CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 18-Feb-2015

Day Change Summary
	Previous	Current
	17-Feb-2015	18-Feb-2015	Change	Change %	Previous Week
Open	0.8026	0.8067	0.0041	0.5%	0.7977
High	0.8087	0.8073	-0.0014	-0.2%	0.8047
Low	0.8007	0.8018	0.0011	0.1%	0.7871
Close	0.8072	0.8045	-0.0027	-0.3%	0.8015
Range	0.0080	0.0055	-0.0025	-31.3%	0.0176
ATR	0.0096	0.0093	-0.0003	-3.0%	0.0000
Volume	63,479	53,540	-9,939	-15.7%	270,905

Daily Pivots for day following 18-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8210	0.8183	0.8075
R3	0.8155	0.8128	0.8060
R2	0.8100	0.8100	0.8055
R1	0.8073	0.8073	0.8050	0.8059
PP	0.8045	0.8045	0.8045	0.8039
S1	0.8018	0.8018	0.8040	0.8004
S2	0.7990	0.7990	0.8035
S3	0.7935	0.7963	0.8030
S4	0.7880	0.7908	0.8015

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%	0.0084	1.0%	81%	False	False	59,346
10	0.8087	0.7871	0.0216	2.7%	0.0095	1.2%	81%	False	False	61,330
20	0.8279	0.7808	0.0471	5.9%	0.0104	1.3%	50%	False	False	68,977
40	0.8633	0.7808	0.0825	10.3%	0.0083	1.0%	29%	False	False	59,406
60	0.8912	0.7808	0.1104	13.7%	0.0079	1.0%	21%	False	False	48,052
80	0.8955	0.7808	0.1147	14.3%	0.0075	0.9%	21%	False	False	36,177
100	0.8995	0.7808	0.1187	14.8%	0.0073	0.9%	20%	False	False	29,022
120	0.9205	0.7808	0.1397	17.4%	0.0070	0.9%	17%	False	False	24,230

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	0.0014
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.8307
2.618	0.8217
1.618	0.8162
1.000	0.8128
0.618	0.8107
HIGH	0.8073
0.618	0.8052
0.500	0.8046
0.382	0.8039
LOW	0.8018
0.618	0.7984
1.000	0.7963
1.618	0.7929
2.618	0.7874
4.250	0.7784

Fisher Pivots for day following 18-Feb-2015
Pivot	1 day	3 day
R1	0.8046	0.8040
PP	0.8045	0.8035
S1	0.8045	0.8030

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

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