CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 26-Jan-2015

Day Change Summary
	Previous	Current
	23-Jan-2015	26-Jan-2015	Change	Change %	Previous Week
Open	0.8063	0.8031	-0.0032	-0.4%	0.8337
High	0.8084	0.8055	-0.0029	-0.4%	0.8359
Low	0.8020	0.8000	-0.0020	-0.2%	0.8020
Close	0.8041	0.8025	-0.0016	-0.2%	0.8041
Range	0.0064	0.0055	-0.0009	-14.1%	0.0339
ATR	0.0078	0.0077	-0.0002	-2.1%	0.0000
Volume	57,843	45,366	-12,477	-21.6%	312,386

Daily Pivots for day following 26-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8192	0.8163	0.8055
R3	0.8137	0.8108	0.8040
R2	0.8082	0.8082	0.8035
R1	0.8053	0.8053	0.8030	0.8040
PP	0.8027	0.8027	0.8027	0.8020
S1	0.7998	0.7998	0.8020	0.7985
S2	0.7972	0.7972	0.8015
S3	0.7917	0.7943	0.8010
S4	0.7862	0.7888	0.7995

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	0.8000	0.0359	4.5%	0.0104	1.3%	7%	False	True	71,550
10	0.8460	0.8000	0.0460	5.7%	0.0093	1.2%	5%	False	True	73,324
20	0.8633	0.8000	0.0633	7.9%	0.0074	0.9%	4%	False	True	57,785
40	0.8883	0.8000	0.0883	11.0%	0.0070	0.9%	3%	False	True	44,427
60	0.8955	0.8000	0.0955	11.9%	0.0069	0.9%	3%	False	True	29,875
80	0.8995	0.8000	0.0995	12.4%	0.0068	0.9%	3%	False	True	22,504
100	0.9187	0.8000	0.1187	14.8%	0.0066	0.8%	2%	False	True	18,064
120	0.9205	0.8000	0.1205	15.0%	0.0058	0.7%	2%	False	True	15,062

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	0.0019
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8289
2.618	0.8199
1.618	0.8144
1.000	0.8110
0.618	0.8089
HIGH	0.8055
0.618	0.8034
0.500	0.8028
0.382	0.8021
LOW	0.8000
0.618	0.7966
1.000	0.7945
1.618	0.7911
2.618	0.7856
4.250	0.7766

Fisher Pivots for day following 26-Jan-2015
Pivot	1 day	3 day
R1	0.8028	0.8058
PP	0.8027	0.8047
S1	0.8026	0.8036

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

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