CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 13-Aug-2015

Day Change Summary
	Previous	Current
	12-Aug-2015	13-Aug-2015	Change	Change %	Previous Week
Open	0.7626	0.7699	0.0073	1.0%	0.7639
High	0.7710	0.7710	0.0000	0.0%	0.7660
Low	0.7600	0.7638	0.0038	0.5%	0.7566
Close	0.7693	0.7647	-0.0046	-0.6%	0.7612
Range	0.0110	0.0072	-0.0038	-34.5%	0.0094
ATR	0.0067	0.0067	0.0000	0.6%	0.0000
Volume	368	665	297	80.7%	1,968

Daily Pivots for day following 13-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7881	0.7836	0.7687
R3	0.7809	0.7764	0.7667
R2	0.7737	0.7737	0.7660
R1	0.7692	0.7692	0.7654	0.7679
PP	0.7665	0.7665	0.7665	0.7658
S1	0.7620	0.7620	0.7640	0.7607
S2	0.7593	0.7593	0.7634
S3	0.7521	0.7548	0.7627
S4	0.7449	0.7476	0.7607

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	0.7710	0.7583	0.0127	1.7%	0.0090	1.2%	50%	True	False	399
10	0.7719	0.7566	0.0153	2.0%	0.0073	1.0%	53%	False	False	396
20	0.7768	0.7566	0.0202	2.6%	0.0060	0.8%	40%	False	False	376
40	0.8216	0.7566	0.0650	8.5%	0.0062	0.8%	12%	False	False	329
60	0.8216	0.7566	0.0650	8.5%	0.0058	0.8%	12%	False	False	276
80	0.8364	0.7566	0.0798	10.4%	0.0054	0.7%	10%	False	False	221
100	0.8364	0.7566	0.0798	10.4%	0.0051	0.7%	10%	False	False	183
120	0.8364	0.7566	0.0798	10.4%	0.0049	0.6%	10%	False	False	159

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8016
2.618	0.7898
1.618	0.7826
1.000	0.7782
0.618	0.7754
HIGH	0.7710
0.618	0.7682
0.500	0.7674
0.382	0.7666
LOW	0.7638
0.618	0.7594
1.000	0.7566
1.618	0.7522
2.618	0.7450
4.250	0.7332

Fisher Pivots for day following 13-Aug-2015
Pivot	1 day	3 day
R1	0.7674	0.7655
PP	0.7665	0.7652
S1	0.7656	0.7650

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

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