CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 07-Jan-2015

Day Change Summary
	Previous	Current
	06-Jan-2015	07-Jan-2015	Change	Change %	Previous Week
Open	0.8488	0.8434	-0.0054	-0.6%	0.8586
High	0.8511	0.8452	-0.0059	-0.7%	0.8633
Low	0.8433	0.8409	-0.0024	-0.3%	0.8469
Close	0.8449	0.8447	-0.0002	0.0%	0.8497
Range	0.0078	0.0043	-0.0035	-44.9%	0.0164
ATR	0.0062	0.0061	-0.0001	-2.2%	0.0000
Volume	58,986	67,609	8,623	14.6%	125,602

Daily Pivots for day following 07-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8565	0.8549	0.8471
R3	0.8522	0.8506	0.8459
R2	0.8479	0.8479	0.8455
R1	0.8463	0.8463	0.8451	0.8471
PP	0.8436	0.8436	0.8436	0.8440
S1	0.8420	0.8420	0.8443	0.8428
S2	0.8393	0.8393	0.8439
S3	0.8350	0.8377	0.8435
S4	0.8307	0.8334	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	0.8409	0.0224	2.7%	0.0071	0.8%	17%	False	True	51,723
10	0.8633	0.8409	0.0224	2.7%	0.0054	0.6%	17%	False	True	36,381
20	0.8752	0.8409	0.0343	4.1%	0.0059	0.7%	11%	False	True	44,637
40	0.8912	0.8409	0.0503	6.0%	0.0064	0.8%	8%	False	True	23,638
60	0.8955	0.8409	0.0546	6.5%	0.0064	0.8%	7%	False	True	15,875
80	0.9145	0.8409	0.0736	8.7%	0.0065	0.8%	5%	False	True	12,024
100	0.9205	0.8409	0.0796	9.4%	0.0058	0.7%	5%	False	True	9,646
120	0.9270	0.8409	0.0861	10.2%	0.0050	0.6%	4%	False	True	8,044

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8635
2.618	0.8565
1.618	0.8522
1.000	0.8495
0.618	0.8479
HIGH	0.8452
0.618	0.8436
0.500	0.8431
0.382	0.8425
LOW	0.8409
0.618	0.8382
1.000	0.8366
1.618	0.8339
2.618	0.8296
4.250	0.8226

Fisher Pivots for day following 07-Jan-2015
Pivot	1 day	3 day
R1	0.8442	0.8460
PP	0.8436	0.8456
S1	0.8431	0.8451

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

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