CME Canadian Dollar Future March 2016

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Trading Metrics calculated at close of trading on 22-Jul-2015
Day Change Summary Previous Current 21-Jul-2015 22-Jul-2015 Change Change % Previous Week Open 0.7709 0.7668 -0.0041 -0.5% 0.7813 High 0.7724 0.7713 -0.0011 -0.1% 0.7838 Low 0.7709 0.7664 -0.0045 -0.6% 0.7690 Close 0.7709 0.7669 -0.0040 -0.5% 0.7690 Range 0.0015 0.0049 0.0034 226.7% 0.0148 ATR 0.0037 0.0038 0.0001 2.4% 0.0000 Volume 0 51 51 39
Daily Pivots for day following 22-Jul-2015 Classic Woodie Camarilla DeMark R4 0.7829 0.7798 0.7696 R3 0.7780 0.7749 0.7682 R2 0.7731 0.7731 0.7678 R1 0.7700 0.7700 0.7673 0.7716 PP 0.7682 0.7682 0.7682 0.7690 S1 0.7651 0.7651 0.7665 0.7667 S2 0.7633 0.7633 0.7660 S3 0.7584 0.7602 0.7656 S4 0.7535 0.7553 0.7642	Weekly Pivots for week ending 17-Jul-2015 Classic Woodie Camarilla DeMark R4 0.8183 0.8085 0.7771 R3 0.8035 0.7937 0.7731 R2 0.7887 0.7887 0.7717 R1 0.7789 0.7789 0.7704 0.7764 PP 0.7739 0.7739 0.7739 0.7727 S1 0.7641 0.7641 0.7676 0.7616 S2 0.7591 0.7591 0.7663 S3 0.7443 0.7493 0.7649 S4 0.7295 0.7345 0.7609
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7728 0.7664 0.0064 0.8% 0.0022 0.3% 8% False True 11 10 0.7864 0.7664 0.0200 2.6% 0.0031 0.4% 3% False True 9 20 0.8094 0.7664 0.0430 5.6% 0.0026 0.3% 1% False True 15
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0006 Widest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 0.7921 2.618 0.7841 1.618 0.7792 1.000 0.7762 0.618 0.7743 HIGH 0.7713 0.618 0.7694 0.500 0.7689 0.382 0.7683 LOW 0.7664 0.618 0.7634 1.000 0.7615 1.618 0.7585 2.618 0.7536 4.250 0.7456
Fisher Pivots for day following 22-Jul-2015 Pivot 1 day 3 day R1 0.7689 0.7694 PP 0.7682 0.7686 S1 0.7676 0.7677

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