CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 09-Feb-2015

Day Change Summary
	Previous	Current
	06-Feb-2015	09-Feb-2015	Change	Change %	Previous Week
Open	0.8040	0.7977	-0.0063	-0.8%	0.7875
High	0.8070	0.8042	-0.0028	-0.3%	0.8090
Low	0.7965	0.7977	0.0012	0.2%	0.7825
Close	0.7976	0.8027	0.0051	0.6%	0.7976
Range	0.0105	0.0065	-0.0040	-38.1%	0.0265
ATR	0.0099	0.0096	-0.0002	-2.4%	0.0000
Volume	68,062	34,850	-33,212	-48.8%	426,271

Daily Pivots for day following 09-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8210	0.8184	0.8063
R3	0.8145	0.8119	0.8045
R2	0.8080	0.8080	0.8039
R1	0.8054	0.8054	0.8033	0.8067
PP	0.8015	0.8015	0.8015	0.8022
S1	0.7989	0.7989	0.8021	0.8002
S2	0.7950	0.7950	0.8015
S3	0.7885	0.7924	0.8009
S4	0.7820	0.7859	0.7991

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	0.7903	0.0187	2.3%	0.0122	1.5%	66%	False	False	75,185
10	0.8090	0.7808	0.0282	3.5%	0.0114	1.4%	78%	False	False	74,783
20	0.8460	0.7808	0.0652	8.1%	0.0103	1.3%	34%	False	False	74,053
40	0.8715	0.7808	0.0907	11.3%	0.0080	1.0%	24%	False	False	60,528
60	0.8912	0.7808	0.1104	13.8%	0.0076	1.0%	20%	False	False	42,241
80	0.8955	0.7808	0.1147	14.3%	0.0074	0.9%	19%	False	False	31,779
100	0.9145	0.7808	0.1337	16.7%	0.0072	0.9%	16%	False	False	25,520
120	0.9205	0.7808	0.1397	17.4%	0.0066	0.8%	16%	False	False	21,290

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8318
2.618	0.8212
1.618	0.8147
1.000	0.8107
0.618	0.8082
HIGH	0.8042
0.618	0.8017
0.500	0.8010
0.382	0.8002
LOW	0.7977
0.618	0.7937
1.000	0.7912
1.618	0.7872
2.618	0.7807
4.250	0.7701

Fisher Pivots for day following 09-Feb-2015
Pivot	1 day	3 day
R1	0.8021	0.8020
PP	0.8015	0.8012
S1	0.8010	0.8005

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

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