CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 25-Aug-2015

Day Change Summary
	Previous	Current
	24-Aug-2015	25-Aug-2015	Change	Change %	Previous Week
Open	0.7583	0.7524	-0.0059	-0.8%	0.7628
High	0.7648	0.7598	-0.0050	-0.7%	0.7672
Low	0.7523	0.7487	-0.0036	-0.5%	0.7582
Close	0.7545	0.7505	-0.0040	-0.5%	0.7589
Range	0.0125	0.0111	-0.0014	-11.2%	0.0090
ATR	0.0069	0.0072	0.0003	4.3%	0.0000
Volume	2,349	4,582	2,233	95.1%	3,182

Daily Pivots for day following 25-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7863	0.7795	0.7566
R3	0.7752	0.7684	0.7536
R2	0.7641	0.7641	0.7525
R1	0.7573	0.7573	0.7515	0.7552
PP	0.7530	0.7530	0.7530	0.7519
S1	0.7462	0.7462	0.7495	0.7441
S2	0.7419	0.7419	0.7485
S3	0.7308	0.7351	0.7474
S4	0.7197	0.7240	0.7444

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	0.7487	0.0185	2.5%	0.0091	1.2%	10%	False	True	1,903
10	0.7710	0.7487	0.0223	3.0%	0.0078	1.0%	8%	False	True	1,177
20	0.7768	0.7487	0.0281	3.7%	0.0072	1.0%	6%	False	True	773
40	0.8072	0.7487	0.0585	7.8%	0.0064	0.9%	3%	False	True	580
60	0.8216	0.7487	0.0729	9.7%	0.0061	0.8%	2%	False	True	433
80	0.8364	0.7487	0.0877	11.7%	0.0057	0.8%	2%	False	True	347
100	0.8364	0.7487	0.0877	11.7%	0.0054	0.7%	2%	False	True	287
120	0.8364	0.7487	0.0877	11.7%	0.0052	0.7%	2%	False	True	246

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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8070
2.618	0.7889
1.618	0.7778
1.000	0.7709
0.618	0.7667
HIGH	0.7598
0.618	0.7556
0.500	0.7543
0.382	0.7529
LOW	0.7487
0.618	0.7418
1.000	0.7376
1.618	0.7307
2.618	0.7196
4.250	0.7015

Fisher Pivots for day following 25-Aug-2015
Pivot	1 day	3 day
R1	0.7543	0.7569
PP	0.7530	0.7548
S1	0.7518	0.7526

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

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