CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 06-Feb-2015

Day Change Summary
	Previous	Current
	05-Feb-2015	06-Feb-2015	Change	Change %	Previous Week
Open	0.7949	0.8040	0.0091	1.1%	0.7875
High	0.8064	0.8070	0.0006	0.1%	0.8090
Low	0.7940	0.7965	0.0025	0.3%	0.7825
Close	0.8033	0.7976	-0.0057	-0.7%	0.7976
Range	0.0124	0.0105	-0.0019	-15.3%	0.0265
ATR	0.0098	0.0099	0.0000	0.5%	0.0000
Volume	67,831	68,062	231	0.3%	426,271

Daily Pivots for day following 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8319	0.8252	0.8034
R3	0.8214	0.8147	0.8005
R2	0.8109	0.8109	0.7995
R1	0.8042	0.8042	0.7986	0.8023
PP	0.8004	0.8004	0.8004	0.7994
S1	0.7937	0.7937	0.7966	0.7918
S2	0.7899	0.7899	0.7957
S3	0.7794	0.7832	0.7947
S4	0.7689	0.7727	0.7918

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8759	0.8632	0.8122
R3	0.8494	0.8367	0.8049
R2	0.8229	0.8229	0.8025
R1	0.8102	0.8102	0.8000	0.8166
PP	0.7964	0.7964	0.7964	0.7995
S1	0.7837	0.7837	0.7952	0.7901
S2	0.7699	0.7699	0.7927
S3	0.7434	0.7572	0.7903
S4	0.7169	0.7307	0.7830

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8090	0.7825	0.0265	3.3%	0.0136	1.7%	57%	False	False	85,254
10	0.8090	0.7808	0.0282	3.5%	0.0113	1.4%	60%	False	False	75,835
20	0.8460	0.7808	0.0652	8.2%	0.0103	1.3%	26%	False	False	75,579
40	0.8725	0.7808	0.0917	11.5%	0.0080	1.0%	18%	False	False	60,662
60	0.8912	0.7808	0.1104	13.8%	0.0076	1.0%	15%	False	False	41,665
80	0.8955	0.7808	0.1147	14.4%	0.0074	0.9%	15%	False	False	31,346
100	0.9145	0.7808	0.1337	16.8%	0.0072	0.9%	13%	False	False	25,173
120	0.9205	0.7808	0.1397	17.5%	0.0065	0.8%	12%	False	False	21,001

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8516
2.618	0.8345
1.618	0.8240
1.000	0.8175
0.618	0.8135
HIGH	0.8070
0.618	0.8030
0.500	0.8018
0.382	0.8005
LOW	0.7965
0.618	0.7900
1.000	0.7860
1.618	0.7795
2.618	0.7690
4.250	0.7519

Fisher Pivots for day following 06-Feb-2015
Pivot	1 day	3 day
R1	0.8018	0.8003
PP	0.8004	0.7994
S1	0.7990	0.7985

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

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