CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 16-Jan-2015

Day Change Summary
	Previous	Current
	15-Jan-2015	16-Jan-2015	Change	Change %	Previous Week
Open	0.8336	0.8327	-0.0009	-0.1%	0.8409
High	0.8435	0.8333	-0.0102	-1.2%	0.8435
Low	0.8309	0.8275	-0.0034	-0.4%	0.8275
Close	0.8327	0.8331	0.0004	0.0%	0.8331
Range	0.0126	0.0058	-0.0068	-54.0%	0.0160
ATR	0.0057	0.0057	0.0000	0.1%	0.0000
Volume	193	469	276	143.0%	1,699

Daily Pivots for day following 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8487	0.8467	0.8363
R3	0.8429	0.8409	0.8347
R2	0.8371	0.8371	0.8342
R1	0.8351	0.8351	0.8336	0.8361
PP	0.8313	0.8313	0.8313	0.8318
S1	0.8293	0.8293	0.8326	0.8303
S2	0.8255	0.8255	0.8320
S3	0.8197	0.8235	0.8315
S4	0.8139	0.8177	0.8299

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8827	0.8739	0.8419
R3	0.8667	0.8579	0.8375
R2	0.8507	0.8507	0.8360
R1	0.8419	0.8419	0.8346	0.8383
PP	0.8347	0.8347	0.8347	0.8329
S1	0.8259	0.8259	0.8316	0.8223
S2	0.8187	0.8187	0.8302
S3	0.8027	0.8099	0.8287
S4	0.7867	0.7939	0.8243

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8435	0.8275	0.0160	1.9%	0.0074	0.9%	35%	False	True	339
10	0.8492	0.8275	0.0217	2.6%	0.0060	0.7%	26%	False	True	354
20	0.8613	0.8275	0.0338	4.1%	0.0052	0.6%	17%	False	True	437
40	0.8876	0.8275	0.0601	7.2%	0.0050	0.6%	9%	False	True	308
60	0.8928	0.8275	0.0653	7.8%	0.0045	0.5%	9%	False	True	218
80	0.8987	0.8275	0.0712	8.5%	0.0043	0.5%	8%	False	True	172
100	0.9161	0.8275	0.0886	10.6%	0.0037	0.4%	6%	False	True	141

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	0.8580
2.618	0.8485
1.618	0.8427
1.000	0.8391
0.618	0.8369
HIGH	0.8333
0.618	0.8311
0.500	0.8304
0.382	0.8297
LOW	0.8275
0.618	0.8239
1.000	0.8217
1.618	0.8181
2.618	0.8123
4.250	0.8029

Fisher Pivots for day following 16-Jan-2015
Pivot	1 day	3 day
R1	0.8322	0.8355
PP	0.8313	0.8347
S1	0.8304	0.8339

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

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