CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 21-Jul-2015

Day Change Summary
	Previous	Current
	20-Jul-2015	21-Jul-2015	Change	Change %	Previous Week
Open	0.7707	0.7687	-0.0020	-0.3%	0.7868
High	0.7707	0.7730	0.0023	0.3%	0.7868
Low	0.7675	0.7683	0.0008	0.1%	0.7685
Close	0.7682	0.7709	0.0027	0.4%	0.7691
Range	0.0032	0.0047	0.0015	46.9%	0.0183
ATR	0.0057	0.0056	-0.0001	-1.1%	0.0000
Volume	257	211	-46	-17.9%	2,623

Daily Pivots for day following 21-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7848	0.7826	0.7735
R3	0.7801	0.7779	0.7722
R2	0.7754	0.7754	0.7718
R1	0.7732	0.7732	0.7713	0.7743
PP	0.7707	0.7707	0.7707	0.7713
S1	0.7685	0.7685	0.7705	0.7696
S2	0.7660	0.7660	0.7700
S3	0.7613	0.7638	0.7696
S4	0.7566	0.7591	0.7683

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8297	0.8177	0.7792
R3	0.8114	0.7994	0.7741
R2	0.7931	0.7931	0.7725
R1	0.7811	0.7811	0.7708	0.7780
PP	0.7748	0.7748	0.7748	0.7732
S1	0.7628	0.7628	0.7674	0.7597
S2	0.7565	0.7565	0.7657
S3	0.7382	0.7445	0.7641
S4	0.7199	0.7262	0.7590

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7842	0.7675	0.0167	2.2%	0.0054	0.7%	20%	False	False	503
10	0.7885	0.7675	0.0210	2.7%	0.0052	0.7%	16%	False	False	421
20	0.8125	0.7675	0.0450	5.8%	0.0058	0.8%	8%	False	False	309
40	0.8216	0.7675	0.0541	7.0%	0.0057	0.7%	6%	False	False	246
60	0.8364	0.7675	0.0689	8.9%	0.0051	0.7%	5%	False	False	174
80	0.8364	0.7675	0.0689	8.9%	0.0048	0.6%	5%	False	False	144
100	0.8364	0.7675	0.0689	8.9%	0.0047	0.6%	5%	False	False	122
120	0.8364	0.7675	0.0689	8.9%	0.0045	0.6%	5%	False	False	110

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7930
2.618	0.7853
1.618	0.7806
1.000	0.7777
0.618	0.7759
HIGH	0.7730
0.618	0.7712
0.500	0.7707
0.382	0.7701
LOW	0.7683
0.618	0.7654
1.000	0.7636
1.618	0.7607
2.618	0.7560
4.250	0.7483

Fisher Pivots for day following 21-Jul-2015
Pivot	1 day	3 day
R1	0.7708	0.7707
PP	0.7707	0.7705
S1	0.7707	0.7703

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

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