CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 06-Jan-2015

Day Change Summary
	Previous	Current
	05-Jan-2015	06-Jan-2015	Change	Change %	Previous Week
Open	0.8459	0.8488	0.0029	0.3%	0.8586
High	0.8502	0.8511	0.0009	0.1%	0.8633
Low	0.8451	0.8433	-0.0018	-0.2%	0.8469
Close	0.8490	0.8449	-0.0041	-0.5%	0.8497
Range	0.0051	0.0078	0.0027	52.9%	0.0164
ATR	0.0061	0.0062	0.0001	2.0%	0.0000
Volume	54,213	58,986	4,773	8.8%	125,602

Daily Pivots for day following 06-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8698	0.8652	0.8492
R3	0.8620	0.8574	0.8470
R2	0.8542	0.8542	0.8463
R1	0.8496	0.8496	0.8456	0.8480
PP	0.8464	0.8464	0.8464	0.8457
S1	0.8418	0.8418	0.8442	0.8402
S2	0.8386	0.8386	0.8435
S3	0.8308	0.8340	0.8428
S4	0.8230	0.8262	0.8406

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	0.8433	0.0200	2.4%	0.0070	0.8%	8%	False	True	43,218
10	0.8633	0.8433	0.0200	2.4%	0.0055	0.6%	8%	False	True	32,642
20	0.8752	0.8433	0.0319	3.8%	0.0059	0.7%	5%	False	True	41,909
40	0.8912	0.8433	0.0479	5.7%	0.0065	0.8%	3%	False	True	21,964
60	0.8955	0.8433	0.0522	6.2%	0.0064	0.8%	3%	False	True	14,752
80	0.9145	0.8433	0.0712	8.4%	0.0065	0.8%	2%	False	True	11,184
100	0.9205	0.8433	0.0772	9.1%	0.0057	0.7%	2%	False	True	8,970
120	0.9270	0.8433	0.0837	9.9%	0.0050	0.6%	2%	False	True	7,481

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8843
2.618	0.8715
1.618	0.8637
1.000	0.8589
0.618	0.8559
HIGH	0.8511
0.618	0.8481
0.500	0.8472
0.382	0.8463
LOW	0.8433
0.618	0.8385
1.000	0.8355
1.618	0.8307
2.618	0.8229
4.250	0.8102

Fisher Pivots for day following 06-Jan-2015
Pivot	1 day	3 day
R1	0.8472	0.8518
PP	0.8464	0.8495
S1	0.8457	0.8472

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

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