CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 24-Jul-2015

Day Change Summary
	Previous	Current
	23-Jul-2015	24-Jul-2015	Change	Change %	Previous Week
Open	0.7666	0.7672	0.0006	0.1%	0.7707
High	0.7701	0.7672	-0.0029	-0.4%	0.7730
Low	0.7661	0.7630	-0.0031	-0.4%	0.7630
Close	0.7664	0.7647	-0.0017	-0.2%	0.7647
Range	0.0040	0.0042	0.0002	5.0%	0.0100
ATR	0.0056	0.0055	-0.0001	-1.8%	0.0000
Volume	215	325	110	51.2%	1,455

Daily Pivots for day following 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7776	0.7753	0.7670
R3	0.7734	0.7711	0.7659
R2	0.7692	0.7692	0.7655
R1	0.7669	0.7669	0.7651	0.7660
PP	0.7650	0.7650	0.7650	0.7645
S1	0.7627	0.7627	0.7643	0.7618
S2	0.7608	0.7608	0.7639
S3	0.7566	0.7585	0.7635
S4	0.7524	0.7543	0.7624

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7969	0.7908	0.7702
R3	0.7869	0.7808	0.7675
R2	0.7769	0.7769	0.7665
R1	0.7708	0.7708	0.7656	0.7689
PP	0.7669	0.7669	0.7669	0.7659
S1	0.7608	0.7608	0.7638	0.7589
S2	0.7569	0.7569	0.7629
S3	0.7469	0.7508	0.7620
S4	0.7369	0.7408	0.7592

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7730	0.7630	0.0100	1.3%	0.0045	0.6%	17%	False	True	291
10	0.7868	0.7630	0.0238	3.1%	0.0053	0.7%	7%	False	True	407
20	0.8107	0.7630	0.0477	6.2%	0.0057	0.7%	4%	False	True	348
40	0.8216	0.7630	0.0586	7.7%	0.0056	0.7%	3%	False	True	247
60	0.8364	0.7630	0.0734	9.6%	0.0052	0.7%	2%	False	True	189
80	0.8364	0.7630	0.0734	9.6%	0.0049	0.6%	2%	False	True	154
100	0.8364	0.7630	0.0734	9.6%	0.0048	0.6%	2%	False	True	132
120	0.8364	0.7630	0.0734	9.6%	0.0044	0.6%	2%	False	True	117

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7851
2.618	0.7782
1.618	0.7740
1.000	0.7714
0.618	0.7698
HIGH	0.7672
0.618	0.7656
0.500	0.7651
0.382	0.7646
LOW	0.7630
0.618	0.7604
1.000	0.7588
1.618	0.7562
2.618	0.7520
4.250	0.7452

Fisher Pivots for day following 24-Jul-2015
Pivot	1 day	3 day
R1	0.7651	0.7675
PP	0.7650	0.7665
S1	0.7648	0.7656

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

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