CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 22-Jan-2015

Day Change Summary
	Previous	Current
	21-Jan-2015	22-Jan-2015	Change	Change %	Previous Week
Open	0.8229	0.8091	-0.0138	-1.7%	0.8409
High	0.8275	0.8095	-0.0180	-2.2%	0.8435
Low	0.8054	0.8039	-0.0015	-0.2%	0.8275
Close	0.8079	0.8070	-0.0009	-0.1%	0.8331
Range	0.0221	0.0056	-0.0165	-74.7%	0.0160
ATR	0.0073	0.0071	-0.0001	-1.6%	0.0000
Volume	741	2,273	1,532	206.7%	1,699

Daily Pivots for day following 22-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8236	0.8209	0.8101
R3	0.8180	0.8153	0.8085
R2	0.8124	0.8124	0.8080
R1	0.8097	0.8097	0.8075	0.8083
PP	0.8068	0.8068	0.8068	0.8061
S1	0.8041	0.8041	0.8065	0.8027
S2	0.8012	0.8012	0.8060
S3	0.7956	0.7985	0.8055
S4	0.7900	0.7929	0.8039

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	0.8039	0.0396	4.9%	0.0114	1.4%	8%	False	True	821
10	0.8443	0.8039	0.0404	5.0%	0.0084	1.0%	8%	False	True	545
20	0.8613	0.8039	0.0574	7.1%	0.0064	0.8%	5%	False	True	401
40	0.8863	0.8039	0.0824	10.2%	0.0058	0.7%	4%	False	True	391
60	0.8928	0.8039	0.0889	11.0%	0.0049	0.6%	3%	False	True	273
80	0.8966	0.8039	0.0927	11.5%	0.0047	0.6%	3%	False	True	215
100	0.9148	0.8039	0.1109	13.7%	0.0041	0.5%	3%	False	True	175

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8333
2.618	0.8242
1.618	0.8186
1.000	0.8151
0.618	0.8130
HIGH	0.8095
0.618	0.8074
0.500	0.8067
0.382	0.8060
LOW	0.8039
0.618	0.8004
1.000	0.7983
1.618	0.7948
2.618	0.7892
4.250	0.7801

Fisher Pivots for day following 22-Jan-2015
Pivot	1 day	3 day
R1	0.8069	0.8190
PP	0.8068	0.8150
S1	0.8067	0.8110

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

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