CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 21-Jan-2015

Day Change Summary
	Previous	Current
	20-Jan-2015	21-Jan-2015	Change	Change %	Previous Week
Open	0.8337	0.8250	-0.0087	-1.0%	0.8425
High	0.8359	0.8279	-0.0080	-1.0%	0.8460
Low	0.8244	0.8063	-0.0181	-2.2%	0.8290
Close	0.8256	0.8089	-0.0167	-2.0%	0.8348
Range	0.0115	0.0216	0.0101	87.8%	0.0170
ATR	0.0070	0.0080	0.0010	15.0%	0.0000
Volume	79,118	107,653	28,535	36.1%	375,492

Daily Pivots for day following 21-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8792	0.8656	0.8208
R3	0.8576	0.8440	0.8148
R2	0.8360	0.8360	0.8129
R1	0.8224	0.8224	0.8109	0.8184
PP	0.8144	0.8144	0.8144	0.8124
S1	0.8008	0.8008	0.8069	0.7968
S2	0.7928	0.7928	0.8049
S3	0.7712	0.7792	0.8030
S4	0.7496	0.7576	0.7970

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8876	0.8782	0.8442
R3	0.8706	0.8612	0.8395
R2	0.8536	0.8536	0.8379
R1	0.8442	0.8442	0.8364	0.8404
PP	0.8366	0.8366	0.8366	0.8347
S1	0.8272	0.8272	0.8332	0.8234
S2	0.8196	0.8196	0.8317
S3	0.8026	0.8102	0.8301
S4	0.7856	0.7932	0.8255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8460	0.8063	0.0397	4.9%	0.0118	1.5%	7%	False	True	88,818
10	0.8463	0.8063	0.0400	4.9%	0.0088	1.1%	7%	False	True	73,915
20	0.8633	0.8063	0.0570	7.0%	0.0071	0.9%	5%	False	True	53,278
40	0.8912	0.8063	0.0849	10.5%	0.0071	0.9%	3%	False	True	40,265
60	0.8955	0.8063	0.0892	11.0%	0.0068	0.8%	3%	False	True	27,032
80	0.8995	0.8063	0.0932	11.5%	0.0068	0.8%	3%	False	True	20,377
100	0.9205	0.8063	0.1142	14.1%	0.0064	0.8%	2%	False	True	16,356
120	0.9205	0.8063	0.1142	14.1%	0.0056	0.7%	2%	False	True	13,637

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 185 trading days

Fibonacci Retracements and Extensions
4.250	0.9197
2.618	0.8844
1.618	0.8628
1.000	0.8495
0.618	0.8412
HIGH	0.8279
0.618	0.8196
0.500	0.8171
0.382	0.8146
LOW	0.8063
0.618	0.7930
1.000	0.7847
1.618	0.7714
2.618	0.7498
4.250	0.7145

Fisher Pivots for day following 21-Jan-2015
Pivot	1 day	3 day
R1	0.8171	0.8211
PP	0.8144	0.8170
S1	0.8116	0.8130

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

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