CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 30-Jan-2015

Day Change Summary
	Previous	Current
	29-Jan-2015	30-Jan-2015	Change	Change %	Previous Week
Open	0.7973	0.7919	-0.0054	-0.7%	0.8031
High	0.7987	0.7926	-0.0061	-0.8%	0.8071
Low	0.7883	0.7808	-0.0075	-1.0%	0.7808
Close	0.7920	0.7881	-0.0039	-0.5%	0.7881
Range	0.0104	0.0118	0.0014	13.5%	0.0263
ATR	0.0080	0.0083	0.0003	3.4%	0.0000
Volume	69,958	95,022	25,064	35.8%	332,080

Daily Pivots for day following 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8226	0.8171	0.7946
R3	0.8108	0.8053	0.7913
R2	0.7990	0.7990	0.7903
R1	0.7935	0.7935	0.7892	0.7904
PP	0.7872	0.7872	0.7872	0.7856
S1	0.7817	0.7817	0.7870	0.7786
S2	0.7754	0.7754	0.7859
S3	0.7636	0.7699	0.7849
S4	0.7518	0.7581	0.7816

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8709	0.8558	0.8026
R3	0.8446	0.8295	0.7953
R2	0.8183	0.8183	0.7929
R1	0.8032	0.8032	0.7905	0.7976
PP	0.7920	0.7920	0.7920	0.7892
S1	0.7769	0.7769	0.7857	0.7713
S2	0.7657	0.7657	0.7833
S3	0.7394	0.7506	0.7809
S4	0.7131	0.7243	0.7736

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8071	0.7808	0.0263	3.3%	0.0089	1.1%	28%	False	True	66,416
10	0.8359	0.7808	0.0551	7.0%	0.0098	1.2%	13%	False	True	71,086
20	0.8603	0.7808	0.0795	10.1%	0.0086	1.1%	9%	False	True	67,993
40	0.8795	0.7808	0.0987	12.5%	0.0070	0.9%	7%	False	True	51,244
60	0.8912	0.7808	0.1104	14.0%	0.0071	0.9%	7%	False	True	34,629
80	0.8987	0.7808	0.1179	15.0%	0.0069	0.9%	6%	False	True	26,036
100	0.9145	0.7808	0.1337	17.0%	0.0068	0.9%	5%	False	True	20,928
120	0.9205	0.7808	0.1397	17.7%	0.0060	0.8%	5%	False	True	17,449

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	0.0016
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8428
2.618	0.8235
1.618	0.8117
1.000	0.8044
0.618	0.7999
HIGH	0.7926
0.618	0.7881
0.500	0.7867
0.382	0.7853
LOW	0.7808
0.618	0.7735
1.000	0.7690
1.618	0.7617
2.618	0.7499
4.250	0.7307

Fisher Pivots for day following 30-Jan-2015
Pivot	1 day	3 day
R1	0.7876	0.7935
PP	0.7872	0.7917
S1	0.7867	0.7899

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

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