CME Canadian Dollar Future March 2016

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Trading Metrics calculated at close of trading on 11-Aug-2015
Day Change Summary Previous Current 10-Aug-2015 11-Aug-2015 Change Change % Previous Week Open 0.7619 0.7644 0.0025 0.3% 0.7600 High 0.7697 0.7644 -0.0053 -0.7% 0.7651 Low 0.7593 0.7612 0.0019 0.3% 0.7567 Close 0.7690 0.7614 -0.0076 -1.0% 0.7613 Range 0.0104 0.0032 -0.0072 -69.2% 0.0084 ATR 0.0050 0.0052 0.0002 3.9% 0.0000 Volume 15 12 -3 -20.0% 64
Daily Pivots for day following 11-Aug-2015 Classic Woodie Camarilla DeMark R4 0.7719 0.7699 0.7632 R3 0.7687 0.7667 0.7623 R2 0.7655 0.7655 0.7620 R1 0.7635 0.7635 0.7617 0.7629 PP 0.7623 0.7623 0.7623 0.7621 S1 0.7603 0.7603 0.7611 0.7597 S2 0.7591 0.7591 0.7608 S3 0.7559 0.7571 0.7605 S4 0.7527 0.7539 0.7596	Weekly Pivots for week ending 07-Aug-2015 Classic Woodie Camarilla DeMark R4 0.7862 0.7822 0.7659 R3 0.7778 0.7738 0.7636 R2 0.7694 0.7694 0.7628 R1 0.7654 0.7654 0.7621 0.7674 PP 0.7610 0.7610 0.7610 0.7621 S1 0.7570 0.7570 0.7605 0.7590 S2 0.7526 0.7526 0.7598 S3 0.7442 0.7486 0.7590 S4 0.7358 0.7402 0.7567
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7697 0.7567 0.0130 1.7% 0.0056 0.7% 36% False False 12 10 0.7760 0.7567 0.0193 2.5% 0.0049 0.6% 24% False False 11 20 0.7835 0.7567 0.0268 3.5% 0.0041 0.5% 18% False False 14 40 0.8153 0.7567 0.0586 7.7% 0.0028 0.4% 8% False False 13
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0007 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 0.7780 2.618 0.7728 1.618 0.7696 1.000 0.7676 0.618 0.7664 HIGH 0.7644 0.618 0.7632 0.500 0.7628 0.382 0.7624 LOW 0.7612 0.618 0.7592 1.000 0.7580 1.618 0.7560 2.618 0.7528 4.250 0.7476
Fisher Pivots for day following 11-Aug-2015 Pivot 1 day 3 day R1 0.7628 0.7645 PP 0.7623 0.7634 S1 0.7619 0.7624

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