CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 24-Aug-2015

Day Change Summary
	Previous	Current
	21-Aug-2015	24-Aug-2015	Change	Change %	Previous Week
Open	0.7639	0.7583	-0.0056	-0.7%	0.7628
High	0.7651	0.7648	-0.0003	0.0%	0.7672
Low	0.7582	0.7523	-0.0059	-0.8%	0.7582
Close	0.7589	0.7545	-0.0044	-0.6%	0.7589
Range	0.0069	0.0125	0.0056	81.2%	0.0090
ATR	0.0065	0.0069	0.0004	6.6%	0.0000
Volume	574	2,349	1,775	309.2%	3,182

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7947	0.7871	0.7614
R3	0.7822	0.7746	0.7579
R2	0.7697	0.7697	0.7568
R1	0.7621	0.7621	0.7556	0.7597
PP	0.7572	0.7572	0.7572	0.7560
S1	0.7496	0.7496	0.7534	0.7472
S2	0.7447	0.7447	0.7522
S3	0.7322	0.7371	0.7511
S4	0.7197	0.7246	0.7476

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7884	0.7827	0.7639
R3	0.7794	0.7737	0.7614
R2	0.7704	0.7704	0.7606
R1	0.7647	0.7647	0.7597	0.7631
PP	0.7614	0.7614	0.7614	0.7606
S1	0.7557	0.7557	0.7581	0.7541
S2	0.7524	0.7524	0.7573
S3	0.7434	0.7467	0.7564
S4	0.7344	0.7377	0.7540

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7672	0.7523	0.0149	2.0%	0.0078	1.0%	15%	False	True	1,041
10	0.7710	0.7523	0.0187	2.5%	0.0075	1.0%	12%	False	True	748
20	0.7768	0.7523	0.0245	3.2%	0.0070	0.9%	9%	False	True	559
40	0.8107	0.7523	0.0584	7.7%	0.0063	0.8%	4%	False	True	469
60	0.8216	0.7523	0.0693	9.2%	0.0060	0.8%	3%	False	True	359
80	0.8364	0.7523	0.0841	11.1%	0.0056	0.7%	3%	False	True	290
100	0.8364	0.7523	0.0841	11.1%	0.0053	0.7%	3%	False	True	241
120	0.8364	0.7523	0.0841	11.1%	0.0051	0.7%	3%	False	True	208

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	0.8179
2.618	0.7975
1.618	0.7850
1.000	0.7773
0.618	0.7725
HIGH	0.7648
0.618	0.7600
0.500	0.7586
0.382	0.7571
LOW	0.7523
0.618	0.7446
1.000	0.7398
1.618	0.7321
2.618	0.7196
4.250	0.6992

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	0.7586	0.7588
PP	0.7572	0.7574
S1	0.7559	0.7559

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

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