CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 18-Aug-2015

Day Change Summary
	Previous	Current
	17-Aug-2015	18-Aug-2015	Change	Change %	Previous Week
Open	0.7628	0.7639	0.0011	0.1%	0.7614
High	0.7652	0.7663	0.0011	0.1%	0.7710
Low	0.7601	0.7615	0.0014	0.2%	0.7585
Close	0.7637	0.7648	0.0011	0.1%	0.7641
Range	0.0051	0.0048	-0.0003	-5.9%	0.0125
ATR	0.0064	0.0063	-0.0001	-1.8%	0.0000
Volume	326	271	-55	-16.9%	2,444

Daily Pivots for day following 18-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7786	0.7765	0.7674
R3	0.7738	0.7717	0.7661
R2	0.7690	0.7690	0.7657
R1	0.7669	0.7669	0.7652	0.7680
PP	0.7642	0.7642	0.7642	0.7647
S1	0.7621	0.7621	0.7644	0.7632
S2	0.7594	0.7594	0.7639
S3	0.7546	0.7573	0.7635
S4	0.7498	0.7525	0.7622

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%	0.0064	0.8%	44%	False	False	450
10	0.7710	0.7566	0.0144	1.9%	0.0069	0.9%	57%	False	False	442
20	0.7768	0.7566	0.0202	2.6%	0.0062	0.8%	41%	False	False	395
40	0.8125	0.7566	0.0559	7.3%	0.0060	0.8%	15%	False	False	352
60	0.8216	0.7566	0.0650	8.5%	0.0059	0.8%	13%	False	False	296
80	0.8364	0.7566	0.0798	10.4%	0.0054	0.7%	10%	False	False	229
100	0.8364	0.7566	0.0798	10.4%	0.0051	0.7%	10%	False	False	194
120	0.8364	0.7566	0.0798	10.4%	0.0049	0.6%	10%	False	False	168

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7867
2.618	0.7789
1.618	0.7741
1.000	0.7711
0.618	0.7693
HIGH	0.7663
0.618	0.7645
0.500	0.7639
0.382	0.7633
LOW	0.7615
0.618	0.7585
1.000	0.7567
1.618	0.7537
2.618	0.7489
4.250	0.7411

Fisher Pivots for day following 18-Aug-2015
Pivot	1 day	3 day
R1	0.7645	0.7645
PP	0.7642	0.7641
S1	0.7639	0.7638

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

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