CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 02-Jan-2015

Day Change Summary
	Previous	Current
	31-Dec-2014	02-Jan-2015	Change	Change %	Previous Week
Open	0.8598	0.8603	0.0005	0.1%	0.8586
High	0.8633	0.8603	-0.0030	-0.3%	0.8633
Low	0.8585	0.8469	-0.0116	-1.4%	0.8469
Close	0.8597	0.8497	-0.0100	-1.2%	0.8497
Range	0.0048	0.0134	0.0086	179.2%	0.0164
ATR	0.0056	0.0062	0.0006	9.8%	0.0000
Volume	27,987	49,821	21,834	78.0%	125,602

Daily Pivots for day following 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8925	0.8845	0.8571
R3	0.8791	0.8711	0.8534
R2	0.8657	0.8657	0.8522
R1	0.8577	0.8577	0.8509	0.8550
PP	0.8523	0.8523	0.8523	0.8510
S1	0.8443	0.8443	0.8485	0.8416
S2	0.8389	0.8389	0.8472
S3	0.8255	0.8309	0.8460
S4	0.8121	0.8175	0.8423

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9025	0.8925	0.8587
R3	0.8861	0.8761	0.8542
R2	0.8697	0.8697	0.8527
R1	0.8597	0.8597	0.8512	0.8565
PP	0.8533	0.8533	0.8533	0.8517
S1	0.8433	0.8433	0.8482	0.8401
S2	0.8369	0.8369	0.8467
S3	0.8205	0.8269	0.8452
S4	0.8041	0.8105	0.8407

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8633	0.8469	0.0164	1.9%	0.0055	0.7%	17%	False	True	26,475
10	0.8633	0.8469	0.0164	1.9%	0.0053	0.6%	17%	False	True	30,464
20	0.8795	0.8469	0.0326	3.8%	0.0058	0.7%	9%	False	True	36,848
40	0.8912	0.8469	0.0443	5.2%	0.0065	0.8%	6%	False	True	19,185
60	0.8987	0.8469	0.0518	6.1%	0.0065	0.8%	5%	False	True	12,877
80	0.9145	0.8469	0.0676	8.0%	0.0064	0.8%	4%	False	True	9,784
100	0.9205	0.8469	0.0736	8.7%	0.0056	0.7%	4%	False	True	7,839
120	0.9270	0.8469	0.0801	9.4%	0.0049	0.6%	3%	False	True	6,538

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.9173
2.618	0.8954
1.618	0.8820
1.000	0.8737
0.618	0.8686
HIGH	0.8603
0.618	0.8552
0.500	0.8536
0.382	0.8520
LOW	0.8469
0.618	0.8386
1.000	0.8335
1.618	0.8252
2.618	0.8118
4.250	0.7900

Fisher Pivots for day following 02-Jan-2015
Pivot	1 day	3 day
R1	0.8536	0.8551
PP	0.8523	0.8533
S1	0.8510	0.8515

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

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