CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 17-Aug-2015

Day Change Summary
	Previous	Current
	14-Aug-2015	17-Aug-2015	Change	Change %	Previous Week
Open	0.7653	0.7628	-0.0025	-0.3%	0.7614
High	0.7675	0.7652	-0.0023	-0.3%	0.7710
Low	0.7634	0.7601	-0.0033	-0.4%	0.7585
Close	0.7641	0.7637	-0.0004	-0.1%	0.7641
Range	0.0041	0.0051	0.0010	24.4%	0.0125
ATR	0.0065	0.0064	-0.0001	-1.5%	0.0000
Volume	624	326	-298	-47.8%	2,444

Daily Pivots for day following 17-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7783	0.7761	0.7665
R3	0.7732	0.7710	0.7651
R2	0.7681	0.7681	0.7646
R1	0.7659	0.7659	0.7642	0.7670
PP	0.7630	0.7630	0.7630	0.7636
S1	0.7608	0.7608	0.7632	0.7619
S2	0.7579	0.7579	0.7628
S3	0.7528	0.7557	0.7623
S4	0.7477	0.7506	0.7609

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8020	0.7956	0.7710
R3	0.7895	0.7831	0.7675
R2	0.7770	0.7770	0.7664
R1	0.7706	0.7706	0.7652	0.7738
PP	0.7645	0.7645	0.7645	0.7662
S1	0.7581	0.7581	0.7630	0.7613
S2	0.7520	0.7520	0.7618
S3	0.7395	0.7456	0.7607
S4	0.7270	0.7331	0.7572

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7710	0.7600	0.0110	1.4%	0.0072	0.9%	34%	False	False	456
10	0.7710	0.7566	0.0144	1.9%	0.0069	0.9%	49%	False	False	452
20	0.7768	0.7566	0.0202	2.6%	0.0062	0.8%	35%	False	False	392
40	0.8165	0.7566	0.0599	7.8%	0.0061	0.8%	12%	False	False	347
60	0.8216	0.7566	0.0650	8.5%	0.0059	0.8%	11%	False	False	292
80	0.8364	0.7566	0.0798	10.4%	0.0054	0.7%	9%	False	False	231
100	0.8364	0.7566	0.0798	10.4%	0.0051	0.7%	9%	False	False	192
120	0.8364	0.7566	0.0798	10.4%	0.0049	0.6%	9%	False	False	166

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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7869
2.618	0.7786
1.618	0.7735
1.000	0.7703
0.618	0.7684
HIGH	0.7652
0.618	0.7633
0.500	0.7627
0.382	0.7620
LOW	0.7601
0.618	0.7569
1.000	0.7550
1.618	0.7518
2.618	0.7467
4.250	0.7384

Fisher Pivots for day following 17-Aug-2015
Pivot	1 day	3 day
R1	0.7634	0.7656
PP	0.7630	0.7649
S1	0.7627	0.7643

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

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