CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	0.7669	0.7732	0.0063	0.8%	0.7707
High	0.7739	0.7768	0.0029	0.4%	0.7730
Low	0.7664	0.7709	0.0045	0.6%	0.7630
Close	0.7727	0.7724	-0.0003	0.0%	0.7647
Range	0.0075	0.0059	-0.0016	-21.3%	0.0100
ATR	0.0056	0.0056	0.0000	0.4%	0.0000
Volume	306	443	137	44.8%	1,455

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7911	0.7876	0.7756
R3	0.7852	0.7817	0.7740
R2	0.7793	0.7793	0.7735
R1	0.7758	0.7758	0.7729	0.7746
PP	0.7734	0.7734	0.7734	0.7728
S1	0.7699	0.7699	0.7719	0.7687
S2	0.7675	0.7675	0.7713
S3	0.7616	0.7640	0.7708
S4	0.7557	0.7581	0.7692

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	0.7768	0.7630	0.0138	1.8%	0.0051	0.7%	68%	True	False	390
10	0.7768	0.7630	0.0138	1.8%	0.0046	0.6%	68%	True	False	463
20	0.7993	0.7630	0.0363	4.7%	0.0055	0.7%	26%	False	False	397
40	0.8216	0.7630	0.0586	7.6%	0.0055	0.7%	16%	False	False	271
60	0.8364	0.7630	0.0734	9.5%	0.0053	0.7%	13%	False	False	212
80	0.8364	0.7630	0.0734	9.5%	0.0050	0.6%	13%	False	False	171
100	0.8364	0.7630	0.0734	9.5%	0.0049	0.6%	13%	False	False	144
120	0.8364	0.7630	0.0734	9.5%	0.0045	0.6%	13%	False	False	129

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8019
2.618	0.7922
1.618	0.7863
1.000	0.7827
0.618	0.7804
HIGH	0.7768
0.618	0.7745
0.500	0.7739
0.382	0.7732
LOW	0.7709
0.618	0.7673
1.000	0.7650
1.618	0.7614
2.618	0.7555
4.250	0.7458

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	0.7739	0.7721
PP	0.7734	0.7717
S1	0.7729	0.7714

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

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