CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 05-Oct-2015

Day Change Summary
	Previous	Current
	02-Oct-2015	05-Oct-2015	Change	Change %	Previous Week
Open	0.7539	0.7602	0.0063	0.8%	0.7497
High	0.7604	0.7652	0.0048	0.6%	0.7604
Low	0.7539	0.7587	0.0048	0.6%	0.7428
Close	0.7580	0.7644	0.0064	0.8%	0.7580
Range	0.0065	0.0065	0.0000	0.0%	0.0176
ATR	0.0065	0.0065	0.0001	0.8%	0.0000
Volume	55,327	51,370	-3,957	-7.2%	294,876

Daily Pivots for day following 05-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7823	0.7798	0.7680
R3	0.7758	0.7733	0.7662
R2	0.7693	0.7693	0.7656
R1	0.7668	0.7668	0.7650	0.7681
PP	0.7628	0.7628	0.7628	0.7634
S1	0.7603	0.7603	0.7638	0.7616
S2	0.7563	0.7563	0.7632
S3	0.7498	0.7538	0.7626
S4	0.7433	0.7473	0.7608

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8065	0.7999	0.7677
R3	0.7889	0.7823	0.7628
R2	0.7713	0.7713	0.7612
R1	0.7647	0.7647	0.7596	0.7680
PP	0.7537	0.7537	0.7537	0.7554
S1	0.7471	0.7471	0.7564	0.7504
S2	0.7361	0.7361	0.7548
S3	0.7185	0.7295	0.7532
S4	0.7009	0.7119	0.7483

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7652	0.7428	0.0224	2.9%	0.0062	0.8%	96%	True	False	60,723
10	0.7652	0.7428	0.0224	2.9%	0.0058	0.8%	96%	True	False	58,083
20	0.7683	0.7428	0.0255	3.3%	0.0061	0.8%	85%	False	False	58,991
40	0.7710	0.7428	0.0282	3.7%	0.0070	0.9%	77%	False	False	30,445
60	0.7868	0.7428	0.0440	5.8%	0.0065	0.9%	49%	False	False	20,429
80	0.8216	0.7428	0.0788	10.3%	0.0063	0.8%	27%	False	False	15,370
100	0.8349	0.7428	0.0921	12.0%	0.0061	0.8%	23%	False	False	12,327
120	0.8364	0.7428	0.0936	12.2%	0.0058	0.8%	23%	False	False	10,282

Crabel Price Patterns
NR	False
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	0.0012

Fibonacci Retracements and Extensions
4.250	0.7928
2.618	0.7822
1.618	0.7757
1.000	0.7717
0.618	0.7692
HIGH	0.7652
0.618	0.7627
0.500	0.7620
0.382	0.7612
LOW	0.7587
0.618	0.7547
1.000	0.7522
1.618	0.7482
2.618	0.7417
4.250	0.7311

Fisher Pivots for day following 05-Oct-2015
Pivot	1 day	3 day
R1	0.7636	0.7621
PP	0.7628	0.7599
S1	0.7620	0.7576

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

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