CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 27-Feb-2015

Day Change Summary
	Previous	Current
	26-Feb-2015	27-Feb-2015	Change	Change %	Previous Week
Open	0.8038	0.7986	-0.0052	-0.6%	0.7976
High	0.8070	0.8032	-0.0038	-0.5%	0.8070
Low	0.7975	0.7979	0.0004	0.1%	0.7895
Close	0.7978	0.7988	0.0010	0.1%	0.7988
Range	0.0095	0.0053	-0.0042	-44.2%	0.0175
ATR	0.0090	0.0088	-0.0003	-2.9%	0.0000
Volume	69,588	53,420	-16,168	-23.2%	333,961

Daily Pivots for day following 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8159	0.8126	0.8017
R3	0.8106	0.8073	0.8003
R2	0.8053	0.8053	0.7998
R1	0.8020	0.8020	0.7993	0.8037
PP	0.8000	0.8000	0.8000	0.8008
S1	0.7967	0.7967	0.7983	0.7984
S2	0.7947	0.7947	0.7978
S3	0.7894	0.7914	0.7973
S4	0.7841	0.7861	0.7959

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8509	0.8424	0.8084
R3	0.8334	0.8249	0.8036
R2	0.8159	0.8159	0.8020
R1	0.8074	0.8074	0.8004	0.8117
PP	0.7984	0.7984	0.7984	0.8006
S1	0.7899	0.7899	0.7972	0.7942
S2	0.7809	0.7809	0.7956
S3	0.7634	0.7724	0.7940
S4	0.7459	0.7549	0.7892

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%	0.0077	1.0%	53%	False	False	66,792
10	0.8087	0.7895	0.0192	2.4%	0.0076	1.0%	48%	False	False	62,489
20	0.8090	0.7808	0.0282	3.5%	0.0097	1.2%	64%	False	False	68,687
40	0.8633	0.7808	0.0825	10.3%	0.0090	1.1%	22%	False	False	66,664
60	0.8813	0.7808	0.1005	12.6%	0.0078	1.0%	18%	False	False	55,552
80	0.8912	0.7808	0.1104	13.8%	0.0077	1.0%	16%	False	False	41,961
100	0.8987	0.7808	0.1179	14.8%	0.0075	0.9%	15%	False	False	33,619
120	0.9145	0.7808	0.1337	16.7%	0.0072	0.9%	13%	False	False	28,096

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	0.8257
2.618	0.8171
1.618	0.8118
1.000	0.8085
0.618	0.8065
HIGH	0.8032
0.618	0.8012
0.500	0.8006
0.382	0.7999
LOW	0.7979
0.618	0.7946
1.000	0.7926
1.618	0.7893
2.618	0.7840
4.250	0.7754

Fisher Pivots for day following 27-Feb-2015
Pivot	1 day	3 day
R1	0.8006	0.8023
PP	0.8000	0.8011
S1	0.7994	0.8000

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

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