CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 11-Sep-2015

Day Change Summary
	Previous	Current
	10-Sep-2015	11-Sep-2015	Change	Change %	Previous Week
Open	0.7539	0.7549	0.0010	0.1%	0.7537
High	0.7587	0.7565	-0.0022	-0.3%	0.7599
Low	0.7523	0.7510	-0.0013	-0.2%	0.7510
Close	0.7567	0.7539	-0.0028	-0.4%	0.7539
Range	0.0064	0.0055	-0.0009	-14.1%	0.0089
ATR	0.0075	0.0074	-0.0001	-1.7%	0.0000
Volume	65,587	80,584	14,997	22.9%	229,069

Daily Pivots for day following 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7703	0.7676	0.7569
R3	0.7648	0.7621	0.7554
R2	0.7593	0.7593	0.7549
R1	0.7566	0.7566	0.7544	0.7552
PP	0.7538	0.7538	0.7538	0.7531
S1	0.7511	0.7511	0.7534	0.7497
S2	0.7483	0.7483	0.7529
S3	0.7428	0.7456	0.7524
S4	0.7373	0.7401	0.7509

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7816	0.7767	0.7588
R3	0.7727	0.7678	0.7563
R2	0.7638	0.7638	0.7555
R1	0.7589	0.7589	0.7547	0.7614
PP	0.7549	0.7549	0.7549	0.7562
S1	0.7500	0.7500	0.7531	0.7525
S2	0.7460	0.7460	0.7523
S3	0.7371	0.7411	0.7515
S4	0.7282	0.7322	0.7490

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7599	0.7510	0.0089	1.2%	0.0067	0.9%	33%	False	True	47,180
10	0.7624	0.7502	0.0122	1.6%	0.0077	1.0%	30%	False	False	25,237
20	0.7675	0.7487	0.0188	2.5%	0.0074	1.0%	28%	False	False	13,262
40	0.7768	0.7487	0.0281	3.7%	0.0067	0.9%	19%	False	False	6,819
60	0.8216	0.7487	0.0729	9.7%	0.0066	0.9%	7%	False	False	4,640
80	0.8216	0.7487	0.0729	9.7%	0.0062	0.8%	7%	False	False	3,523
100	0.8364	0.7487	0.0877	11.6%	0.0058	0.8%	6%	False	False	2,829
120	0.8364	0.7487	0.0877	11.6%	0.0055	0.7%	6%	False	False	2,363

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	0.0022
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7799
2.618	0.7709
1.618	0.7654
1.000	0.7620
0.618	0.7599
HIGH	0.7565
0.618	0.7544
0.500	0.7538
0.382	0.7531
LOW	0.7510
0.618	0.7476
1.000	0.7455
1.618	0.7421
2.618	0.7366
4.250	0.7276

Fisher Pivots for day following 11-Sep-2015
Pivot	1 day	3 day
R1	0.7539	0.7555
PP	0.7538	0.7549
S1	0.7538	0.7544

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

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