CME Canadian Dollar Future March 2016

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Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary Previous Current 18-Aug-2015 19-Aug-2015 Change Change % Previous Week Open 0.7640 0.7636 -0.0004 -0.1% 0.7619 High 0.7664 0.7667 0.0003 0.0% 0.7715 Low 0.7627 0.7587 -0.0040 -0.5% 0.7593 Close 0.7649 0.7634 -0.0015 -0.2% 0.7642 Range 0.0037 0.0080 0.0043 116.2% 0.0122 ATR 0.0054 0.0055 0.0002 3.5% 0.0000 Volume 96 223 127 132.3% 106
Daily Pivots for day following 19-Aug-2015 Classic Woodie Camarilla DeMark R4 0.7869 0.7832 0.7678 R3 0.7789 0.7752 0.7656 R2 0.7709 0.7709 0.7649 R1 0.7672 0.7672 0.7641 0.7651 PP 0.7629 0.7629 0.7629 0.7619 S1 0.7592 0.7592 0.7627 0.7571 S2 0.7549 0.7549 0.7619 S3 0.7469 0.7512 0.7612 S4 0.7389 0.7432 0.7590	Weekly Pivots for week ending 14-Aug-2015 Classic Woodie Camarilla DeMark R4 0.8016 0.7951 0.7709 R3 0.7894 0.7829 0.7676 R2 0.7772 0.7772 0.7664 R1 0.7707 0.7707 0.7653 0.7740 PP 0.7650 0.7650 0.7650 0.7666 S1 0.7585 0.7585 0.7631 0.7618 S2 0.7528 0.7528 0.7620 S3 0.7406 0.7463 0.7608 S4 0.7284 0.7341 0.7575
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7705 0.7587 0.0118 1.5% 0.0053 0.7% 40% False True 65 10 0.7715 0.7587 0.0128 1.7% 0.0061 0.8% 37% False True 43 20 0.7760 0.7567 0.0193 2.5% 0.0048 0.6% 35% False False 31 40 0.8094 0.7567 0.0527 6.9% 0.0037 0.5% 13% False False 23
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0013 Widest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 0.8007 2.618 0.7876 1.618 0.7796 1.000 0.7747 0.618 0.7716 HIGH 0.7667 0.618 0.7636 0.500 0.7627 0.382 0.7618 LOW 0.7587 0.618 0.7538 1.000 0.7507 1.618 0.7458 2.618 0.7378 4.250 0.7247
Fisher Pivots for day following 19-Aug-2015 Pivot 1 day 3 day R1 0.7632 0.7632 PP 0.7629 0.7629 S1 0.7627 0.7627

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