CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 13-Mar-2015

Day Change Summary
	Previous	Current
	12-Mar-2015	13-Mar-2015	Change	Change %	Previous Week
Open	0.7847	0.7878	0.0031	0.4%	0.7922
High	0.7927	0.7885	-0.0042	-0.5%	0.7953
Low	0.7831	0.7798	-0.0033	-0.4%	0.7798
Close	0.7865	0.7812	-0.0053	-0.7%	0.7812
Range	0.0096	0.0087	-0.0009	-9.4%	0.0155
ATR	0.0082	0.0083	0.0000	0.4%	0.0000
Volume	88,739	24,408	-64,331	-72.5%	385,599

Daily Pivots for day following 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8093	0.8039	0.7860
R3	0.8006	0.7952	0.7836
R2	0.7919	0.7919	0.7828
R1	0.7865	0.7865	0.7820	0.7849
PP	0.7832	0.7832	0.7832	0.7823
S1	0.7778	0.7778	0.7804	0.7762
S2	0.7745	0.7745	0.7796
S3	0.7658	0.7691	0.7788
S4	0.7571	0.7604	0.7764

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8319	0.8221	0.7897
R3	0.8164	0.8066	0.7855
R2	0.8009	0.8009	0.7840
R1	0.7911	0.7911	0.7826	0.7883
PP	0.7854	0.7854	0.7854	0.7840
S1	0.7756	0.7756	0.7798	0.7728
S2	0.7699	0.7699	0.7784
S3	0.7544	0.7601	0.7769
S4	0.7389	0.7446	0.7727

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7953	0.7798	0.0155	2.0%	0.0072	0.9%	9%	False	True	77,119
10	0.8059	0.7798	0.0261	3.3%	0.0077	1.0%	5%	False	True	73,035
20	0.8087	0.7798	0.0289	3.7%	0.0076	1.0%	5%	False	True	67,762
40	0.8460	0.7798	0.0662	8.5%	0.0093	1.2%	2%	False	True	71,059
60	0.8633	0.7798	0.0835	10.7%	0.0080	1.0%	2%	False	True	63,082
80	0.8912	0.7798	0.1114	14.3%	0.0078	1.0%	1%	False	True	51,004
100	0.8955	0.7798	0.1157	14.8%	0.0075	1.0%	1%	False	True	40,894
120	0.9113	0.7798	0.1315	16.8%	0.0074	0.9%	1%	False	True	34,149

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8255
2.618	0.8113
1.618	0.8026
1.000	0.7972
0.618	0.7939
HIGH	0.7885
0.618	0.7852
0.500	0.7842
0.382	0.7831
LOW	0.7798
0.618	0.7744
1.000	0.7711
1.618	0.7657
2.618	0.7570
4.250	0.7428

Fisher Pivots for day following 13-Mar-2015
Pivot	1 day	3 day
R1	0.7842	0.7863
PP	0.7832	0.7846
S1	0.7822	0.7829

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

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