CME Canadian Dollar Future December 2015

Trading Metrics calculated at close of trading on 22-Oct-2015

Day Change Summary
	Previous	Current
	21-Oct-2015	22-Oct-2015	Change	Change %	Previous Week
Open	0.7700	0.7611	-0.0089	-1.2%	0.7718
High	0.7708	0.7640	-0.0068	-0.9%	0.7791
Low	0.7606	0.7596	-0.0010	-0.1%	0.7643
Close	0.7620	0.7631	0.0011	0.1%	0.7743
Range	0.0102	0.0044	-0.0058	-56.9%	0.0148
ATR	0.0069	0.0067	-0.0002	-2.6%	0.0000
Volume	71,362	56,841	-14,521	-20.3%	265,968

Daily Pivots for day following 22-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7754	0.7737	0.7655
R3	0.7710	0.7693	0.7643
R2	0.7666	0.7666	0.7639
R1	0.7649	0.7649	0.7635	0.7658
PP	0.7622	0.7622	0.7622	0.7627
S1	0.7605	0.7605	0.7627	0.7614
S2	0.7578	0.7578	0.7623
S3	0.7534	0.7561	0.7619
S4	0.7490	0.7517	0.7607

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8170	0.8104	0.7824
R3	0.8022	0.7956	0.7784
R2	0.7874	0.7874	0.7770
R1	0.7808	0.7808	0.7757	0.7841
PP	0.7726	0.7726	0.7726	0.7742
S1	0.7660	0.7660	0.7729	0.7693
S2	0.7578	0.7578	0.7716
S3	0.7430	0.7512	0.7702
S4	0.7282	0.7364	0.7662

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7779	0.7596	0.0183	2.4%	0.0068	0.9%	19%	False	True	55,754
10	0.7791	0.7596	0.0195	2.6%	0.0070	0.9%	18%	False	True	55,746
20	0.7791	0.7428	0.0363	4.8%	0.0063	0.8%	56%	False	False	56,177
40	0.7791	0.7428	0.0363	4.8%	0.0067	0.9%	56%	False	False	48,291
60	0.7791	0.7428	0.0363	4.8%	0.0068	0.9%	56%	False	False	32,456
80	0.7993	0.7428	0.0565	7.4%	0.0065	0.9%	36%	False	False	24,441
100	0.8216	0.7428	0.0788	10.3%	0.0063	0.8%	26%	False	False	19,582
120	0.8364	0.7428	0.0936	12.3%	0.0061	0.8%	22%	False	False	16,334

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	0.0013
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.7827
2.618	0.7755
1.618	0.7711
1.000	0.7684
0.618	0.7667
HIGH	0.7640
0.618	0.7623
0.500	0.7618
0.382	0.7613
LOW	0.7596
0.618	0.7569
1.000	0.7552
1.618	0.7525
2.618	0.7481
4.250	0.7409

Fisher Pivots for day following 22-Oct-2015
Pivot	1 day	3 day
R1	0.7627	0.7662
PP	0.7622	0.7652
S1	0.7618	0.7641

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

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