CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 05-Aug-2015

Day Change Summary
	Previous	Current
	04-Aug-2015	05-Aug-2015	Change	Change %	Previous Week
Open	0.7597	0.7575	-0.0022	-0.3%	0.7667
High	0.7621	0.7615	-0.0006	-0.1%	0.7768
Low	0.7575	0.7566	-0.0009	-0.1%	0.7632
Close	0.7580	0.7577	-0.0003	0.0%	0.7633
Range	0.0046	0.0049	0.0003	6.5%	0.0136
ATR	0.0057	0.0057	-0.0001	-1.0%	0.0000
Volume	366	154	-212	-57.9%	1,913

Daily Pivots for day following 05-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7733	0.7704	0.7604
R3	0.7684	0.7655	0.7590
R2	0.7635	0.7635	0.7586
R1	0.7606	0.7606	0.7581	0.7621
PP	0.7586	0.7586	0.7586	0.7593
S1	0.7557	0.7557	0.7573	0.7572
S2	0.7537	0.7537	0.7568
S3	0.7488	0.7508	0.7564
S4	0.7439	0.7459	0.7550

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	0.7719	0.7566	0.0153	2.0%	0.0058	0.8%	7%	False	True	247
10	0.7768	0.7566	0.0202	2.7%	0.0054	0.7%	5%	False	True	319
20	0.7885	0.7566	0.0319	4.2%	0.0054	0.7%	3%	False	True	371
40	0.8216	0.7566	0.0650	8.6%	0.0056	0.7%	2%	False	True	282
60	0.8364	0.7566	0.0798	10.5%	0.0054	0.7%	1%	False	True	229
80	0.8364	0.7566	0.0798	10.5%	0.0052	0.7%	1%	False	True	185
100	0.8364	0.7566	0.0798	10.5%	0.0050	0.7%	1%	False	True	153
120	0.8364	0.7566	0.0798	10.5%	0.0047	0.6%	1%	False	True	135

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7823
2.618	0.7743
1.618	0.7694
1.000	0.7664
0.618	0.7645
HIGH	0.7615
0.618	0.7596
0.500	0.7591
0.382	0.7585
LOW	0.7566
0.618	0.7536
1.000	0.7517
1.618	0.7487
2.618	0.7438
4.250	0.7358

Fisher Pivots for day following 05-Aug-2015
Pivot	1 day	3 day
R1	0.7591	0.7603
PP	0.7586	0.7594
S1	0.7582	0.7586

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

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