CME Canadian Dollar Future June 2016

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Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary Previous Current 23-Sep-2015 24-Sep-2015 Change Change % Previous Week Open 0.7500 0.7491 -0.0009 -0.1% 0.7537 High 0.7542 0.7507 -0.0035 -0.5% 0.7680 Low 0.7491 0.7458 -0.0033 -0.4% 0.7537 Close 0.7491 0.7500 0.0009 0.1% 0.7587 Range 0.0051 0.0049 -0.0002 -3.9% 0.0143 ATR Volume 4 2 -2 -50.0% 10
Daily Pivots for day following 24-Sep-2015 Classic Woodie Camarilla DeMark R4 0.7635 0.7617 0.7527 R3 0.7586 0.7568 0.7513 R2 0.7537 0.7537 0.7509 R1 0.7519 0.7519 0.7504 0.7528 PP 0.7488 0.7488 0.7488 0.7493 S1 0.7470 0.7470 0.7496 0.7479 S2 0.7439 0.7439 0.7491 S3 0.7390 0.7421 0.7487 S4 0.7341 0.7372 0.7473	Weekly Pivots for week ending 18-Sep-2015 Classic Woodie Camarilla DeMark R4 0.8030 0.7952 0.7666 R3 0.7887 0.7809 0.7626 R2 0.7744 0.7744 0.7613 R1 0.7666 0.7666 0.7600 0.7705 PP 0.7601 0.7601 0.7601 0.7621 S1 0.7523 0.7523 0.7574 0.7562 S2 0.7458 0.7458 0.7561 S3 0.7315 0.7380 0.7548 S4 0.7172 0.7237 0.7508
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7680 0.7458 0.0222 3.0% 0.0054 0.7% 19% False True 8 10 0.7680 0.7458 0.0222 3.0% 0.0036 0.5% 19% False True 4
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 0.0005 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.7715 2.618 0.7635 1.618 0.7586 1.000 0.7556 0.618 0.7537 HIGH 0.7507 0.618 0.7488 0.500 0.7483 0.382 0.7477 LOW 0.7458 0.618 0.7428 1.000 0.7409 1.618 0.7379 2.618 0.7330 4.250 0.7250
Fisher Pivots for day following 24-Sep-2015 Pivot 1 day 3 day R1 0.7494 0.7509 PP 0.7488 0.7506 S1 0.7483 0.7503

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