CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 27-Jul-2015

Day Change Summary
	Previous	Current
	24-Jul-2015	27-Jul-2015	Change	Change %	Previous Week
Open	0.7672	0.7667	-0.0005	-0.1%	0.7707
High	0.7672	0.7697	0.0025	0.3%	0.7730
Low	0.7630	0.7660	0.0030	0.4%	0.7630
Close	0.7647	0.7666	0.0019	0.2%	0.7647
Range	0.0042	0.0037	-0.0005	-11.9%	0.0100
ATR	0.0055	0.0054	0.0000	-0.6%	0.0000
Volume	325	664	339	104.3%	1,455

Daily Pivots for day following 27-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7785	0.7763	0.7686
R3	0.7748	0.7726	0.7676
R2	0.7711	0.7711	0.7673
R1	0.7689	0.7689	0.7669	0.7682
PP	0.7674	0.7674	0.7674	0.7671
S1	0.7652	0.7652	0.7663	0.7645
S2	0.7637	0.7637	0.7659
S3	0.7600	0.7615	0.7656
S4	0.7563	0.7578	0.7646

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%	0.0046	0.6%	36%	False	False	372
10	0.7850	0.7630	0.0220	2.9%	0.0050	0.7%	16%	False	False	444
20	0.8107	0.7630	0.0477	6.2%	0.0057	0.7%	8%	False	False	378
40	0.8216	0.7630	0.0586	7.6%	0.0055	0.7%	6%	False	False	259
60	0.8364	0.7630	0.0734	9.6%	0.0052	0.7%	5%	False	False	200
80	0.8364	0.7630	0.0734	9.6%	0.0049	0.6%	5%	False	False	162
100	0.8364	0.7630	0.0734	9.6%	0.0047	0.6%	5%	False	False	138
120	0.8364	0.7630	0.0734	9.6%	0.0044	0.6%	5%	False	False	122

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7854
2.618	0.7794
1.618	0.7757
1.000	0.7734
0.618	0.7720
HIGH	0.7697
0.618	0.7683
0.500	0.7679
0.382	0.7674
LOW	0.7660
0.618	0.7637
1.000	0.7623
1.618	0.7600
2.618	0.7563
4.250	0.7503

Fisher Pivots for day following 27-Jul-2015
Pivot	1 day	3 day
R1	0.7679	0.7666
PP	0.7674	0.7666
S1	0.7670	0.7666

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

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