CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 23-Jan-2015

Day Change Summary
	Previous	Current
	22-Jan-2015	23-Jan-2015	Change	Change %	Previous Week
Open	0.8091	0.8064	-0.0027	-0.3%	0.8320
High	0.8095	0.8070	-0.0025	-0.3%	0.8340
Low	0.8039	0.8015	-0.0024	-0.3%	0.8015
Close	0.8070	0.8032	-0.0038	-0.5%	0.8032
Range	0.0056	0.0055	-0.0001	-1.8%	0.0325
ATR	0.0071	0.0070	-0.0001	-1.6%	0.0000
Volume	2,273	404	-1,869	-82.2%	3,847

Daily Pivots for day following 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8204	0.8173	0.8062
R3	0.8149	0.8118	0.8047
R2	0.8094	0.8094	0.8042
R1	0.8063	0.8063	0.8037	0.8051
PP	0.8039	0.8039	0.8039	0.8033
S1	0.8008	0.8008	0.8027	0.7996
S2	0.7984	0.7984	0.8022
S3	0.7929	0.7953	0.8017
S4	0.7874	0.7898	0.8002

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9104	0.8893	0.8211
R3	0.8779	0.8568	0.8121
R2	0.8454	0.8454	0.8092
R1	0.8243	0.8243	0.8062	0.8186
PP	0.8129	0.8129	0.8129	0.8101
S1	0.7918	0.7918	0.8002	0.7861
S2	0.7804	0.7804	0.7972
S3	0.7479	0.7593	0.7943
S4	0.7154	0.7268	0.7853

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8340	0.8015	0.0325	4.0%	0.0100	1.2%	5%	False	True	863
10	0.8440	0.8015	0.0425	5.3%	0.0087	1.1%	4%	False	True	572
20	0.8613	0.8015	0.0598	7.4%	0.0064	0.8%	3%	False	True	412
40	0.8863	0.8015	0.0848	10.6%	0.0058	0.7%	2%	False	True	395
60	0.8928	0.8015	0.0913	11.4%	0.0050	0.6%	2%	False	True	279
80	0.8966	0.8015	0.0951	11.8%	0.0048	0.6%	2%	False	True	220
100	0.9129	0.8015	0.1114	13.9%	0.0041	0.5%	2%	False	True	179

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8304
2.618	0.8214
1.618	0.8159
1.000	0.8125
0.618	0.8104
HIGH	0.8070
0.618	0.8049
0.500	0.8043
0.382	0.8036
LOW	0.8015
0.618	0.7981
1.000	0.7960
1.618	0.7926
2.618	0.7871
4.250	0.7781

Fisher Pivots for day following 23-Jan-2015
Pivot	1 day	3 day
R1	0.8043	0.8145
PP	0.8039	0.8107
S1	0.8036	0.8070

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

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