CME Canadian Dollar Future June 2016

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Trading Metrics calculated at close of trading on 15-Oct-2015
Day Change Summary Previous Current 14-Oct-2015 15-Oct-2015 Change Change % Previous Week Open 0.7683 0.7760 0.0077 1.0% 0.7615 High 0.7735 0.7783 0.0048 0.6% 0.7737 Low 0.7672 0.7720 0.0048 0.6% 0.7613 Close 0.7725 0.7778 0.0053 0.7% 0.7718 Range 0.0063 0.0063 0.0000 0.0% 0.0124 ATR 0.0050 0.0051 0.0001 1.8% 0.0000 Volume 68 30 -38 -55.9% 74
Daily Pivots for day following 15-Oct-2015 Classic Woodie Camarilla DeMark R4 0.7949 0.7927 0.7813 R3 0.7886 0.7864 0.7795 R2 0.7823 0.7823 0.7790 R1 0.7801 0.7801 0.7784 0.7812 PP 0.7760 0.7760 0.7760 0.7766 S1 0.7738 0.7738 0.7772 0.7749 S2 0.7697 0.7697 0.7766 S3 0.7634 0.7675 0.7761 S4 0.7571 0.7612 0.7743	Weekly Pivots for week ending 09-Oct-2015 Classic Woodie Camarilla DeMark R4 0.8061 0.8014 0.7786 R3 0.7937 0.7890 0.7752 R2 0.7813 0.7813 0.7741 R1 0.7766 0.7766 0.7729 0.7790 PP 0.7689 0.7689 0.7689 0.7701 S1 0.7642 0.7642 0.7707 0.7666 S2 0.7565 0.7565 0.7695 S3 0.7441 0.7518 0.7684 S4 0.7317 0.7394 0.7650
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7783 0.7641 0.0142 1.8% 0.0057 0.7% 96% True False 32 10 0.7783 0.7550 0.0233 3.0% 0.0049 0.6% 98% True False 21 20 0.7783 0.7435 0.0348 4.5% 0.0044 0.6% 99% True False 15
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 0.0009 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8051 2.618 0.7948 1.618 0.7885 1.000 0.7846 0.618 0.7822 HIGH 0.7783 0.618 0.7759 0.500 0.7752 0.382 0.7744 LOW 0.7720 0.618 0.7681 1.000 0.7657 1.618 0.7618 2.618 0.7555 4.250 0.7452
Fisher Pivots for day following 15-Oct-2015 Pivot 1 day 3 day R1 0.7769 0.7756 PP 0.7760 0.7734 S1 0.7752 0.7712

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