CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 13-Feb-2015

Day Change Summary
	Previous	Current
	12-Feb-2015	13-Feb-2015	Change	Change %	Previous Week
Open	0.7922	0.7991	0.0069	0.9%	0.7977
High	0.8035	0.8047	0.0012	0.1%	0.8047
Low	0.7904	0.7972	0.0068	0.9%	0.7871
Close	0.8008	0.8015	0.0007	0.1%	0.8015
Range	0.0131	0.0075	-0.0056	-42.7%	0.0176
ATR	0.0099	0.0097	-0.0002	-1.7%	0.0000
Volume	76,163	43,347	-32,816	-43.1%	270,905

Daily Pivots for day following 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8236	0.8201	0.8056
R3	0.8161	0.8126	0.8036
R2	0.8086	0.8086	0.8029
R1	0.8051	0.8051	0.8022	0.8069
PP	0.8011	0.8011	0.8011	0.8020
S1	0.7976	0.7976	0.8008	0.7994
S2	0.7936	0.7936	0.8001
S3	0.7861	0.7901	0.7994
S4	0.7786	0.7826	0.7974

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8506	0.8436	0.8112
R3	0.8330	0.8260	0.8063
R2	0.8154	0.8154	0.8047
R1	0.8084	0.8084	0.8031	0.8119
PP	0.7978	0.7978	0.7978	0.7995
S1	0.7908	0.7908	0.7999	0.7943
S2	0.7802	0.7802	0.7983
S3	0.7626	0.7732	0.7967
S4	0.7450	0.7556	0.7918

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8047	0.7871	0.0176	2.2%	0.0092	1.2%	82%	True	False	54,181
10	0.8090	0.7825	0.0265	3.3%	0.0114	1.4%	72%	False	False	69,717
20	0.8359	0.7808	0.0551	6.9%	0.0106	1.3%	38%	False	False	70,401
40	0.8633	0.7808	0.0825	10.3%	0.0083	1.0%	25%	False	False	60,181
60	0.8912	0.7808	0.1104	13.8%	0.0079	1.0%	19%	False	False	46,122
80	0.8955	0.7808	0.1147	14.3%	0.0075	0.9%	18%	False	False	34,717
100	0.9061	0.7808	0.1253	15.6%	0.0073	0.9%	17%	False	False	27,857
120	0.9205	0.7808	0.1397	17.4%	0.0069	0.9%	15%	False	False	23,255

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8366
2.618	0.8243
1.618	0.8168
1.000	0.8122
0.618	0.8093
HIGH	0.8047
0.618	0.8018
0.500	0.8010
0.382	0.8001
LOW	0.7972
0.618	0.7926
1.000	0.7897
1.618	0.7851
2.618	0.7776
4.250	0.7653

Fisher Pivots for day following 13-Feb-2015
Pivot	1 day	3 day
R1	0.8013	0.7996
PP	0.8011	0.7978
S1	0.8010	0.7959

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

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