CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 25-Sep-2015

Day Change Summary
	Previous	Current
	24-Sep-2015	25-Sep-2015	Change	Change %	Previous Week
Open	0.7501	0.7499	-0.0002	0.0%	0.7561
High	0.7521	0.7517	-0.0004	-0.1%	0.7589
Low	0.7450	0.7484	0.0034	0.5%	0.7450
Close	0.7504	0.7500	-0.0004	-0.1%	0.7500
Range	0.0071	0.0033	-0.0038	-53.5%	0.0139
ATR	0.0069	0.0066	-0.0003	-3.7%	0.0000
Volume	63,690	50,221	-13,469	-21.1%	290,549

Daily Pivots for day following 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7599	0.7583	0.7518
R3	0.7566	0.7550	0.7509
R2	0.7533	0.7533	0.7506
R1	0.7517	0.7517	0.7503	0.7525
PP	0.7500	0.7500	0.7500	0.7505
S1	0.7484	0.7484	0.7497	0.7492
S2	0.7467	0.7467	0.7494
S3	0.7434	0.7451	0.7491
S4	0.7401	0.7418	0.7482

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7930	0.7854	0.7576
R3	0.7791	0.7715	0.7538
R2	0.7652	0.7652	0.7525
R1	0.7576	0.7576	0.7513	0.7545
PP	0.7513	0.7513	0.7513	0.7497
S1	0.7437	0.7437	0.7487	0.7406
S2	0.7374	0.7374	0.7475
S3	0.7235	0.7298	0.7462
S4	0.7096	0.7159	0.7424

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7589	0.7450	0.0139	1.9%	0.0055	0.7%	36%	False	False	58,109
10	0.7683	0.7450	0.0233	3.1%	0.0059	0.8%	21%	False	False	60,450
20	0.7683	0.7450	0.0233	3.1%	0.0068	0.9%	21%	False	False	42,843
40	0.7719	0.7450	0.0269	3.6%	0.0070	0.9%	19%	False	False	21,842
60	0.7958	0.7450	0.0508	6.8%	0.0065	0.9%	10%	False	False	14,694
80	0.8216	0.7450	0.0766	10.2%	0.0062	0.8%	7%	False	False	11,055
100	0.8364	0.7450	0.0914	12.2%	0.0060	0.8%	5%	False	False	8,867
120	0.8364	0.7450	0.0914	12.2%	0.0057	0.8%	5%	False	False	7,397

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7657
2.618	0.7603
1.618	0.7570
1.000	0.7550
0.618	0.7537
HIGH	0.7517
0.618	0.7504
0.500	0.7501
0.382	0.7497
LOW	0.7484
0.618	0.7464
1.000	0.7451
1.618	0.7431
2.618	0.7398
4.250	0.7344

Fisher Pivots for day following 25-Sep-2015
Pivot	1 day	3 day
R1	0.7501	0.7502
PP	0.7500	0.7501
S1	0.7500	0.7501

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

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