CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 21-Sep-2015

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	0.7584	0.7561	-0.0023	-0.3%	0.7537
High	0.7683	0.7589	-0.0094	-1.2%	0.7683
Low	0.7557	0.7536	-0.0021	-0.3%	0.7527
Close	0.7589	0.7557	-0.0032	-0.4%	0.7589
Range	0.0126	0.0053	-0.0073	-57.9%	0.0156
ATR	0.0072	0.0070	-0.0001	-1.9%	0.0000
Volume	85,155	55,963	-29,192	-34.3%	313,956

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7720	0.7691	0.7586
R3	0.7667	0.7638	0.7572
R2	0.7614	0.7614	0.7567
R1	0.7585	0.7585	0.7562	0.7573
PP	0.7561	0.7561	0.7561	0.7555
S1	0.7532	0.7532	0.7552	0.7520
S2	0.7508	0.7508	0.7547
S3	0.7455	0.7479	0.7542
S4	0.7402	0.7426	0.7528

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8068	0.7984	0.7675
R3	0.7912	0.7828	0.7632
R2	0.7756	0.7756	0.7618
R1	0.7672	0.7672	0.7603	0.7714
PP	0.7600	0.7600	0.7600	0.7621
S1	0.7516	0.7516	0.7575	0.7558
S2	0.7444	0.7444	0.7560
S3	0.7288	0.7360	0.7546
S4	0.7132	0.7204	0.7503

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7683	0.7532	0.0151	2.0%	0.0068	0.9%	17%	False	False	64,492
10	0.7683	0.7510	0.0173	2.3%	0.0064	0.8%	27%	False	False	59,898
20	0.7683	0.7487	0.0196	2.6%	0.0075	1.0%	36%	False	False	31,567
40	0.7768	0.7487	0.0281	3.7%	0.0071	0.9%	25%	False	False	16,021
60	0.8107	0.7487	0.0620	8.2%	0.0066	0.9%	11%	False	False	10,797
80	0.8216	0.7487	0.0729	9.6%	0.0063	0.8%	10%	False	False	8,134
100	0.8364	0.7487	0.0877	11.6%	0.0059	0.8%	8%	False	False	6,522
120	0.8364	0.7487	0.0877	11.6%	0.0056	0.7%	8%	False	False	5,443

Crabel Price Patterns
NR	True
NR4	True
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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7814
2.618	0.7728
1.618	0.7675
1.000	0.7642
0.618	0.7622
HIGH	0.7589
0.618	0.7569
0.500	0.7563
0.382	0.7556
LOW	0.7536
0.618	0.7503
1.000	0.7483
1.618	0.7450
2.618	0.7397
4.250	0.7311

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	0.7563	0.7610
PP	0.7561	0.7592
S1	0.7559	0.7575

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

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