CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 04-Feb-2015

Day Change Summary
	Previous	Current
	03-Feb-2015	04-Feb-2015	Change	Change %	Previous Week
Open	0.7948	0.8043	0.0095	1.2%	0.8031
High	0.8090	0.8065	-0.0025	-0.3%	0.8071
Low	0.7903	0.7936	0.0033	0.4%	0.7808
Close	0.8052	0.7954	-0.0098	-1.2%	0.7881
Range	0.0187	0.0129	-0.0058	-31.0%	0.0263
ATR	0.0094	0.0096	0.0003	2.7%	0.0000
Volume	115,698	89,488	-26,210	-22.7%	332,080

Daily Pivots for day following 04-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8372	0.8292	0.8025
R3	0.8243	0.8163	0.7989
R2	0.8114	0.8114	0.7978
R1	0.8034	0.8034	0.7966	0.8010
PP	0.7985	0.7985	0.7985	0.7973
S1	0.7905	0.7905	0.7942	0.7881
S2	0.7856	0.7856	0.7930
S3	0.7727	0.7776	0.7919
S4	0.7598	0.7647	0.7883

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	0.8090	0.7808	0.0282	3.5%	0.0134	1.7%	52%	False	False	91,071
10	0.8115	0.7808	0.0307	3.9%	0.0103	1.3%	48%	False	False	74,807
20	0.8463	0.7808	0.0655	8.2%	0.0095	1.2%	22%	False	False	74,361
40	0.8752	0.7808	0.0944	11.9%	0.0077	1.0%	15%	False	False	58,135
60	0.8912	0.7808	0.1104	13.9%	0.0075	0.9%	13%	False	False	39,430
80	0.8955	0.7808	0.1147	14.4%	0.0072	0.9%	13%	False	False	29,654
100	0.9145	0.7808	0.1337	16.8%	0.0071	0.9%	11%	False	False	23,819
120	0.9205	0.7808	0.1397	17.6%	0.0064	0.8%	10%	False	False	19,869

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8613
2.618	0.8403
1.618	0.8274
1.000	0.8194
0.618	0.8145
HIGH	0.8065
0.618	0.8016
0.500	0.8001
0.382	0.7985
LOW	0.7936
0.618	0.7856
1.000	0.7807
1.618	0.7727
2.618	0.7598
4.250	0.7388

Fisher Pivots for day following 04-Feb-2015
Pivot	1 day	3 day
R1	0.8001	0.7958
PP	0.7985	0.7956
S1	0.7970	0.7955

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

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