CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 23-Jan-2015

Day Change Summary
	Previous	Current
	22-Jan-2015	23-Jan-2015	Change	Change %	Previous Week
Open	0.8103	0.8063	-0.0040	-0.5%	0.8337
High	0.8115	0.8084	-0.0031	-0.4%	0.8359
Low	0.8045	0.8020	-0.0025	-0.3%	0.8020
Close	0.8080	0.8041	-0.0039	-0.5%	0.8041
Range	0.0070	0.0064	-0.0006	-8.6%	0.0339
ATR	0.0079	0.0078	-0.0001	-1.4%	0.0000
Volume	67,772	57,843	-9,929	-14.7%	312,386

Daily Pivots for day following 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8240	0.8205	0.8076
R3	0.8176	0.8141	0.8059
R2	0.8112	0.8112	0.8053
R1	0.8077	0.8077	0.8047	0.8063
PP	0.8048	0.8048	0.8048	0.8041
S1	0.8013	0.8013	0.8035	0.7999
S2	0.7984	0.7984	0.8029
S3	0.7920	0.7949	0.8023
S4	0.7856	0.7885	0.8006

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9157	0.8938	0.8227
R3	0.8818	0.8599	0.8134
R2	0.8479	0.8479	0.8103
R1	0.8260	0.8260	0.8072	0.8200
PP	0.8140	0.8140	0.8140	0.8110
S1	0.7921	0.7921	0.8010	0.7861
S2	0.7801	0.7801	0.7979
S3	0.7462	0.7582	0.7948
S4	0.7123	0.7243	0.7855

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8359	0.8020	0.0339	4.2%	0.0106	1.3%	6%	False	True	75,756
10	0.8460	0.8020	0.0440	5.5%	0.0093	1.2%	5%	False	True	75,324
20	0.8633	0.8020	0.0613	7.6%	0.0073	0.9%	3%	False	True	56,296
40	0.8883	0.8020	0.0863	10.7%	0.0070	0.9%	2%	False	True	43,335
60	0.8955	0.8020	0.0935	11.6%	0.0069	0.9%	2%	False	True	29,120
80	0.8995	0.8020	0.0975	12.1%	0.0068	0.9%	2%	False	True	21,941
100	0.9187	0.8020	0.1167	14.5%	0.0065	0.8%	2%	False	True	17,610
120	0.9205	0.8020	0.1185	14.7%	0.0057	0.7%	2%	False	True	14,684

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8356
2.618	0.8252
1.618	0.8188
1.000	0.8148
0.618	0.8124
HIGH	0.8084
0.618	0.8060
0.500	0.8052
0.382	0.8044
LOW	0.8020
0.618	0.7980
1.000	0.7956
1.618	0.7916
2.618	0.7852
4.250	0.7748

Fisher Pivots for day following 23-Jan-2015
Pivot	1 day	3 day
R1	0.8052	0.8150
PP	0.8048	0.8113
S1	0.8045	0.8077

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

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