CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 10-Sep-2015

Day Change Summary
	Previous	Current
	09-Sep-2015	10-Sep-2015	Change	Change %	Previous Week
Open	0.7571	0.7539	-0.0032	-0.4%	0.7573
High	0.7599	0.7587	-0.0012	-0.2%	0.7624
Low	0.7526	0.7523	-0.0003	0.0%	0.7502
Close	0.7549	0.7567	0.0018	0.2%	0.7543
Range	0.0073	0.0064	-0.0009	-12.3%	0.0122
ATR	0.0076	0.0075	-0.0001	-1.1%	0.0000
Volume	43,547	65,587	22,040	50.6%	22,533

Daily Pivots for day following 10-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7751	0.7723	0.7602
R3	0.7687	0.7659	0.7585
R2	0.7623	0.7623	0.7579
R1	0.7595	0.7595	0.7573	0.7609
PP	0.7559	0.7559	0.7559	0.7566
S1	0.7531	0.7531	0.7561	0.7545
S2	0.7495	0.7495	0.7555
S3	0.7431	0.7467	0.7549
S4	0.7367	0.7403	0.7532

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	0.7611	0.7510	0.0101	1.3%	0.0074	1.0%	56%	False	False	32,208
10	0.7624	0.7502	0.0122	1.6%	0.0079	1.0%	53%	False	False	17,323
20	0.7710	0.7487	0.0223	2.9%	0.0075	1.0%	36%	False	False	9,266
40	0.7768	0.7487	0.0281	3.7%	0.0067	0.9%	28%	False	False	4,839
60	0.8216	0.7487	0.0729	9.6%	0.0066	0.9%	11%	False	False	3,297
80	0.8216	0.7487	0.0729	9.6%	0.0062	0.8%	11%	False	False	2,516
100	0.8364	0.7487	0.0877	11.6%	0.0057	0.8%	9%	False	False	2,024
120	0.8364	0.7487	0.0877	11.6%	0.0055	0.7%	9%	False	False	1,691

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7859
2.618	0.7755
1.618	0.7691
1.000	0.7651
0.618	0.7627
HIGH	0.7587
0.618	0.7563
0.500	0.7555
0.382	0.7547
LOW	0.7523
0.618	0.7483
1.000	0.7459
1.618	0.7419
2.618	0.7355
4.250	0.7251

Fisher Pivots for day following 10-Sep-2015
Pivot	1 day	3 day
R1	0.7563	0.7563
PP	0.7559	0.7559
S1	0.7555	0.7555

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

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