CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 22-Sep-2015

Day Change Summary
	Previous	Current
	21-Sep-2015	22-Sep-2015	Change	Change %	Previous Week
Open	0.7561	0.7544	-0.0017	-0.2%	0.7537
High	0.7589	0.7562	-0.0027	-0.4%	0.7683
Low	0.7536	0.7516	-0.0020	-0.3%	0.7527
Close	0.7557	0.7537	-0.0020	-0.3%	0.7589
Range	0.0053	0.0046	-0.0007	-13.2%	0.0156
ATR	0.0070	0.0069	-0.0002	-2.5%	0.0000
Volume	55,963	45,323	-10,640	-19.0%	313,956

Daily Pivots for day following 22-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7676	0.7653	0.7562
R3	0.7630	0.7607	0.7550
R2	0.7584	0.7584	0.7545
R1	0.7561	0.7561	0.7541	0.7550
PP	0.7538	0.7538	0.7538	0.7533
S1	0.7515	0.7515	0.7533	0.7504
S2	0.7492	0.7492	0.7529
S3	0.7446	0.7469	0.7524
S4	0.7400	0.7423	0.7512

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	0.7516	0.0167	2.2%	0.0071	0.9%	13%	False	True	65,442
10	0.7683	0.7510	0.0173	2.3%	0.0061	0.8%	16%	False	False	60,496
20	0.7683	0.7487	0.0196	2.6%	0.0071	0.9%	26%	False	False	33,716
40	0.7768	0.7487	0.0281	3.7%	0.0071	0.9%	18%	False	False	17,138
60	0.8107	0.7487	0.0620	8.2%	0.0066	0.9%	8%	False	False	11,551
80	0.8216	0.7487	0.0729	9.7%	0.0063	0.8%	7%	False	False	8,698
100	0.8364	0.7487	0.0877	11.6%	0.0059	0.8%	6%	False	False	6,975
120	0.8364	0.7487	0.0877	11.6%	0.0056	0.7%	6%	False	False	5,820

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7758
2.618	0.7682
1.618	0.7636
1.000	0.7608
0.618	0.7590
HIGH	0.7562
0.618	0.7544
0.500	0.7539
0.382	0.7534
LOW	0.7516
0.618	0.7488
1.000	0.7470
1.618	0.7442
2.618	0.7396
4.250	0.7321

Fisher Pivots for day following 22-Sep-2015
Pivot	1 day	3 day
R1	0.7539	0.7600
PP	0.7538	0.7579
S1	0.7538	0.7558

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

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