CME Canadian Dollar Future March 2016

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Trading Metrics calculated at close of trading on 26-Aug-2015
Day Change Summary Previous Current 25-Aug-2015 26-Aug-2015 Change Change % Previous Week Open 0.7568 0.7513 -0.0055 -0.7% 0.7638 High 0.7598 0.7545 -0.0053 -0.7% 0.7667 Low 0.7490 0.7493 0.0003 0.0% 0.7582 Close 0.7505 0.7494 -0.0011 -0.1% 0.7589 Range 0.0108 0.0052 -0.0056 -51.9% 0.0085 ATR 0.0063 0.0062 -0.0001 -1.2% 0.0000 Volume 34 84 50 147.1% 470
Daily Pivots for day following 26-Aug-2015 Classic Woodie Camarilla DeMark R4 0.7667 0.7632 0.7523 R3 0.7615 0.7580 0.7508 R2 0.7563 0.7563 0.7504 R1 0.7528 0.7528 0.7499 0.7520 PP 0.7511 0.7511 0.7511 0.7506 S1 0.7476 0.7476 0.7489 0.7468 S2 0.7459 0.7459 0.7484 S3 0.7407 0.7424 0.7480 S4 0.7355 0.7372 0.7465	Weekly Pivots for week ending 21-Aug-2015 Classic Woodie Camarilla DeMark R4 0.7868 0.7813 0.7636 R3 0.7783 0.7728 0.7612 R2 0.7698 0.7698 0.7605 R1 0.7643 0.7643 0.7597 0.7628 PP 0.7613 0.7613 0.7613 0.7605 S1 0.7558 0.7558 0.7581 0.7543 S2 0.7528 0.7528 0.7573 S3 0.7443 0.7473 0.7566 S4 0.7358 0.7388 0.7542
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7652 0.7490 0.0162 2.2% 0.0077 1.0% 2% False False 70 10 0.7705 0.7490 0.0215 2.9% 0.0065 0.9% 2% False False 68 20 0.7715 0.7490 0.0225 3.0% 0.0060 0.8% 2% False False 43 40 0.7960 0.7490 0.0470 6.3% 0.0045 0.6% 1% False False 31
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 0.0020 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 0.7766 2.618 0.7681 1.618 0.7629 1.000 0.7597 0.618 0.7577 HIGH 0.7545 0.618 0.7525 0.500 0.7519 0.382 0.7513 LOW 0.7493 0.618 0.7461 1.000 0.7441 1.618 0.7409 2.618 0.7357 4.250 0.7272
Fisher Pivots for day following 26-Aug-2015 Pivot 1 day 3 day R1 0.7519 0.7560 PP 0.7511 0.7538 S1 0.7502 0.7516

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