CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 08-Oct-2015

Day Change Summary
	Previous	Current
	07-Oct-2015	08-Oct-2015	Change	Change %	Previous Week
Open	0.7672	0.7653	-0.0019	-0.2%	0.7497
High	0.7706	0.7702	-0.0004	-0.1%	0.7604
Low	0.7647	0.7646	-0.0001	0.0%	0.7428
Close	0.7654	0.7686	0.0032	0.4%	0.7580
Range	0.0059	0.0056	-0.0003	-5.1%	0.0176
ATR	0.0065	0.0064	-0.0001	-1.0%	0.0000
Volume	65,563	52,770	-12,793	-19.5%	294,876

Daily Pivots for day following 08-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7846	0.7822	0.7717
R3	0.7790	0.7766	0.7701
R2	0.7734	0.7734	0.7696
R1	0.7710	0.7710	0.7691	0.7722
PP	0.7678	0.7678	0.7678	0.7684
S1	0.7654	0.7654	0.7681	0.7666
S2	0.7622	0.7622	0.7676
S3	0.7566	0.7598	0.7671
S4	0.7510	0.7542	0.7655

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	0.7706	0.7539	0.0167	2.2%	0.0061	0.8%	88%	False	False	55,265
10	0.7706	0.7428	0.0278	3.6%	0.0057	0.7%	93%	False	False	56,609
20	0.7706	0.7428	0.0278	3.6%	0.0059	0.8%	93%	False	False	60,048
40	0.7710	0.7428	0.0282	3.7%	0.0067	0.9%	91%	False	False	34,657
60	0.7768	0.7428	0.0340	4.4%	0.0064	0.8%	76%	False	False	23,242
80	0.8216	0.7428	0.0788	10.3%	0.0064	0.8%	33%	False	False	17,485
100	0.8216	0.7428	0.0788	10.3%	0.0061	0.8%	33%	False	False	14,022
120	0.8364	0.7428	0.0936	12.2%	0.0058	0.8%	28%	False	False	11,694

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7940
2.618	0.7849
1.618	0.7793
1.000	0.7758
0.618	0.7737
HIGH	0.7702
0.618	0.7681
0.500	0.7674
0.382	0.7667
LOW	0.7646
0.618	0.7611
1.000	0.7590
1.618	0.7555
2.618	0.7499
4.250	0.7408

Fisher Pivots for day following 08-Oct-2015
Pivot	1 day	3 day
R1	0.7682	0.7677
PP	0.7678	0.7668
S1	0.7674	0.7659

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

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