CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 26-Dec-2014

Day Change Summary
	Previous	Current
	24-Dec-2014	26-Dec-2014	Change	Change %	Previous Week
Open	0.8588	0.8595	0.0007	0.1%	0.8597
High	0.8613	0.8603	-0.0010	-0.1%	0.8621
Low	0.8575	0.8582	0.0007	0.1%	0.8556
Close	0.8589	0.8588	-0.0001	0.0%	0.8588
Range	0.0038	0.0021	-0.0017	-44.7%	0.0065
ATR	0.0063	0.0060	-0.0003	-4.8%	0.0000
Volume	15,592	6,776	-8,816	-56.5%	87,622

Daily Pivots for day following 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8654	0.8642	0.8600
R3	0.8633	0.8621	0.8594
R2	0.8612	0.8612	0.8592
R1	0.8600	0.8600	0.8590	0.8596
PP	0.8591	0.8591	0.8591	0.8589
S1	0.8579	0.8579	0.8586	0.8575
S2	0.8570	0.8570	0.8584
S3	0.8549	0.8558	0.8582
S4	0.8528	0.8537	0.8576

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8783	0.8751	0.8624
R3	0.8718	0.8686	0.8606
R2	0.8653	0.8653	0.8600
R1	0.8621	0.8621	0.8594	0.8605
PP	0.8588	0.8588	0.8588	0.8580
S1	0.8556	0.8556	0.8582	0.8540
S2	0.8523	0.8523	0.8576
S3	0.8458	0.8491	0.8570
S4	0.8393	0.8426	0.8552

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8628	0.8556	0.0072	0.8%	0.0042	0.5%	44%	False	False	25,278
10	0.8665	0.8547	0.0118	1.4%	0.0054	0.6%	35%	False	False	47,048
20	0.8876	0.8547	0.0329	3.8%	0.0065	0.8%	12%	False	False	31,347
40	0.8921	0.8547	0.0374	4.4%	0.0066	0.8%	11%	False	False	16,085
60	0.8995	0.8547	0.0448	5.2%	0.0066	0.8%	9%	False	False	10,849
80	0.9187	0.8547	0.0640	7.5%	0.0063	0.7%	6%	False	False	8,215
100	0.9205	0.8547	0.0658	7.7%	0.0055	0.6%	6%	False	False	6,585
120	0.9337	0.8547	0.0790	9.2%	0.0047	0.5%	5%	False	False	5,493

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	0.8692
2.618	0.8658
1.618	0.8637
1.000	0.8624
0.618	0.8616
HIGH	0.8603
0.618	0.8595
0.500	0.8593
0.382	0.8590
LOW	0.8582
0.618	0.8569
1.000	0.8561
1.618	0.8548
2.618	0.8527
4.250	0.8493

Fisher Pivots for day following 26-Dec-2014
Pivot	1 day	3 day
R1	0.8593	0.8587
PP	0.8591	0.8586
S1	0.8590	0.8585

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

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