CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	0.7524	0.7496	-0.0028	-0.4%	0.7628
High	0.7598	0.7543	-0.0055	-0.7%	0.7672
Low	0.7487	0.7490	0.0003	0.0%	0.7582
Close	0.7505	0.7494	-0.0011	-0.1%	0.7589
Range	0.0111	0.0053	-0.0058	-52.3%	0.0090
ATR	0.0072	0.0071	-0.0001	-1.9%	0.0000
Volume	4,582	689	-3,893	-85.0%	3,182

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7668	0.7634	0.7523
R3	0.7615	0.7581	0.7509
R2	0.7562	0.7562	0.7504
R1	0.7528	0.7528	0.7499	0.7519
PP	0.7509	0.7509	0.7509	0.7504
S1	0.7475	0.7475	0.7489	0.7466
S2	0.7456	0.7456	0.7484
S3	0.7403	0.7422	0.7479
S4	0.7350	0.7369	0.7465

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	0.7653	0.7487	0.0166	2.2%	0.0084	1.1%	4%	False	False	1,913
10	0.7710	0.7487	0.0223	3.0%	0.0072	1.0%	3%	False	False	1,209
20	0.7719	0.7487	0.0232	3.1%	0.0072	1.0%	3%	False	False	785
40	0.7993	0.7487	0.0506	6.8%	0.0064	0.8%	1%	False	False	591
60	0.8216	0.7487	0.0729	9.7%	0.0060	0.8%	1%	False	False	443
80	0.8364	0.7487	0.0877	11.7%	0.0058	0.8%	1%	False	False	355
100	0.8364	0.7487	0.0877	11.7%	0.0054	0.7%	1%	False	False	294
120	0.8364	0.7487	0.0877	11.7%	0.0052	0.7%	1%	False	False	251

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7768
2.618	0.7682
1.618	0.7629
1.000	0.7596
0.618	0.7576
HIGH	0.7543
0.618	0.7523
0.500	0.7517
0.382	0.7510
LOW	0.7490
0.618	0.7457
1.000	0.7437
1.618	0.7404
2.618	0.7351
4.250	0.7265

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	0.7517	0.7568
PP	0.7509	0.7543
S1	0.7502	0.7519

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

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