CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 06-Oct-2015

Day Change Summary
	Previous	Current
	05-Oct-2015	06-Oct-2015	Change	Change %	Previous Week
Open	0.7602	0.7640	0.0038	0.5%	0.7497
High	0.7652	0.7674	0.0022	0.3%	0.7604
Low	0.7587	0.7612	0.0025	0.3%	0.7428
Close	0.7644	0.7663	0.0019	0.2%	0.7580
Range	0.0065	0.0062	-0.0003	-4.6%	0.0176
ATR	0.0065	0.0065	0.0000	-0.4%	0.0000
Volume	51,370	51,297	-73	-0.1%	294,876

Daily Pivots for day following 06-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7836	0.7811	0.7697
R3	0.7774	0.7749	0.7680
R2	0.7712	0.7712	0.7674
R1	0.7687	0.7687	0.7669	0.7700
PP	0.7650	0.7650	0.7650	0.7656
S1	0.7625	0.7625	0.7657	0.7638
S2	0.7588	0.7588	0.7652
S3	0.7526	0.7563	0.7646
S4	0.7464	0.7501	0.7629

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	0.7674	0.7443	0.0231	3.0%	0.0065	0.8%	95%	True	False	59,049
10	0.7674	0.7428	0.0246	3.2%	0.0059	0.8%	96%	True	False	58,680
20	0.7683	0.7428	0.0255	3.3%	0.0060	0.8%	92%	False	False	59,588
40	0.7710	0.7428	0.0282	3.7%	0.0069	0.9%	83%	False	False	31,715
60	0.7850	0.7428	0.0422	5.5%	0.0065	0.9%	56%	False	False	21,279
80	0.8216	0.7428	0.0788	10.3%	0.0064	0.8%	30%	False	False	16,008
100	0.8311	0.7428	0.0883	11.5%	0.0061	0.8%	27%	False	False	12,840
120	0.8364	0.7428	0.0936	12.2%	0.0058	0.8%	25%	False	False	10,709

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	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7938
2.618	0.7836
1.618	0.7774
1.000	0.7736
0.618	0.7712
HIGH	0.7674
0.618	0.7650
0.500	0.7643
0.382	0.7636
LOW	0.7612
0.618	0.7574
1.000	0.7550
1.618	0.7512
2.618	0.7450
4.250	0.7349

Fisher Pivots for day following 06-Oct-2015
Pivot	1 day	3 day
R1	0.7656	0.7644
PP	0.7650	0.7625
S1	0.7643	0.7607

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

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