CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 15-Jan-2015

Day Change Summary
	Previous	Current
	14-Jan-2015	15-Jan-2015	Change	Change %	Previous Week
Open	0.8331	0.8336	0.0005	0.1%	0.8440
High	0.8350	0.8435	0.0085	1.0%	0.8492
Low	0.8294	0.8309	0.0015	0.2%	0.8389
Close	0.8333	0.8327	-0.0006	-0.1%	0.8402
Range	0.0056	0.0126	0.0070	125.0%	0.0103
ATR	0.0052	0.0057	0.0005	10.2%	0.0000
Volume	637	193	-444	-69.7%	1,847

Daily Pivots for day following 15-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8735	0.8657	0.8396
R3	0.8609	0.8531	0.8362
R2	0.8483	0.8483	0.8350
R1	0.8405	0.8405	0.8339	0.8381
PP	0.8357	0.8357	0.8357	0.8345
S1	0.8279	0.8279	0.8315	0.8255
S2	0.8231	0.8231	0.8304
S3	0.8105	0.8153	0.8292
S4	0.7979	0.8027	0.8258

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8737	0.8672	0.8459
R3	0.8634	0.8569	0.8430
R2	0.8531	0.8531	0.8421
R1	0.8466	0.8466	0.8411	0.8447
PP	0.8428	0.8428	0.8428	0.8418
S1	0.8363	0.8363	0.8393	0.8344
S2	0.8325	0.8325	0.8383
S3	0.8222	0.8260	0.8374
S4	0.8119	0.8157	0.8345

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8440	0.8294	0.0146	1.8%	0.0073	0.9%	23%	False	False	281
10	0.8563	0.8294	0.0269	3.2%	0.0065	0.8%	12%	False	False	344
20	0.8613	0.8294	0.0319	3.8%	0.0052	0.6%	10%	False	False	420
40	0.8876	0.8294	0.0582	7.0%	0.0049	0.6%	6%	False	False	296
60	0.8928	0.8294	0.0634	7.6%	0.0045	0.5%	5%	False	False	212
80	0.8987	0.8294	0.0693	8.3%	0.0042	0.5%	5%	False	False	167
100	0.9161	0.8294	0.0867	10.4%	0.0037	0.4%	4%	False	False	136

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	0.0014
Widest range in 115 trading days

Fibonacci Retracements and Extensions
4.250	0.8971
2.618	0.8765
1.618	0.8639
1.000	0.8561
0.618	0.8513
HIGH	0.8435
0.618	0.8387
0.500	0.8372
0.382	0.8357
LOW	0.8309
0.618	0.8231
1.000	0.8183
1.618	0.8105
2.618	0.7979
4.250	0.7774

Fisher Pivots for day following 15-Jan-2015
Pivot	1 day	3 day
R1	0.8372	0.8365
PP	0.8357	0.8352
S1	0.8342	0.8340

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

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