CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 08-Sep-2015

Day Change Summary
	Previous	Current
	04-Sep-2015	08-Sep-2015	Change	Change %	Previous Week
Open	0.7584	0.7537	-0.0047	-0.6%	0.7573
High	0.7595	0.7582	-0.0013	-0.2%	0.7624
Low	0.7523	0.7510	-0.0013	-0.2%	0.7502
Close	0.7543	0.7565	0.0022	0.3%	0.7543
Range	0.0072	0.0072	0.0000	0.0%	0.0122
ATR	0.0076	0.0076	0.0000	-0.4%	0.0000
Volume	6,834	39,351	32,517	475.8%	22,533

Daily Pivots for day following 08-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7768	0.7739	0.7605
R3	0.7696	0.7667	0.7585
R2	0.7624	0.7624	0.7578
R1	0.7595	0.7595	0.7572	0.7610
PP	0.7552	0.7552	0.7552	0.7560
S1	0.7523	0.7523	0.7558	0.7538
S2	0.7480	0.7480	0.7552
S3	0.7408	0.7451	0.7545
S4	0.7336	0.7379	0.7525

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7922	0.7855	0.7610
R3	0.7800	0.7733	0.7577
R2	0.7678	0.7678	0.7565
R1	0.7611	0.7611	0.7554	0.7584
PP	0.7556	0.7556	0.7556	0.7543
S1	0.7489	0.7489	0.7532	0.7462
S2	0.7434	0.7434	0.7521
S3	0.7312	0.7367	0.7509
S4	0.7190	0.7245	0.7476

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7624	0.7504	0.0120	1.6%	0.0077	1.0%	51%	False	False	12,002
10	0.7624	0.7487	0.0137	1.8%	0.0081	1.1%	57%	False	False	6,937
20	0.7710	0.7487	0.0223	2.9%	0.0078	1.0%	35%	False	False	3,842
40	0.7850	0.7487	0.0363	4.8%	0.0068	0.9%	21%	False	False	2,125
60	0.8216	0.7487	0.0729	9.6%	0.0065	0.9%	11%	False	False	1,482
80	0.8311	0.7487	0.0824	10.9%	0.0062	0.8%	9%	False	False	1,153
100	0.8364	0.7487	0.0877	11.6%	0.0058	0.8%	9%	False	False	933
120	0.8364	0.7487	0.0877	11.6%	0.0054	0.7%	9%	False	False	782

Crabel Price Patterns
NR	False
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	0.0021

Fibonacci Retracements and Extensions
4.250	0.7888
2.618	0.7770
1.618	0.7698
1.000	0.7654
0.618	0.7626
HIGH	0.7582
0.618	0.7554
0.500	0.7546
0.382	0.7538
LOW	0.7510
0.618	0.7466
1.000	0.7438
1.618	0.7394
2.618	0.7322
4.250	0.7204

Fisher Pivots for day following 08-Sep-2015
Pivot	1 day	3 day
R1	0.7559	0.7564
PP	0.7552	0.7562
S1	0.7546	0.7561

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

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