CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 29-Jan-2015

Day Change Summary
	Previous	Current
	28-Jan-2015	29-Jan-2015	Change	Change %	Previous Week
Open	0.8061	0.7973	-0.0088	-1.1%	0.8337
High	0.8062	0.7987	-0.0075	-0.9%	0.8359
Low	0.7970	0.7883	-0.0087	-1.1%	0.8020
Close	0.7995	0.7920	-0.0075	-0.9%	0.8041
Range	0.0092	0.0104	0.0012	13.0%	0.0339
ATR	0.0078	0.0080	0.0002	3.1%	0.0000
Volume	62,223	69,958	7,735	12.4%	312,386

Daily Pivots for day following 29-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8242	0.8185	0.7977
R3	0.8138	0.8081	0.7949
R2	0.8034	0.8034	0.7939
R1	0.7977	0.7977	0.7930	0.7954
PP	0.7930	0.7930	0.7930	0.7918
S1	0.7873	0.7873	0.7910	0.7850
S2	0.7826	0.7826	0.7901
S3	0.7722	0.7769	0.7891
S4	0.7618	0.7665	0.7863

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	0.8084	0.7883	0.0201	2.5%	0.0079	1.0%	18%	False	True	58,980
10	0.8460	0.7883	0.0577	7.3%	0.0099	1.3%	6%	False	True	73,828
20	0.8633	0.7883	0.0750	9.5%	0.0082	1.0%	5%	False	True	64,641
40	0.8813	0.7883	0.0930	11.7%	0.0069	0.9%	4%	False	True	48,984
60	0.8912	0.7883	0.1029	13.0%	0.0070	0.9%	4%	False	True	33,052
80	0.8987	0.7883	0.1104	13.9%	0.0069	0.9%	3%	False	True	24,852
100	0.9145	0.7883	0.1262	15.9%	0.0067	0.9%	3%	False	True	19,978
120	0.9205	0.7883	0.1322	16.7%	0.0060	0.8%	3%	False	True	16,659

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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8429
2.618	0.8259
1.618	0.8155
1.000	0.8091
0.618	0.8051
HIGH	0.7987
0.618	0.7947
0.500	0.7935
0.382	0.7923
LOW	0.7883
0.618	0.7819
1.000	0.7779
1.618	0.7715
2.618	0.7611
4.250	0.7441

Fisher Pivots for day following 29-Jan-2015
Pivot	1 day	3 day
R1	0.7935	0.7977
PP	0.7930	0.7958
S1	0.7925	0.7939

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

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