CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 12-Mar-2015

Day Change Summary
	Previous	Current
	11-Mar-2015	12-Mar-2015	Change	Change %	Previous Week
Open	0.7881	0.7847	-0.0034	-0.4%	0.7993
High	0.7895	0.7927	0.0032	0.4%	0.8059
Low	0.7812	0.7831	0.0019	0.2%	0.7918
Close	0.7834	0.7865	0.0031	0.4%	0.7928
Range	0.0083	0.0096	0.0013	15.7%	0.0141
ATR	0.0081	0.0082	0.0001	1.3%	0.0000
Volume	122,286	88,739	-33,547	-27.4%	344,759

Daily Pivots for day following 12-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8162	0.8110	0.7918
R3	0.8066	0.8014	0.7891
R2	0.7970	0.7970	0.7883
R1	0.7918	0.7918	0.7874	0.7944
PP	0.7874	0.7874	0.7874	0.7888
S1	0.7822	0.7822	0.7856	0.7848
S2	0.7778	0.7778	0.7847
S3	0.7682	0.7726	0.7839
S4	0.7586	0.7630	0.7812

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8391	0.8301	0.8006
R3	0.8250	0.8160	0.7967
R2	0.8109	0.8109	0.7954
R1	0.8019	0.8019	0.7941	0.7994
PP	0.7968	0.7968	0.7968	0.7956
S1	0.7878	0.7878	0.7915	0.7853
S2	0.7827	0.7827	0.7902
S3	0.7686	0.7737	0.7889
S4	0.7545	0.7596	0.7850

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8027	0.7812	0.0215	2.7%	0.0076	1.0%	25%	False	False	89,463
10	0.8059	0.7812	0.0247	3.1%	0.0073	0.9%	21%	False	False	75,937
20	0.8087	0.7812	0.0275	3.5%	0.0079	1.0%	19%	False	False	70,350
40	0.8460	0.7808	0.0652	8.3%	0.0092	1.2%	9%	False	False	72,161
60	0.8640	0.7808	0.0832	10.6%	0.0081	1.0%	7%	False	False	63,656
80	0.8912	0.7808	0.1104	14.0%	0.0078	1.0%	5%	False	False	50,705
100	0.8955	0.7808	0.1147	14.6%	0.0074	0.9%	5%	False	False	40,654
120	0.9145	0.7808	0.1337	17.0%	0.0074	0.9%	4%	False	False	33,948

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8335
2.618	0.8178
1.618	0.8082
1.000	0.8023
0.618	0.7986
HIGH	0.7927
0.618	0.7890
0.500	0.7879
0.382	0.7868
LOW	0.7831
0.618	0.7772
1.000	0.7735
1.618	0.7676
2.618	0.7580
4.250	0.7423

Fisher Pivots for day following 12-Mar-2015
Pivot	1 day	3 day
R1	0.7879	0.7875
PP	0.7874	0.7871
S1	0.7870	0.7868

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

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