CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 17-Feb-2015

Day Change Summary
	Previous	Current
	13-Feb-2015	17-Feb-2015	Change	Change %	Previous Week
Open	0.7991	0.8026	0.0035	0.4%	0.7977
High	0.8047	0.8087	0.0040	0.5%	0.8047
Low	0.7972	0.8007	0.0035	0.4%	0.7871
Close	0.8015	0.8072	0.0057	0.7%	0.8015
Range	0.0075	0.0080	0.0005	6.7%	0.0176
ATR	0.0097	0.0096	-0.0001	-1.3%	0.0000
Volume	43,347	63,479	20,132	46.4%	270,905

Daily Pivots for day following 17-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8295	0.8264	0.8116
R3	0.8215	0.8184	0.8094
R2	0.8135	0.8135	0.8087
R1	0.8104	0.8104	0.8079	0.8120
PP	0.8055	0.8055	0.8055	0.8063
S1	0.8024	0.8024	0.8065	0.8040
S2	0.7975	0.7975	0.8057
S3	0.7895	0.7944	0.8050
S4	0.7815	0.7864	0.8028

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	0.8087	0.7871	0.0216	2.7%	0.0095	1.2%	93%	True	False	59,906
10	0.8090	0.7871	0.0219	2.7%	0.0109	1.3%	92%	False	False	67,546
20	0.8359	0.7808	0.0551	6.8%	0.0107	1.3%	48%	False	False	70,256
40	0.8633	0.7808	0.0825	10.2%	0.0083	1.0%	32%	False	False	59,383
60	0.8912	0.7808	0.1104	13.7%	0.0079	1.0%	24%	False	False	47,168
80	0.8955	0.7808	0.1147	14.2%	0.0075	0.9%	23%	False	False	35,509
100	0.9008	0.7808	0.1200	14.9%	0.0073	0.9%	22%	False	False	28,489
120	0.9205	0.7808	0.1397	17.3%	0.0069	0.9%	19%	False	False	23,784

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8427
2.618	0.8296
1.618	0.8216
1.000	0.8167
0.618	0.8136
HIGH	0.8087
0.618	0.8056
0.500	0.8047
0.382	0.8038
LOW	0.8007
0.618	0.7958
1.000	0.7927
1.618	0.7878
2.618	0.7798
4.250	0.7667

Fisher Pivots for day following 17-Feb-2015
Pivot	1 day	3 day
R1	0.8064	0.8047
PP	0.8055	0.8021
S1	0.8047	0.7996

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

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