CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 31-Aug-2015

Day Change Summary
	Previous	Current
	28-Aug-2015	31-Aug-2015	Change	Change %	Previous Week
Open	0.7575	0.7573	-0.0002	0.0%	0.7583
High	0.7592	0.7621	0.0029	0.4%	0.7648
Low	0.7518	0.7502	-0.0016	-0.2%	0.7487
Close	0.7566	0.7587	0.0021	0.3%	0.7566
Range	0.0074	0.0119	0.0045	60.8%	0.0161
ATR	0.0072	0.0076	0.0003	4.6%	0.0000
Volume	768	1,872	1,104	143.8%	9,836

Daily Pivots for day following 31-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7927	0.7876	0.7652
R3	0.7808	0.7757	0.7620
R2	0.7689	0.7689	0.7609
R1	0.7638	0.7638	0.7598	0.7664
PP	0.7570	0.7570	0.7570	0.7583
S1	0.7519	0.7519	0.7576	0.7545
S2	0.7451	0.7451	0.7565
S3	0.7332	0.7400	0.7554
S4	0.7213	0.7281	0.7522

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8050	0.7969	0.7655
R3	0.7889	0.7808	0.7610
R2	0.7728	0.7728	0.7596
R1	0.7647	0.7647	0.7581	0.7607
PP	0.7567	0.7567	0.7567	0.7547
S1	0.7486	0.7486	0.7551	0.7446
S2	0.7406	0.7406	0.7536
S3	0.7245	0.7325	0.7522
S4	0.7084	0.7164	0.7477

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7621	0.7487	0.0134	1.8%	0.0086	1.1%	75%	True	False	1,871
10	0.7672	0.7487	0.0185	2.4%	0.0082	1.1%	54%	False	False	1,456
20	0.7710	0.7487	0.0223	2.9%	0.0075	1.0%	45%	False	False	954
40	0.7892	0.7487	0.0405	5.3%	0.0065	0.9%	25%	False	False	669
60	0.8216	0.7487	0.0729	9.6%	0.0062	0.8%	14%	False	False	501
80	0.8364	0.7487	0.0877	11.6%	0.0059	0.8%	11%	False	False	405
100	0.8364	0.7487	0.0877	11.6%	0.0056	0.7%	11%	False	False	333
120	0.8364	0.7487	0.0877	11.6%	0.0054	0.7%	11%	False	False	284

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8127
2.618	0.7933
1.618	0.7814
1.000	0.7740
0.618	0.7695
HIGH	0.7621
0.618	0.7576
0.500	0.7562
0.382	0.7547
LOW	0.7502
0.618	0.7428
1.000	0.7383
1.618	0.7309
2.618	0.7190
4.250	0.6996

Fisher Pivots for day following 31-Aug-2015
Pivot	1 day	3 day
R1	0.7579	0.7579
PP	0.7570	0.7570
S1	0.7562	0.7562

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

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