CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 24-Feb-2015

Day Change Summary
	Previous	Current
	23-Feb-2015	24-Feb-2015	Change	Change %	Previous Week
Open	0.7976	0.7953	-0.0023	-0.3%	0.8026
High	0.7977	0.8011	0.0034	0.4%	0.8087
Low	0.7919	0.7895	-0.0024	-0.3%	0.7956
Close	0.7948	0.7994	0.0046	0.6%	0.7976
Range	0.0058	0.0116	0.0058	100.0%	0.0131
ATR	0.0090	0.0092	0.0002	2.1%	0.0000
Volume	62,653	90,301	27,648	44.1%	247,582

Daily Pivots for day following 24-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8315	0.8270	0.8058
R3	0.8199	0.8154	0.8026
R2	0.8083	0.8083	0.8015
R1	0.8038	0.8038	0.8005	0.8061
PP	0.7967	0.7967	0.7967	0.7978
S1	0.7922	0.7922	0.7983	0.7945
S2	0.7851	0.7851	0.7973
S3	0.7735	0.7806	0.7962
S4	0.7619	0.7690	0.7930

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	0.8073	0.7895	0.0178	2.2%	0.0079	1.0%	56%	False	True	67,411
10	0.8087	0.7871	0.0216	2.7%	0.0087	1.1%	57%	False	False	63,659
20	0.8090	0.7808	0.0282	3.5%	0.0100	1.3%	66%	False	False	69,221
40	0.8633	0.7808	0.0825	10.3%	0.0087	1.1%	23%	False	False	63,503
60	0.8883	0.7808	0.1075	13.4%	0.0080	1.0%	17%	False	False	52,692
80	0.8955	0.7808	0.1147	14.3%	0.0077	1.0%	16%	False	False	39,711
100	0.8995	0.7808	0.1187	14.8%	0.0075	0.9%	16%	False	False	31,848
120	0.9187	0.7808	0.1379	17.3%	0.0071	0.9%	13%	False	False	26,590

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8504
2.618	0.8315
1.618	0.8199
1.000	0.8127
0.618	0.8083
HIGH	0.8011
0.618	0.7967
0.500	0.7953
0.382	0.7939
LOW	0.7895
0.618	0.7823
1.000	0.7779
1.618	0.7707
2.618	0.7591
4.250	0.7402

Fisher Pivots for day following 24-Feb-2015
Pivot	1 day	3 day
R1	0.7980	0.7986
PP	0.7967	0.7979
S1	0.7953	0.7971

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

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