	0.7951
1.618	0.7916
1.000	0.7894
0.618	0.7881
HIGH	0.7859
0.618	0.7846
0.500	0.7842
0.382	0.7837
LOW	0.7824
0.618	0.7802
1.000	0.7789
1.618	0.7767
2.618	0.7732
4.250	0.7675

Fisher Pivots for day following 08-Jul-2015
Pivot	1 day	3 day
R1	0.7842	0.7884
PP	0.7839	0.7867
S1	0.7837	0.7851

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

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