CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 04-Mar-2015

Day Change Summary
	Previous	Current
	03-Mar-2015	04-Mar-2015	Change	Change %	Previous Week
Open	0.7973	0.8003	0.0030	0.4%	0.7976
High	0.8042	0.8058	0.0016	0.2%	0.8070
Low	0.7971	0.7962	-0.0009	-0.1%	0.7895
Close	0.8008	0.8054	0.0046	0.6%	0.7988
Range	0.0071	0.0096	0.0025	35.2%	0.0175
ATR	0.0084	0.0085	0.0001	1.0%	0.0000
Volume	63,216	90,881	27,665	43.8%	333,961

Daily Pivots for day following 04-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8313	0.8279	0.8107
R3	0.8217	0.8183	0.8080
R2	0.8121	0.8121	0.8072
R1	0.8087	0.8087	0.8063	0.8104
PP	0.8025	0.8025	0.8025	0.8033
S1	0.7991	0.7991	0.8045	0.8008
S2	0.7929	0.7929	0.8036
S3	0.7833	0.7895	0.8028
S4	0.7737	0.7799	0.8001

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	0.7957	0.0113	1.4%	0.0074	0.9%	86%	False	False	64,931
10	0.8070	0.7895	0.0175	2.2%	0.0078	1.0%	91%	False	False	66,617
20	0.8087	0.7871	0.0216	2.7%	0.0087	1.1%	85%	False	False	63,973
40	0.8511	0.7808	0.0703	8.7%	0.0090	1.1%	35%	False	False	68,405
60	0.8762	0.7808	0.0954	11.8%	0.0079	1.0%	26%	False	False	58,695
80	0.8912	0.7808	0.1104	13.7%	0.0077	1.0%	22%	False	False	44,453
100	0.8987	0.7808	0.1179	14.6%	0.0074	0.9%	21%	False	False	35,628
120	0.9145	0.7808	0.1337	16.6%	0.0073	0.9%	18%	False	False	29,775

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8466
2.618	0.8309
1.618	0.8213
1.000	0.8154
0.618	0.8117
HIGH	0.8058
0.618	0.8021
0.500	0.8010
0.382	0.7999
LOW	0.7962
0.618	0.7903
1.000	0.7866
1.618	0.7807
2.618	0.7711
4.250	0.7554

Fisher Pivots for day following 04-Mar-2015
Pivot	1 day	3 day
R1	0.8039	0.8039
PP	0.8025	0.8023
S1	0.8010	0.8008

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

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