CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 02-Sep-2015

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	0.7606	0.7547	-0.0059	-0.8%	0.7583
High	0.7624	0.7573	-0.0051	-0.7%	0.7648
Low	0.7540	0.7504	-0.0036	-0.5%	0.7487
Close	0.7571	0.7528	-0.0043	-0.6%	0.7566
Range	0.0084	0.0069	-0.0015	-17.9%	0.0161
ATR	0.0076	0.0076	-0.0001	-0.7%	0.0000
Volume	2,362	5,744	3,382	143.2%	9,836

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7742	0.7704	0.7566
R3	0.7673	0.7635	0.7547
R2	0.7604	0.7604	0.7541
R1	0.7566	0.7566	0.7534	0.7551
PP	0.7535	0.7535	0.7535	0.7527
S1	0.7497	0.7497	0.7522	0.7482
S2	0.7466	0.7466	0.7515
S3	0.7397	0.7428	0.7509
S4	0.7328	0.7359	0.7490

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	0.7624	0.7502	0.0122	1.6%	0.0083	1.1%	21%	False	False	2,438
10	0.7653	0.7487	0.0166	2.2%	0.0084	1.1%	25%	False	False	2,176
20	0.7710	0.7487	0.0223	3.0%	0.0078	1.0%	18%	False	False	1,333
40	0.7885	0.7487	0.0398	5.3%	0.0066	0.9%	10%	False	False	852
60	0.8216	0.7487	0.0729	9.7%	0.0063	0.8%	6%	False	False	632
80	0.8364	0.7487	0.0877	11.6%	0.0060	0.8%	5%	False	False	505
100	0.8364	0.7487	0.0877	11.6%	0.0057	0.8%	5%	False	False	414
120	0.8364	0.7487	0.0877	11.6%	0.0054	0.7%	5%	False	False	350

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7866
2.618	0.7754
1.618	0.7685
1.000	0.7642
0.618	0.7616
HIGH	0.7573
0.618	0.7547
0.500	0.7539
0.382	0.7530
LOW	0.7504
0.618	0.7461
1.000	0.7435
1.618	0.7392
2.618	0.7323
4.250	0.7211

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	0.7539	0.7563
PP	0.7535	0.7551
S1	0.7532	0.7540

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

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