CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 17-Mar-2015

Day Change Summary
	Previous	Current
	16-Mar-2015	17-Mar-2015	Change	Change %	Previous Week
Open	0.7820	0.7824	0.0004	0.1%	0.7922
High	0.7844	0.7837	-0.0007	-0.1%	0.7953
Low	0.7801	0.7818	0.0017	0.2%	0.7798
Close	0.7826	0.7830	0.0004	0.1%	0.7812
Range	0.0043	0.0019	-0.0024	-55.8%	0.0155
ATR	0.0080	0.0075	-0.0004	-5.4%	0.0000
Volume	5,233	265	-4,968	-94.9%	385,599

Daily Pivots for day following 17-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7885	0.7877	0.7840
R3	0.7866	0.7858	0.7835
R2	0.7847	0.7847	0.7833
R1	0.7839	0.7839	0.7832	0.7843
PP	0.7828	0.7828	0.7828	0.7831
S1	0.7820	0.7820	0.7828	0.7824
S2	0.7809	0.7809	0.7827
S3	0.7790	0.7801	0.7825
S4	0.7771	0.7782	0.7820

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8319	0.8221	0.7897
R3	0.8164	0.8066	0.7855
R2	0.8009	0.8009	0.7840
R1	0.7911	0.7911	0.7826	0.7883
PP	0.7854	0.7854	0.7854	0.7840
S1	0.7756	0.7756	0.7798	0.7728
S2	0.7699	0.7699	0.7784
S3	0.7544	0.7601	0.7769
S4	0.7389	0.7446	0.7727

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7927	0.7798	0.0129	1.6%	0.0066	0.8%	25%	False	False	48,186
10	0.8059	0.7798	0.0261	3.3%	0.0070	0.9%	12%	False	False	62,508
20	0.8073	0.7798	0.0275	3.5%	0.0072	0.9%	12%	False	False	62,696
40	0.8359	0.7798	0.0561	7.2%	0.0089	1.1%	6%	False	False	66,476
60	0.8633	0.7798	0.0835	10.7%	0.0079	1.0%	4%	False	False	60,487
80	0.8912	0.7798	0.1114	14.2%	0.0077	1.0%	3%	False	False	51,050
100	0.8955	0.7798	0.1157	14.8%	0.0075	1.0%	3%	False	False	40,946
120	0.9008	0.7798	0.1210	15.5%	0.0073	0.9%	3%	False	False	34,190

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 101 trading days

Fibonacci Retracements and Extensions
4.250	0.7918
2.618	0.7887
1.618	0.7868
1.000	0.7856
0.618	0.7849
HIGH	0.7837
0.618	0.7830
0.500	0.7828
0.382	0.7825
LOW	0.7818
0.618	0.7806
1.000	0.7799
1.618	0.7787
2.618	0.7768
4.250	0.7737

Fisher Pivots for day following 17-Mar-2015
Pivot	1 day	3 day
R1	0.7829	0.7842
PP	0.7828	0.7838
S1	0.7828	0.7834

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

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