CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 07-Aug-2015

Day Change Summary
	Previous	Current
	06-Aug-2015	07-Aug-2015	Change	Change %	Previous Week
Open	0.7595	0.7625	0.0030	0.4%	0.7639
High	0.7625	0.7660	0.0035	0.5%	0.7660
Low	0.7575	0.7583	0.0008	0.1%	0.7566
Close	0.7618	0.7612	-0.0006	-0.1%	0.7612
Range	0.0050	0.0077	0.0027	54.0%	0.0094
ATR	0.0056	0.0058	0.0001	2.6%	0.0000
Volume	1,052	178	-874	-83.1%	1,968

Daily Pivots for day following 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7849	0.7808	0.7654
R3	0.7772	0.7731	0.7633
R2	0.7695	0.7695	0.7626
R1	0.7654	0.7654	0.7619	0.7636
PP	0.7618	0.7618	0.7618	0.7610
S1	0.7577	0.7577	0.7605	0.7559
S2	0.7541	0.7541	0.7598
S3	0.7464	0.7500	0.7591
S4	0.7387	0.7423	0.7570

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7895	0.7847	0.7664
R3	0.7801	0.7753	0.7638
R2	0.7707	0.7707	0.7629
R1	0.7659	0.7659	0.7621	0.7636
PP	0.7613	0.7613	0.7613	0.7601
S1	0.7565	0.7565	0.7603	0.7542
S2	0.7519	0.7519	0.7595
S3	0.7425	0.7471	0.7586
S4	0.7331	0.7377	0.7560

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7660	0.7566	0.0094	1.2%	0.0055	0.7%	49%	True	False	393
10	0.7768	0.7566	0.0202	2.7%	0.0059	0.8%	23%	False	False	388
20	0.7868	0.7566	0.0302	4.0%	0.0056	0.7%	15%	False	False	397
40	0.8216	0.7566	0.0650	8.5%	0.0056	0.7%	7%	False	False	296
60	0.8349	0.7566	0.0783	10.3%	0.0055	0.7%	6%	False	False	249
80	0.8364	0.7566	0.0798	10.5%	0.0052	0.7%	6%	False	False	200
100	0.8364	0.7566	0.0798	10.5%	0.0049	0.6%	6%	False	False	165
120	0.8364	0.7566	0.0798	10.5%	0.0047	0.6%	6%	False	False	145

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7987
2.618	0.7862
1.618	0.7785
1.000	0.7737
0.618	0.7708
HIGH	0.7660
0.618	0.7631
0.500	0.7622
0.382	0.7612
LOW	0.7583
0.618	0.7535
1.000	0.7506
1.618	0.7458
2.618	0.7381
4.250	0.7256

Fisher Pivots for day following 07-Aug-2015
Pivot	1 day	3 day
R1	0.7622	0.7613
PP	0.7618	0.7613
S1	0.7615	0.7612

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

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