CME Canadian Dollar Future March 2016

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Trading Metrics calculated at close of trading on 30-Jul-2015
Day Change Summary Previous Current 29-Jul-2015 30-Jul-2015 Change Change % Previous Week Open 0.7724 0.7684 -0.0040 -0.5% 0.7682 High 0.7760 0.7684 -0.0076 -1.0% 0.7724 Low 0.7716 0.7669 -0.0047 -0.6% 0.7635 Close 0.7724 0.7684 -0.0040 -0.5% 0.7646 Range 0.0044 0.0015 -0.0029 -65.9% 0.0089 ATR 0.0040 0.0041 0.0001 2.7% 0.0000 Volume 0 1 1 55
Daily Pivots for day following 30-Jul-2015 Classic Woodie Camarilla DeMark R4 0.7724 0.7719 0.7692 R3 0.7709 0.7704 0.7688 R2 0.7694 0.7694 0.7687 R1 0.7689 0.7689 0.7685 0.7692 PP 0.7679 0.7679 0.7679 0.7680 S1 0.7674 0.7674 0.7683 0.7677 S2 0.7664 0.7664 0.7681 S3 0.7649 0.7659 0.7680 S4 0.7634 0.7644 0.7676	Weekly Pivots for week ending 24-Jul-2015 Classic Woodie Camarilla DeMark R4 0.7935 0.7880 0.7695 R3 0.7846 0.7791 0.7670 R2 0.7757 0.7757 0.7662 R1 0.7702 0.7702 0.7654 0.7685 PP 0.7668 0.7668 0.7668 0.7660 S1 0.7613 0.7613 0.7638 0.7596 S2 0.7579 0.7579 0.7630 S3 0.7490 0.7524 0.7622 S4 0.7401 0.7435 0.7597
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7760 0.7635 0.0125 1.6% 0.0024 0.3% 39% False False 21 10 0.7760 0.7635 0.0125 1.6% 0.0024 0.3% 39% False False 16 20 0.7952 0.7635 0.0317 4.1% 0.0029 0.4% 15% False False 17
Crabel Price Patterns NR True NR4 False NR5 False 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 0.0003 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.7748 2.618 0.7723 1.618 0.7708 1.000 0.7699 0.618 0.7693 HIGH 0.7684 0.618 0.7678 0.500 0.7677 0.382 0.7675 LOW 0.7669 0.618 0.7660 1.000 0.7654 1.618 0.7645 2.618 0.7630 4.250 0.7605
Fisher Pivots for day following 30-Jul-2015 Pivot 1 day 3 day R1 0.7682 0.7715 PP 0.7679 0.7704 S1 0.7677 0.7694

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