CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 28-Jan-2015

Day Change Summary
	Previous	Current
	27-Jan-2015	28-Jan-2015	Change	Change %	Previous Week
Open	0.8010	0.8061	0.0051	0.6%	0.8337
High	0.8071	0.8062	-0.0009	-0.1%	0.8359
Low	0.7993	0.7970	-0.0023	-0.3%	0.8020
Close	0.8061	0.7995	-0.0066	-0.8%	0.8041
Range	0.0078	0.0092	0.0014	17.9%	0.0339
ATR	0.0077	0.0078	0.0001	1.4%	0.0000
Volume	59,511	62,223	2,712	4.6%	312,386

Daily Pivots for day following 28-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8285	0.8232	0.8046
R3	0.8193	0.8140	0.8020
R2	0.8101	0.8101	0.8012
R1	0.8048	0.8048	0.8003	0.8029
PP	0.8009	0.8009	0.8009	0.7999
S1	0.7956	0.7956	0.7987	0.7937
S2	0.7917	0.7917	0.7978
S3	0.7825	0.7864	0.7970
S4	0.7733	0.7772	0.7944

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	0.8115	0.7970	0.0145	1.8%	0.0072	0.9%	17%	False	True	58,543
10	0.8460	0.7970	0.0490	6.1%	0.0095	1.2%	5%	False	True	73,680
20	0.8633	0.7970	0.0663	8.3%	0.0079	1.0%	4%	False	True	62,398
40	0.8815	0.7970	0.0845	10.6%	0.0069	0.9%	3%	False	True	47,346
60	0.8912	0.7970	0.0942	11.8%	0.0070	0.9%	3%	False	True	31,888
80	0.8987	0.7970	0.1017	12.7%	0.0069	0.9%	2%	False	True	23,985
100	0.9145	0.7970	0.1175	14.7%	0.0066	0.8%	2%	False	True	19,278
120	0.9205	0.7970	0.1235	15.4%	0.0059	0.7%	2%	False	True	16,076

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8453
2.618	0.8303
1.618	0.8211
1.000	0.8154
0.618	0.8119
HIGH	0.8062
0.618	0.8027
0.500	0.8016
0.382	0.8005
LOW	0.7970
0.618	0.7913
1.000	0.7878
1.618	0.7821
2.618	0.7729
4.250	0.7579

Fisher Pivots for day following 28-Jan-2015
Pivot	1 day	3 day
R1	0.8016	0.8021
PP	0.8009	0.8012
S1	0.8002	0.8004

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

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