CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 20-Aug-2015

Day Change Summary
	Previous	Current
	19-Aug-2015	20-Aug-2015	Change	Change %	Previous Week
Open	0.7654	0.7620	-0.0034	-0.4%	0.7614
High	0.7672	0.7653	-0.0019	-0.2%	0.7710
Low	0.7586	0.7589	0.0003	0.0%	0.7585
Close	0.7634	0.7634	0.0000	0.0%	0.7641
Range	0.0086	0.0064	-0.0022	-25.6%	0.0125
ATR	0.0065	0.0065	0.0000	-0.1%	0.0000
Volume	639	1,372	733	114.7%	2,444

Daily Pivots for day following 20-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7817	0.7790	0.7669
R3	0.7753	0.7726	0.7652
R2	0.7689	0.7689	0.7646
R1	0.7662	0.7662	0.7640	0.7676
PP	0.7625	0.7625	0.7625	0.7632
S1	0.7598	0.7598	0.7628	0.7612
S2	0.7561	0.7561	0.7622
S3	0.7497	0.7534	0.7616
S4	0.7433	0.7470	0.7599

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	0.7675	0.7586	0.0089	1.2%	0.0058	0.8%	54%	False	False	646
10	0.7710	0.7583	0.0127	1.7%	0.0074	1.0%	40%	False	False	523
20	0.7768	0.7566	0.0202	2.6%	0.0065	0.8%	34%	False	False	462
40	0.8107	0.7566	0.0541	7.1%	0.0061	0.8%	13%	False	False	400
60	0.8216	0.7566	0.0650	8.5%	0.0059	0.8%	10%	False	False	318
80	0.8364	0.7566	0.0798	10.5%	0.0055	0.7%	9%	False	False	254
100	0.8364	0.7566	0.0798	10.5%	0.0052	0.7%	9%	False	False	213
120	0.8364	0.7566	0.0798	10.5%	0.0050	0.7%	9%	False	False	184

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	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7925
2.618	0.7821
1.618	0.7757
1.000	0.7717
0.618	0.7693
HIGH	0.7653
0.618	0.7629
0.500	0.7621
0.382	0.7613
LOW	0.7589
0.618	0.7549
1.000	0.7525
1.618	0.7485
2.618	0.7421
4.250	0.7317

Fisher Pivots for day following 20-Aug-2015
Pivot	1 day	3 day
R1	0.7630	0.7632
PP	0.7625	0.7631
S1	0.7621	0.7629

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

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