CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 05-Jan-2015

Day Change Summary
	Previous	Current
	02-Jan-2015	05-Jan-2015	Change	Change %	Previous Week
Open	0.8603	0.8459	-0.0144	-1.7%	0.8586
High	0.8603	0.8502	-0.0101	-1.2%	0.8633
Low	0.8469	0.8451	-0.0018	-0.2%	0.8469
Close	0.8497	0.8490	-0.0007	-0.1%	0.8497
Range	0.0134	0.0051	-0.0083	-61.9%	0.0164
ATR	0.0062	0.0061	-0.0001	-1.3%	0.0000
Volume	49,821	54,213	4,392	8.8%	125,602

Daily Pivots for day following 05-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8634	0.8613	0.8518
R3	0.8583	0.8562	0.8504
R2	0.8532	0.8532	0.8499
R1	0.8511	0.8511	0.8495	0.8522
PP	0.8481	0.8481	0.8481	0.8486
S1	0.8460	0.8460	0.8485	0.8471
S2	0.8430	0.8430	0.8481
S3	0.8379	0.8409	0.8476
S4	0.8328	0.8358	0.8462

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	0.8451	0.0182	2.1%	0.0061	0.7%	21%	False	True	35,963
10	0.8633	0.8451	0.0182	2.1%	0.0052	0.6%	21%	False	True	30,620
20	0.8762	0.8451	0.0311	3.7%	0.0058	0.7%	13%	False	True	39,276
40	0.8912	0.8451	0.0461	5.4%	0.0064	0.8%	8%	False	True	20,501
60	0.8987	0.8451	0.0536	6.3%	0.0064	0.8%	7%	False	True	13,777
80	0.9145	0.8451	0.0694	8.2%	0.0065	0.8%	6%	False	True	10,460
100	0.9205	0.8451	0.0754	8.9%	0.0057	0.7%	5%	False	True	8,381
120	0.9270	0.8451	0.0819	9.6%	0.0049	0.6%	5%	False	True	6,990

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8719
2.618	0.8636
1.618	0.8585
1.000	0.8553
0.618	0.8534
HIGH	0.8502
0.618	0.8483
0.500	0.8477
0.382	0.8470
LOW	0.8451
0.618	0.8419
1.000	0.8400
1.618	0.8368
2.618	0.8317
4.250	0.8234

Fisher Pivots for day following 05-Jan-2015
Pivot	1 day	3 day
R1	0.8486	0.8542
PP	0.8481	0.8525
S1	0.8477	0.8507

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

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