CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 05-Jan-2015

Day Change Summary
	Previous	Current
	02-Jan-2015	05-Jan-2015	Change	Change %	Previous Week
Open	0.8563	0.8440	-0.0123	-1.4%	0.8564
High	0.8563	0.8481	-0.0082	-1.0%	0.8613
Low	0.8460	0.8434	-0.0026	-0.3%	0.8460
Close	0.8479	0.8472	-0.0007	-0.1%	0.8479
Range	0.0103	0.0047	-0.0056	-54.4%	0.0153
ATR	0.0051	0.0051	0.0000	-0.6%	0.0000
Volume	366	694	328	89.6%	555

Daily Pivots for day following 05-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8603	0.8585	0.8498
R3	0.8556	0.8538	0.8485
R2	0.8509	0.8509	0.8481
R1	0.8491	0.8491	0.8476	0.8500
PP	0.8462	0.8462	0.8462	0.8467
S1	0.8444	0.8444	0.8468	0.8453
S2	0.8415	0.8415	0.8463
S3	0.8368	0.8397	0.8459
S4	0.8321	0.8350	0.8446

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	0.8434	0.0179	2.1%	0.0050	0.6%	21%	False	True	249
10	0.8613	0.8434	0.0179	2.1%	0.0043	0.5%	21%	False	True	201
20	0.8730	0.8434	0.0296	3.5%	0.0045	0.5%	13%	False	True	408
40	0.8876	0.8434	0.0442	5.2%	0.0043	0.5%	9%	False	True	243
60	0.8961	0.8434	0.0527	6.2%	0.0042	0.5%	7%	False	True	178
80	0.9120	0.8434	0.0686	8.1%	0.0038	0.5%	6%	False	True	139
100	0.9161	0.8434	0.0727	8.6%	0.0032	0.4%	5%	False	True	113

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8681
2.618	0.8604
1.618	0.8557
1.000	0.8528
0.618	0.8510
HIGH	0.8481
0.618	0.8463
0.500	0.8458
0.382	0.8452
LOW	0.8434
0.618	0.8405
1.000	0.8387
1.618	0.8358
2.618	0.8311
4.250	0.8234

Fisher Pivots for day following 05-Jan-2015
Pivot	1 day	3 day
R1	0.8467	0.8524
PP	0.8462	0.8506
S1	0.8458	0.8489

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

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