CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 06-Aug-2015

Day Change Summary
	Previous	Current
	05-Aug-2015	06-Aug-2015	Change	Change %	Previous Week
Open	0.7575	0.7595	0.0020	0.3%	0.7667
High	0.7615	0.7625	0.0010	0.1%	0.7768
Low	0.7566	0.7575	0.0009	0.1%	0.7632
Close	0.7577	0.7618	0.0041	0.5%	0.7633
Range	0.0049	0.0050	0.0001	2.0%	0.0136
ATR	0.0057	0.0056	0.0000	-0.9%	0.0000
Volume	154	1,052	898	583.1%	1,913

Daily Pivots for day following 06-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7756	0.7737	0.7646
R3	0.7706	0.7687	0.7632
R2	0.7656	0.7656	0.7627
R1	0.7637	0.7637	0.7623	0.7647
PP	0.7606	0.7606	0.7606	0.7611
S1	0.7587	0.7587	0.7613	0.7597
S2	0.7556	0.7556	0.7609
S3	0.7506	0.7537	0.7604
S4	0.7456	0.7487	0.7591

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%	0.0057	0.7%	34%	False	False	393
10	0.7768	0.7566	0.0202	2.7%	0.0055	0.7%	26%	False	False	402
20	0.7885	0.7566	0.0319	4.2%	0.0055	0.7%	16%	False	False	408
40	0.8216	0.7566	0.0650	8.5%	0.0056	0.7%	8%	False	False	305
60	0.8364	0.7566	0.0798	10.5%	0.0054	0.7%	7%	False	False	246
80	0.8364	0.7566	0.0798	10.5%	0.0052	0.7%	7%	False	False	198
100	0.8364	0.7566	0.0798	10.5%	0.0050	0.7%	7%	False	False	163
120	0.8364	0.7566	0.0798	10.5%	0.0047	0.6%	7%	False	False	144

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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7838
2.618	0.7756
1.618	0.7706
1.000	0.7675
0.618	0.7656
HIGH	0.7625
0.618	0.7606
0.500	0.7600
0.382	0.7594
LOW	0.7575
0.618	0.7544
1.000	0.7525
1.618	0.7494
2.618	0.7444
4.250	0.7363

Fisher Pivots for day following 06-Aug-2015
Pivot	1 day	3 day
R1	0.7612	0.7611
PP	0.7606	0.7603
S1	0.7600	0.7596

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

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