CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 02-Feb-2015

Day Change Summary
	Previous	Current
	30-Jan-2015	02-Feb-2015	Change	Change %	Previous Week
Open	0.7919	0.7875	-0.0044	-0.6%	0.8031
High	0.7926	0.7959	0.0033	0.4%	0.8071
Low	0.7808	0.7825	0.0017	0.2%	0.7808
Close	0.7881	0.7941	0.0060	0.8%	0.7881
Range	0.0118	0.0134	0.0016	13.6%	0.0263
ATR	0.0083	0.0087	0.0004	4.4%	0.0000
Volume	95,022	85,192	-9,830	-10.3%	332,080

Daily Pivots for day following 02-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8310	0.8260	0.8015
R3	0.8176	0.8126	0.7978
R2	0.8042	0.8042	0.7966
R1	0.7992	0.7992	0.7953	0.8017
PP	0.7908	0.7908	0.7908	0.7921
S1	0.7858	0.7858	0.7929	0.7883
S2	0.7774	0.7774	0.7916
S3	0.7640	0.7724	0.7904
S4	0.7506	0.7590	0.7867

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%	0.0105	1.3%	51%	False	False	74,381
10	0.8359	0.7808	0.0551	6.9%	0.0105	1.3%	24%	False	False	72,965
20	0.8511	0.7808	0.0703	8.9%	0.0086	1.1%	19%	False	False	69,762
40	0.8795	0.7808	0.0987	12.4%	0.0072	0.9%	13%	False	False	53,305
60	0.8912	0.7808	0.1104	13.9%	0.0072	0.9%	12%	False	False	36,044
80	0.8987	0.7808	0.1179	14.8%	0.0070	0.9%	11%	False	False	27,098
100	0.9145	0.7808	0.1337	16.8%	0.0069	0.9%	10%	False	False	21,779
120	0.9205	0.7808	0.1397	17.6%	0.0061	0.8%	10%	False	False	18,159

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	0.0020
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8529
2.618	0.8310
1.618	0.8176
1.000	0.8093
0.618	0.8042
HIGH	0.7959
0.618	0.7908
0.500	0.7892
0.382	0.7876
LOW	0.7825
0.618	0.7742
1.000	0.7691
1.618	0.7608
2.618	0.7474
4.250	0.7256

Fisher Pivots for day following 02-Feb-2015
Pivot	1 day	3 day
R1	0.7925	0.7927
PP	0.7908	0.7912
S1	0.7892	0.7898

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

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