CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 10-Aug-2015

Day Change Summary
	Previous	Current
	07-Aug-2015	10-Aug-2015	Change	Change %	Previous Week
Open	0.7625	0.7614	-0.0011	-0.1%	0.7639
High	0.7660	0.7692	0.0032	0.4%	0.7660
Low	0.7583	0.7585	0.0002	0.0%	0.7566
Close	0.7612	0.7689	0.0077	1.0%	0.7612
Range	0.0077	0.0107	0.0030	39.0%	0.0094
ATR	0.0058	0.0061	0.0004	6.1%	0.0000
Volume	178	488	310	174.2%	1,968

Daily Pivots for day following 10-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7976	0.7940	0.7748
R3	0.7869	0.7833	0.7718
R2	0.7762	0.7762	0.7709
R1	0.7726	0.7726	0.7699	0.7744
PP	0.7655	0.7655	0.7655	0.7665
S1	0.7619	0.7619	0.7679	0.7637
S2	0.7548	0.7548	0.7669
S3	0.7441	0.7512	0.7660
S4	0.7334	0.7405	0.7630

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	0.7692	0.7566	0.0126	1.6%	0.0066	0.9%	98%	True	False	447
10	0.7768	0.7566	0.0202	2.6%	0.0066	0.9%	61%	False	False	370
20	0.7850	0.7566	0.0284	3.7%	0.0058	0.8%	43%	False	False	407
40	0.8216	0.7566	0.0650	8.5%	0.0058	0.8%	19%	False	False	301
60	0.8311	0.7566	0.0745	9.7%	0.0056	0.7%	17%	False	False	256
80	0.8364	0.7566	0.0798	10.4%	0.0052	0.7%	15%	False	False	206
100	0.8364	0.7566	0.0798	10.4%	0.0049	0.6%	15%	False	False	170
120	0.8364	0.7566	0.0798	10.4%	0.0048	0.6%	15%	False	False	149

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.8147
2.618	0.7972
1.618	0.7865
1.000	0.7799
0.618	0.7758
HIGH	0.7692
0.618	0.7651
0.500	0.7639
0.382	0.7626
LOW	0.7585
0.618	0.7519
1.000	0.7478
1.618	0.7412
2.618	0.7305
4.250	0.7130

Fisher Pivots for day following 10-Aug-2015
Pivot	1 day	3 day
R1	0.7672	0.7671
PP	0.7655	0.7652
S1	0.7639	0.7634

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

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