CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 26-Feb-2015

Day Change Summary
	Previous	Current
	25-Feb-2015	26-Feb-2015	Change	Change %	Previous Week
Open	0.8001	0.8038	0.0037	0.5%	0.8026
High	0.8061	0.8070	0.0009	0.1%	0.8087
Low	0.7999	0.7975	-0.0024	-0.3%	0.7956
Close	0.8044	0.7978	-0.0066	-0.8%	0.7976
Range	0.0062	0.0095	0.0033	53.2%	0.0131
ATR	0.0090	0.0090	0.0000	0.4%	0.0000
Volume	57,999	69,588	11,589	20.0%	247,582

Daily Pivots for day following 26-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8293	0.8230	0.8030
R3	0.8198	0.8135	0.8004
R2	0.8103	0.8103	0.7995
R1	0.8040	0.8040	0.7987	0.8024
PP	0.8008	0.8008	0.8008	0.8000
S1	0.7945	0.7945	0.7969	0.7929
S2	0.7913	0.7913	0.7961
S3	0.7818	0.7850	0.7952
S4	0.7723	0.7755	0.7926

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	0.8070	0.7895	0.0175	2.2%	0.0084	1.1%	47%	True	False	70,054
10	0.8087	0.7895	0.0192	2.4%	0.0084	1.1%	43%	False	False	64,763
20	0.8090	0.7808	0.0282	3.5%	0.0100	1.3%	60%	False	False	69,513
40	0.8633	0.7808	0.0825	10.3%	0.0090	1.1%	21%	False	False	65,956
60	0.8815	0.7808	0.1007	12.6%	0.0079	1.0%	17%	False	False	54,735
80	0.8912	0.7808	0.1104	13.8%	0.0078	1.0%	15%	False	False	41,295
100	0.8987	0.7808	0.1179	14.8%	0.0075	0.9%	14%	False	False	33,091
120	0.9145	0.7808	0.1337	16.8%	0.0072	0.9%	13%	False	False	27,651

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8474
2.618	0.8319
1.618	0.8224
1.000	0.8165
0.618	0.8129
HIGH	0.8070
0.618	0.8034
0.500	0.8023
0.382	0.8011
LOW	0.7975
0.618	0.7916
1.000	0.7880
1.618	0.7821
2.618	0.7726
4.250	0.7571

Fisher Pivots for day following 26-Feb-2015
Pivot	1 day	3 day
R1	0.8023	0.7983
PP	0.8008	0.7981
S1	0.7993	0.7980

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

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