CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 11-Aug-2015

Day Change Summary
	Previous	Current
	10-Aug-2015	11-Aug-2015	Change	Change %	Previous Week
Open	0.7614	0.7686	0.0072	0.9%	0.7639
High	0.7692	0.7686	-0.0006	-0.1%	0.7660
Low	0.7585	0.7602	0.0017	0.2%	0.7566
Close	0.7689	0.7614	-0.0075	-1.0%	0.7612
Range	0.0107	0.0084	-0.0023	-21.5%	0.0094
ATR	0.0061	0.0063	0.0002	3.0%	0.0000
Volume	488	299	-189	-38.7%	1,968

Daily Pivots for day following 11-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7886	0.7834	0.7660
R3	0.7802	0.7750	0.7637
R2	0.7718	0.7718	0.7629
R1	0.7666	0.7666	0.7622	0.7650
PP	0.7634	0.7634	0.7634	0.7626
S1	0.7582	0.7582	0.7606	0.7566
S2	0.7550	0.7550	0.7599
S3	0.7466	0.7498	0.7591
S4	0.7382	0.7414	0.7568

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	1.7%	0.0073	1.0%	38%	False	False	434
10	0.7768	0.7566	0.0202	2.7%	0.0067	0.9%	24%	False	False	369
20	0.7842	0.7566	0.0276	3.6%	0.0060	0.8%	17%	False	False	408
40	0.8216	0.7566	0.0650	8.5%	0.0060	0.8%	7%	False	False	304
60	0.8269	0.7566	0.0703	9.2%	0.0057	0.7%	7%	False	False	260
80	0.8364	0.7566	0.0798	10.5%	0.0052	0.7%	6%	False	False	209
100	0.8364	0.7566	0.0798	10.5%	0.0049	0.6%	6%	False	False	172
120	0.8364	0.7566	0.0798	10.5%	0.0048	0.6%	6%	False	False	151

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

Fibonacci Retracements and Extensions
4.250	0.8043
2.618	0.7906
1.618	0.7822
1.000	0.7770
0.618	0.7738
HIGH	0.7686
0.618	0.7654
0.500	0.7644
0.382	0.7634
LOW	0.7602
0.618	0.7550
1.000	0.7518
1.618	0.7466
2.618	0.7382
4.250	0.7245

Fisher Pivots for day following 11-Aug-2015
Pivot	1 day	3 day
R1	0.7644	0.7638
PP	0.7634	0.7630
S1	0.7624	0.7622

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

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