CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 15-Sep-2015

Day Change Summary
	Previous	Current
	14-Sep-2015	15-Sep-2015	Change	Change %	Previous Week
Open	0.7537	0.7539	0.0002	0.0%	0.7537
High	0.7559	0.7560	0.0001	0.0%	0.7599
Low	0.7527	0.7532	0.0005	0.1%	0.7510
Close	0.7538	0.7547	0.0009	0.1%	0.7539
Range	0.0032	0.0028	-0.0004	-12.5%	0.0089
ATR	0.0071	0.0068	-0.0003	-4.3%	0.0000
Volume	47,455	40,576	-6,879	-14.5%	229,069

Daily Pivots for day following 15-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7630	0.7617	0.7562
R3	0.7602	0.7589	0.7555
R2	0.7574	0.7574	0.7552
R1	0.7561	0.7561	0.7550	0.7568
PP	0.7546	0.7546	0.7546	0.7550
S1	0.7533	0.7533	0.7544	0.7540
S2	0.7518	0.7518	0.7542
S3	0.7490	0.7505	0.7539
S4	0.7462	0.7477	0.7532

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%	0.0050	0.7%	42%	False	False	55,549
10	0.7624	0.7504	0.0120	1.6%	0.0064	0.8%	36%	False	False	33,776
20	0.7672	0.7487	0.0185	2.5%	0.0073	1.0%	32%	False	False	17,616
40	0.7768	0.7487	0.0281	3.7%	0.0068	0.9%	21%	False	False	9,004
60	0.8165	0.7487	0.0678	9.0%	0.0065	0.9%	9%	False	False	6,103
80	0.8216	0.7487	0.0729	9.7%	0.0063	0.8%	8%	False	False	4,623
100	0.8364	0.7487	0.0877	11.6%	0.0058	0.8%	7%	False	False	3,708
120	0.8364	0.7487	0.0877	11.6%	0.0055	0.7%	7%	False	False	3,096

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	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	0.7679
2.618	0.7633
1.618	0.7605
1.000	0.7588
0.618	0.7577
HIGH	0.7560
0.618	0.7549
0.500	0.7546
0.382	0.7543
LOW	0.7532
0.618	0.7515
1.000	0.7504
1.618	0.7487
2.618	0.7459
4.250	0.7413

Fisher Pivots for day following 15-Sep-2015
Pivot	1 day	3 day
R1	0.7547	0.7544
PP	0.7546	0.7541
S1	0.7546	0.7538

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

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