CME Canadian Dollar Future March 2016

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Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary Previous Current 17-Aug-2015 18-Aug-2015 Change Change % Previous Week Open 0.7638 0.7640 0.0002 0.0% 0.7619 High 0.7650 0.7664 0.0014 0.2% 0.7715 Low 0.7607 0.7627 0.0020 0.3% 0.7593 Close 0.7638 0.7649 0.0011 0.1% 0.7642 Range 0.0043 0.0037 -0.0006 -14.0% 0.0122 ATR 0.0055 0.0054 -0.0001 -2.3% 0.0000 Volume 3 96 93 3,100.0% 106
Daily Pivots for day following 18-Aug-2015 Classic Woodie Camarilla DeMark R4 0.7758 0.7740 0.7669 R3 0.7721 0.7703 0.7659 R2 0.7684 0.7684 0.7656 R1 0.7666 0.7666 0.7652 0.7675 PP 0.7647 0.7647 0.7647 0.7651 S1 0.7629 0.7629 0.7646 0.7638 S2 0.7610 0.7610 0.7642 S3 0.7573 0.7592 0.7639 S4 0.7536 0.7555 0.7629	Weekly Pivots for week ending 14-Aug-2015 Classic Woodie Camarilla DeMark R4 0.8016 0.7951 0.7709 R3 0.7894 0.7829 0.7676 R2 0.7772 0.7772 0.7664 R1 0.7707 0.7707 0.7653 0.7740 PP 0.7650 0.7650 0.7650 0.7666 S1 0.7585 0.7585 0.7631 0.7618 S2 0.7528 0.7528 0.7620 S3 0.7406 0.7463 0.7608 S4 0.7284 0.7341 0.7575
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7715 0.7606 0.0109 1.4% 0.0058 0.8% 39% False False 35 10 0.7715 0.7567 0.0148 1.9% 0.0057 0.8% 55% False False 23 20 0.7760 0.7567 0.0193 2.5% 0.0046 0.6% 42% False False 22 40 0.8094 0.7567 0.0527 6.9% 0.0035 0.5% 16% False False 17
Crabel Price Patterns NR True NR4 True NR5 True 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 0.0010 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 0.7821 2.618 0.7761 1.618 0.7724 1.000 0.7701 0.618 0.7687 HIGH 0.7664 0.618 0.7650 0.500 0.7646 0.382 0.7641 LOW 0.7627 0.618 0.7604 1.000 0.7590 1.618 0.7567 2.618 0.7530 4.250 0.7470
Fisher Pivots for day following 18-Aug-2015 Pivot 1 day 3 day R1 0.7648 0.7647 PP 0.7647 0.7644 S1 0.7646 0.7642

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