CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 24-Sep-2015

Day Change Summary
	Previous	Current
	23-Sep-2015	24-Sep-2015	Change	Change %	Previous Week
Open	0.7530	0.7501	-0.0029	-0.4%	0.7537
High	0.7554	0.7521	-0.0033	-0.4%	0.7683
Low	0.7482	0.7450	-0.0032	-0.4%	0.7527
Close	0.7496	0.7504	0.0008	0.1%	0.7589
Range	0.0072	0.0071	-0.0001	-1.4%	0.0156
ATR	0.0069	0.0069	0.0000	0.2%	0.0000
Volume	75,352	63,690	-11,662	-15.5%	313,956

Daily Pivots for day following 24-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7705	0.7675	0.7543
R3	0.7634	0.7604	0.7524
R2	0.7563	0.7563	0.7517
R1	0.7533	0.7533	0.7511	0.7548
PP	0.7492	0.7492	0.7492	0.7499
S1	0.7462	0.7462	0.7497	0.7477
S2	0.7421	0.7421	0.7491
S3	0.7350	0.7391	0.7484
S4	0.7279	0.7320	0.7465

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	0.7450	0.0233	3.1%	0.0074	1.0%	23%	False	True	65,096
10	0.7683	0.7450	0.0233	3.1%	0.0062	0.8%	23%	False	True	63,486
20	0.7683	0.7450	0.0233	3.1%	0.0070	0.9%	23%	False	True	40,405
40	0.7719	0.7450	0.0269	3.6%	0.0071	0.9%	20%	False	True	20,595
60	0.7993	0.7450	0.0543	7.2%	0.0066	0.9%	10%	False	True	13,862
80	0.8216	0.7450	0.0766	10.2%	0.0063	0.8%	7%	False	True	10,433
100	0.8364	0.7450	0.0914	12.2%	0.0060	0.8%	6%	False	True	8,365
120	0.8364	0.7450	0.0914	12.2%	0.0057	0.8%	6%	False	True	6,979

Crabel Price Patterns
NR	True
NR4	False
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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7823
2.618	0.7707
1.618	0.7636
1.000	0.7592
0.618	0.7565
HIGH	0.7521
0.618	0.7494
0.500	0.7486
0.382	0.7477
LOW	0.7450
0.618	0.7406
1.000	0.7379
1.618	0.7335
2.618	0.7264
4.250	0.7148

Fisher Pivots for day following 24-Sep-2015
Pivot	1 day	3 day
R1	0.7498	0.7506
PP	0.7492	0.7505
S1	0.7486	0.7505

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

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