CME Canadian Dollar Future March 2016

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Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary Previous Current 04-Aug-2015 05-Aug-2015 Change Change % Previous Week Open 0.7620 0.7567 -0.0053 -0.7% 0.7676 High 0.7620 0.7614 -0.0006 -0.1% 0.7760 Low 0.7580 0.7567 -0.0013 -0.2% 0.7625 Close 0.7580 0.7579 -0.0001 0.0% 0.7633 Range 0.0040 0.0047 0.0007 17.5% 0.0135 ATR 0.0045 0.0045 0.0000 0.4% 0.0000 Volume 6 25 19 316.7% 129
Daily Pivots for day following 05-Aug-2015 Classic Woodie Camarilla DeMark R4 0.7728 0.7700 0.7605 R3 0.7681 0.7653 0.7592 R2 0.7634 0.7634 0.7588 R1 0.7606 0.7606 0.7583 0.7620 PP 0.7587 0.7587 0.7587 0.7594 S1 0.7559 0.7559 0.7575 0.7573 S2 0.7540 0.7540 0.7570 S3 0.7493 0.7512 0.7566 S4 0.7446 0.7465 0.7553	Weekly Pivots for week ending 31-Jul-2015 Classic Woodie Camarilla DeMark R4 0.8078 0.7990 0.7707 R3 0.7943 0.7855 0.7670 R2 0.7808 0.7808 0.7658 R1 0.7720 0.7720 0.7645 0.7697 PP 0.7673 0.7673 0.7673 0.7661 S1 0.7585 0.7585 0.7621 0.7562 S2 0.7538 0.7538 0.7608 S3 0.7403 0.7450 0.7596 S4 0.7268 0.7315 0.7559
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7712 0.7567 0.0145 1.9% 0.0042 0.6% 8% False True 15 10 0.7760 0.7567 0.0193 2.5% 0.0035 0.5% 6% False True 18 20 0.7864 0.7567 0.0297 3.9% 0.0033 0.4% 4% False True 14 40 0.8153 0.7567 0.0586 7.7% 0.0022 0.3% 2% False True 13
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 0.0004 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.7814 2.618 0.7737 1.618 0.7690 1.000 0.7661 0.618 0.7643 HIGH 0.7614 0.618 0.7596 0.500 0.7591 0.382 0.7585 LOW 0.7567 0.618 0.7538 1.000 0.7520 1.618 0.7491 2.618 0.7444 4.250 0.7367
Fisher Pivots for day following 05-Aug-2015 Pivot 1 day 3 day R1 0.7591 0.7594 PP 0.7587 0.7589 S1 0.7583 0.7584

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