CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 13-Feb-2015

Day Change Summary
	Previous	Current
	12-Feb-2015	13-Feb-2015	Change	Change %	Previous Week
Open	0.7911	0.7987	0.0076	1.0%	0.7986
High	0.8026	0.8039	0.0013	0.2%	0.8039
Low	0.7899	0.7967	0.0068	0.9%	0.7868
Close	0.8002	0.8008	0.0006	0.1%	0.8008
Range	0.0127	0.0072	-0.0055	-43.3%	0.0171
ATR	0.0092	0.0091	-0.0001	-1.6%	0.0000
Volume	298	573	275	92.3%	2,237

Daily Pivots for day following 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8221	0.8186	0.8048
R3	0.8149	0.8114	0.8028
R2	0.8077	0.8077	0.8021
R1	0.8042	0.8042	0.8015	0.8060
PP	0.8005	0.8005	0.8005	0.8013
S1	0.7970	0.7970	0.8001	0.7988
S2	0.7933	0.7933	0.7995
S3	0.7861	0.7898	0.7988
S4	0.7789	0.7826	0.7968

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8485	0.8417	0.8102
R3	0.8314	0.8246	0.8055
R2	0.8143	0.8143	0.8039
R1	0.8075	0.8075	0.8024	0.8109
PP	0.7972	0.7972	0.7972	0.7989
S1	0.7904	0.7904	0.7992	0.7938
S2	0.7801	0.7801	0.7977
S3	0.7630	0.7733	0.7961
S4	0.7459	0.7562	0.7914

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8039	0.7868	0.0171	2.1%	0.0087	1.1%	82%	True	False	447
10	0.8075	0.7830	0.0245	3.1%	0.0107	1.3%	73%	False	False	710
20	0.8340	0.7802	0.0538	6.7%	0.0099	1.2%	38%	False	False	650
40	0.8613	0.7802	0.0811	10.1%	0.0076	0.9%	25%	False	False	535
60	0.8876	0.7802	0.1074	13.4%	0.0066	0.8%	19%	False	False	414
80	0.8928	0.7802	0.1126	14.1%	0.0058	0.7%	18%	False	False	322
100	0.8987	0.7802	0.1185	14.8%	0.0054	0.7%	17%	False	False	263
120	0.9161	0.7802	0.1359	17.0%	0.0047	0.6%	15%	False	False	222

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8345
2.618	0.8227
1.618	0.8155
1.000	0.8111
0.618	0.8083
HIGH	0.8039
0.618	0.8011
0.500	0.8003
0.382	0.7995
LOW	0.7967
0.618	0.7923
1.000	0.7895
1.618	0.7851
2.618	0.7779
4.250	0.7661

Fisher Pivots for day following 13-Feb-2015
Pivot	1 day	3 day
R1	0.8006	0.7990
PP	0.8005	0.7972
S1	0.8003	0.7954

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These figures are updated between 7pm and 10pm EST after a trading day.

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