CME Canadian Dollar Future June 2016

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Trading Metrics calculated at close of trading on 05-Oct-2015
Day Change Summary Previous Current 02-Oct-2015 05-Oct-2015 Change Change % Previous Week Open 0.7550 0.7615 0.0065 0.9% 0.7484 High 0.7586 0.7639 0.0053 0.7% 0.7586 Low 0.7550 0.7615 0.0065 0.9% 0.7435 Close 0.7575 0.7639 0.0064 0.8% 0.7575 Range 0.0036 0.0024 -0.0012 -33.3% 0.0151 ATR 0.0045 0.0047 0.0001 3.0% 0.0000 Volume 3 32 29 966.7% 46
Daily Pivots for day following 05-Oct-2015 Classic Woodie Camarilla DeMark R4 0.7703 0.7695 0.7652 R3 0.7679 0.7671 0.7646 R2 0.7655 0.7655 0.7643 R1 0.7647 0.7647 0.7641 0.7651 PP 0.7631 0.7631 0.7631 0.7633 S1 0.7623 0.7623 0.7637 0.7627 S2 0.7607 0.7607 0.7635 S3 0.7583 0.7599 0.7632 S4 0.7559 0.7575 0.7626	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 0.7639 0.7435 0.0204 2.7% 0.0027 0.4% 100% True False 13 10 0.7639 0.7435 0.0204 2.7% 0.0031 0.4% 100% True False 10
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 0.0004 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.7741 2.618 0.7702 1.618 0.7678 1.000 0.7663 0.618 0.7654 HIGH 0.7639 0.618 0.7630 0.500 0.7627 0.382 0.7624 LOW 0.7615 0.618 0.7600 1.000 0.7591 1.618 0.7576 2.618 0.7552 4.250 0.7513
Fisher Pivots for day following 05-Oct-2015 Pivot 1 day 3 day R1 0.7635 0.7622 PP 0.7631 0.7605 S1 0.7627 0.7588

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