CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 02-Jan-2015

Day Change Summary
	Previous	Current
	31-Dec-2014	02-Jan-2015	Change	Change %	Previous Week
Open	0.8584	0.8563	-0.0021	-0.2%	0.8564
High	0.8613	0.8563	-0.0050	-0.6%	0.8613
Low	0.8568	0.8460	-0.0108	-1.3%	0.8460
Close	0.8579	0.8479	-0.0100	-1.2%	0.8479
Range	0.0045	0.0103	0.0058	128.9%	0.0153
ATR	0.0046	0.0051	0.0005	11.4%	0.0000
Volume	118	366	248	210.2%	555

Daily Pivots for day following 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8810	0.8747	0.8536
R3	0.8707	0.8644	0.8507
R2	0.8604	0.8604	0.8498
R1	0.8541	0.8541	0.8488	0.8521
PP	0.8501	0.8501	0.8501	0.8491
S1	0.8438	0.8438	0.8470	0.8418
S2	0.8398	0.8398	0.8460
S3	0.8295	0.8335	0.8451
S4	0.8192	0.8232	0.8422

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8976	0.8881	0.8563
R3	0.8823	0.8728	0.8521
R2	0.8670	0.8670	0.8507
R1	0.8575	0.8575	0.8493	0.8546
PP	0.8517	0.8517	0.8517	0.8503
S1	0.8422	0.8422	0.8465	0.8393
S2	0.8364	0.8364	0.8451
S3	0.8211	0.8269	0.8437
S4	0.8058	0.8116	0.8395

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8613	0.8460	0.0153	1.8%	0.0042	0.5%	12%	False	True	132
10	0.8613	0.8460	0.0153	1.8%	0.0043	0.5%	12%	False	True	519
20	0.8775	0.8460	0.0315	3.7%	0.0044	0.5%	6%	False	True	384
40	0.8876	0.8460	0.0416	4.9%	0.0043	0.5%	5%	False	True	228
60	0.8961	0.8460	0.0501	5.9%	0.0042	0.5%	4%	False	True	167
80	0.9120	0.8460	0.0660	7.8%	0.0038	0.4%	3%	False	True	131
100	0.9161	0.8460	0.0701	8.3%	0.0031	0.4%	3%	False	True	106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.9001
2.618	0.8833
1.618	0.8730
1.000	0.8666
0.618	0.8627
HIGH	0.8563
0.618	0.8524
0.500	0.8512
0.382	0.8499
LOW	0.8460
0.618	0.8396
1.000	0.8357
1.618	0.8293
2.618	0.8190
4.250	0.8022

Fisher Pivots for day following 02-Jan-2015
Pivot	1 day	3 day
R1	0.8512	0.8537
PP	0.8501	0.8517
S1	0.8490	0.8498

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

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