CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 23-Feb-2015

Day Change Summary
	Previous	Current
	20-Feb-2015	23-Feb-2015	Change	Change %	Previous Week
Open	0.7999	0.7976	-0.0023	-0.3%	0.8026
High	0.8047	0.7977	-0.0070	-0.9%	0.8087
Low	0.7956	0.7919	-0.0037	-0.5%	0.7956
Close	0.7976	0.7948	-0.0028	-0.4%	0.7976
Range	0.0091	0.0058	-0.0033	-36.3%	0.0131
ATR	0.0092	0.0090	-0.0002	-2.6%	0.0000
Volume	69,729	62,653	-7,076	-10.1%	247,582

Daily Pivots for day following 23-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8122	0.8093	0.7980
R3	0.8064	0.8035	0.7964
R2	0.8006	0.8006	0.7959
R1	0.7977	0.7977	0.7953	0.7963
PP	0.7948	0.7948	0.7948	0.7941
S1	0.7919	0.7919	0.7943	0.7905
S2	0.7890	0.7890	0.7937
S3	0.7832	0.7861	0.7932
S4	0.7774	0.7803	0.7916

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8399	0.8319	0.8048
R3	0.8268	0.8188	0.8012
R2	0.8137	0.8137	0.8000
R1	0.8057	0.8057	0.7988	0.8032
PP	0.8006	0.8006	0.8006	0.7994
S1	0.7926	0.7926	0.7964	0.7901
S2	0.7875	0.7875	0.7952
S3	0.7744	0.7795	0.7940
S4	0.7613	0.7664	0.7904

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8087	0.7919	0.0168	2.1%	0.0072	0.9%	17%	False	True	62,047
10	0.8087	0.7871	0.0216	2.7%	0.0082	1.0%	36%	False	False	58,114
20	0.8090	0.7808	0.0282	3.5%	0.0097	1.2%	50%	False	False	66,974
40	0.8633	0.7808	0.0825	10.4%	0.0085	1.1%	17%	False	False	61,635
60	0.8883	0.7808	0.1075	13.5%	0.0079	1.0%	13%	False	False	51,214
80	0.8955	0.7808	0.1147	14.4%	0.0076	1.0%	12%	False	False	38,583
100	0.8995	0.7808	0.1187	14.9%	0.0074	0.9%	12%	False	False	30,947
120	0.9187	0.7808	0.1379	17.4%	0.0071	0.9%	10%	False	False	25,837

Crabel Price Patterns
NR	True
NR4	False
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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8224
2.618	0.8129
1.618	0.8071
1.000	0.8035
0.618	0.8013
HIGH	0.7977
0.618	0.7955
0.500	0.7948
0.382	0.7941
LOW	0.7919
0.618	0.7883
1.000	0.7861
1.618	0.7825
2.618	0.7767
4.250	0.7673

Fisher Pivots for day following 23-Feb-2015
Pivot	1 day	3 day
R1	0.7948	0.7983
PP	0.7948	0.7971
S1	0.7948	0.7960

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

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