CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 09-Jan-2015

Day Change Summary
	Previous	Current
	08-Jan-2015	09-Jan-2015	Change	Change %	Previous Week
Open	0.8448	0.8435	-0.0013	-0.2%	0.8459
High	0.8463	0.8460	-0.0003	0.0%	0.8511
Low	0.8430	0.8398	-0.0032	-0.4%	0.8398
Close	0.8432	0.8420	-0.0012	-0.1%	0.8420
Range	0.0033	0.0062	0.0029	87.9%	0.0113
ATR	0.0059	0.0059	0.0000	0.4%	0.0000
Volume	43,916	65,367	21,451	48.8%	290,091

Daily Pivots for day following 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8612	0.8578	0.8454
R3	0.8550	0.8516	0.8437
R2	0.8488	0.8488	0.8431
R1	0.8454	0.8454	0.8426	0.8440
PP	0.8426	0.8426	0.8426	0.8419
S1	0.8392	0.8392	0.8414	0.8378
S2	0.8364	0.8364	0.8409
S3	0.8302	0.8330	0.8403
S4	0.8240	0.8268	0.8386

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8782	0.8714	0.8482
R3	0.8669	0.8601	0.8451
R2	0.8556	0.8556	0.8441
R1	0.8488	0.8488	0.8430	0.8466
PP	0.8443	0.8443	0.8443	0.8432
S1	0.8375	0.8375	0.8410	0.8353
S2	0.8330	0.8330	0.8399
S3	0.8217	0.8262	0.8389
S4	0.8104	0.8149	0.8358

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8511	0.8398	0.0113	1.3%	0.0053	0.6%	19%	False	True	58,018
10	0.8633	0.8398	0.0235	2.8%	0.0054	0.6%	9%	False	True	42,246
20	0.8715	0.8398	0.0317	3.8%	0.0057	0.7%	7%	False	True	47,002
40	0.8912	0.8398	0.0514	6.1%	0.0063	0.7%	4%	False	True	26,334
60	0.8955	0.8398	0.0557	6.6%	0.0064	0.8%	4%	False	True	17,687
80	0.9145	0.8398	0.0747	8.9%	0.0065	0.8%	3%	False	True	13,386
100	0.9205	0.8398	0.0807	9.6%	0.0059	0.7%	3%	False	True	10,738
120	0.9270	0.8398	0.0872	10.4%	0.0051	0.6%	3%	False	True	8,953

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8724
2.618	0.8622
1.618	0.8560
1.000	0.8522
0.618	0.8498
HIGH	0.8460
0.618	0.8436
0.500	0.8429
0.382	0.8422
LOW	0.8398
0.618	0.8360
1.000	0.8336
1.618	0.8298
2.618	0.8236
4.250	0.8135

Fisher Pivots for day following 09-Jan-2015
Pivot	1 day	3 day
R1	0.8429	0.8431
PP	0.8426	0.8427
S1	0.8423	0.8424

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

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