CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 31-Jul-2015

Day Change Summary
	Previous	Current
	30-Jul-2015	31-Jul-2015	Change	Change %	Previous Week
Open	0.7712	0.7685	-0.0027	-0.4%	0.7667
High	0.7715	0.7719	0.0004	0.1%	0.7768
Low	0.7660	0.7632	-0.0028	-0.4%	0.7632
Close	0.7684	0.7633	-0.0051	-0.7%	0.7633
Range	0.0055	0.0087	0.0032	58.2%	0.0136
ATR	0.0057	0.0059	0.0002	3.8%	0.0000
Volume	322	178	-144	-44.7%	1,913

Daily Pivots for day following 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7922	0.7865	0.7681
R3	0.7835	0.7778	0.7657
R2	0.7748	0.7748	0.7649
R1	0.7691	0.7691	0.7641	0.7676
PP	0.7661	0.7661	0.7661	0.7654
S1	0.7604	0.7604	0.7625	0.7589
S2	0.7574	0.7574	0.7617
S3	0.7487	0.7517	0.7609
S4	0.7400	0.7430	0.7585

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8086	0.7995	0.7708
R3	0.7950	0.7859	0.7670
R2	0.7814	0.7814	0.7658
R1	0.7723	0.7723	0.7645	0.7701
PP	0.7678	0.7678	0.7678	0.7666
S1	0.7587	0.7587	0.7621	0.7565
S2	0.7542	0.7542	0.7608
S3	0.7406	0.7451	0.7596
S4	0.7270	0.7315	0.7558

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7768	0.7632	0.0136	1.8%	0.0063	0.8%	1%	False	True	382
10	0.7768	0.7630	0.0138	1.8%	0.0054	0.7%	2%	False	False	336
20	0.7952	0.7630	0.0322	4.2%	0.0056	0.7%	1%	False	False	397
40	0.8216	0.7630	0.0586	7.7%	0.0056	0.7%	1%	False	False	270
60	0.8364	0.7630	0.0734	9.6%	0.0054	0.7%	0%	False	False	219
80	0.8364	0.7630	0.0734	9.6%	0.0050	0.7%	0%	False	False	177
100	0.8364	0.7630	0.0734	9.6%	0.0049	0.6%	0%	False	False	149
120	0.8364	0.7630	0.0734	9.6%	0.0046	0.6%	0%	False	False	132

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.8089
2.618	0.7947
1.618	0.7860
1.000	0.7806
0.618	0.7773
HIGH	0.7719
0.618	0.7686
0.500	0.7676
0.382	0.7665
LOW	0.7632
0.618	0.7578
1.000	0.7545
1.618	0.7491
2.618	0.7404
4.250	0.7262

Fisher Pivots for day following 31-Jul-2015
Pivot	1 day	3 day
R1	0.7676	0.7700
PP	0.7661	0.7678
S1	0.7647	0.7655

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

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