CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 08-Jan-2015

Day Change Summary
	Previous	Current
	07-Jan-2015	08-Jan-2015	Change	Change %	Previous Week
Open	0.8434	0.8448	0.0014	0.2%	0.8586
High	0.8452	0.8463	0.0011	0.1%	0.8633
Low	0.8409	0.8430	0.0021	0.2%	0.8469
Close	0.8447	0.8432	-0.0015	-0.2%	0.8497
Range	0.0043	0.0033	-0.0010	-23.3%	0.0164
ATR	0.0061	0.0059	-0.0002	-3.3%	0.0000
Volume	67,609	43,916	-23,693	-35.0%	125,602

Daily Pivots for day following 08-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8541	0.8519	0.8450
R3	0.8508	0.8486	0.8441
R2	0.8475	0.8475	0.8438
R1	0.8453	0.8453	0.8435	0.8448
PP	0.8442	0.8442	0.8442	0.8439
S1	0.8420	0.8420	0.8429	0.8415
S2	0.8409	0.8409	0.8426
S3	0.8376	0.8387	0.8423
S4	0.8343	0.8354	0.8414

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	0.8603	0.8409	0.0194	2.3%	0.0068	0.8%	12%	False	False	54,909
10	0.8633	0.8409	0.0224	2.7%	0.0052	0.6%	10%	False	False	37,269
20	0.8725	0.8409	0.0316	3.7%	0.0057	0.7%	7%	False	False	45,745
40	0.8912	0.8409	0.0503	6.0%	0.0063	0.7%	5%	False	False	24,708
60	0.8955	0.8409	0.0546	6.5%	0.0064	0.8%	4%	False	False	16,601
80	0.9145	0.8409	0.0736	8.7%	0.0065	0.8%	3%	False	False	12,571
100	0.9205	0.8409	0.0796	9.4%	0.0058	0.7%	3%	False	False	10,085
120	0.9270	0.8409	0.0861	10.2%	0.0050	0.6%	3%	False	False	8,409

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8603
2.618	0.8549
1.618	0.8516
1.000	0.8496
0.618	0.8483
HIGH	0.8463
0.618	0.8450
0.500	0.8447
0.382	0.8443
LOW	0.8430
0.618	0.8410
1.000	0.8397
1.618	0.8377
2.618	0.8344
4.250	0.8290

Fisher Pivots for day following 08-Jan-2015
Pivot	1 day	3 day
R1	0.8447	0.8460
PP	0.8442	0.8451
S1	0.8437	0.8441

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

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