CME Canadian Dollar Future March 2016

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Trading Metrics calculated at close of trading on 30-Jun-2015
Day Change Summary Previous Current 29-Jun-2015 30-Jun-2015 Change Change % Previous Week Open 0.8051 0.7998 -0.0053 -0.7% 0.8093 High 0.8061 0.7998 -0.0063 -0.8% 0.8094 Low 0.8051 0.7987 -0.0064 -0.8% 0.8045 Close 0.8061 0.7987 -0.0074 -0.9% 0.8092 Range 0.0010 0.0011 0.0001 10.0% 0.0049 ATR 0.0027 0.0030 0.0003 12.7% 0.0000 Volume 4 3 -1 -25.0% 6
Daily Pivots for day following 30-Jun-2015 Classic Woodie Camarilla DeMark R4 0.8024 0.8016 0.7993 R3 0.8013 0.8005 0.7990 R2 0.8002 0.8002 0.7989 R1 0.7994 0.7994 0.7988 0.7993 PP 0.7991 0.7991 0.7991 0.7990 S1 0.7983 0.7983 0.7986 0.7982 S2 0.7980 0.7980 0.7985 S3 0.7969 0.7972 0.7984 S4 0.7958 0.7961 0.7981	Weekly Pivots for week ending 26-Jun-2015 Classic Woodie Camarilla DeMark R4 0.8224 0.8207 0.8119 R3 0.8175 0.8158 0.8105 R2 0.8126 0.8126 0.8101 R1 0.8109 0.8109 0.8096 0.8093 PP 0.8077 0.8077 0.8077 0.8069 S1 0.8060 0.8060 0.8088 0.8044 S2 0.8028 0.8028 0.8083 S3 0.7979 0.8011 0.8079 S4 0.7930 0.7962 0.8065
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8094 0.7987 0.0107 1.3% 0.0013 0.2% 0% False True 2 10 0.8153 0.7987 0.0166 2.1% 0.0006 0.1% 0% False True 1
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True 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 0.0000 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 0.8045 2.618 0.8027 1.618 0.8016 1.000 0.8009 0.618 0.8005 HIGH 0.7998 0.618 0.7994 0.500 0.7993 0.382 0.7991 LOW 0.7987 0.618 0.7980 1.000 0.7976 1.618 0.7969 2.618 0.7958 4.250 0.7940
Fisher Pivots for day following 30-Jun-2015 Pivot 1 day 3 day R1 0.7993 0.8040 PP 0.7991 0.8022 S1 0.7989 0.8005

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