CME Canadian Dollar Future June 2016

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Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary Previous Current 01-Oct-2015 02-Oct-2015 Change Change % Previous Week Open 0.7545 0.7550 0.0005 0.1% 0.7484 High 0.7559 0.7586 0.0027 0.4% 0.7586 Low 0.7536 0.7550 0.0014 0.2% 0.7435 Close 0.7536 0.7575 0.0039 0.5% 0.7575 Range 0.0023 0.0036 0.0013 56.5% 0.0151 ATR 0.0045 0.0045 0.0000 0.8% 0.0000 Volume 14 3 -11 -78.6% 46
Daily Pivots for day following 02-Oct-2015 Classic Woodie Camarilla DeMark R4 0.7678 0.7663 0.7595 R3 0.7642 0.7627 0.7585 R2 0.7606 0.7606 0.7582 R1 0.7591 0.7591 0.7578 0.7599 PP 0.7570 0.7570 0.7570 0.7574 S1 0.7555 0.7555 0.7572 0.7563 S2 0.7534 0.7534 0.7568 S3 0.7498 0.7519 0.7565 S4 0.7462 0.7483 0.7555	Weekly Pivots for week ending 02-Oct-2015 Classic Woodie Camarilla DeMark R4 0.7985 0.7931 0.7658 R3 0.7834 0.7780 0.7617 R2 0.7683 0.7683 0.7603 R1 0.7629 0.7629 0.7589 0.7656 PP 0.7532 0.7532 0.7532 0.7546 S1 0.7478 0.7478 0.7561 0.7505 S2 0.7381 0.7381 0.7547 S3 0.7230 0.7327 0.7533 S4 0.7079 0.7176 0.7492
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7586 0.7435 0.0151 2.0% 0.0027 0.4% 93% True False 9 10 0.7586 0.7435 0.0151 2.0% 0.0030 0.4% 93% True False 8
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 2 trading days	Fibonacci Retracements and Extensions 4.250 0.7739 2.618 0.7680 1.618 0.7644 1.000 0.7622 0.618 0.7608 HIGH 0.7586 0.618 0.7572 0.500 0.7568 0.382 0.7564 LOW 0.7550 0.618 0.7528 1.000 0.7514 1.618 0.7492 2.618 0.7456 4.250 0.7397
Fisher Pivots for day following 02-Oct-2015 Pivot 1 day 3 day R1 0.7573 0.7557 PP 0.7570 0.7539 S1 0.7568 0.7521

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