CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 26-Jan-2015

Day Change Summary
	Previous	Current
	23-Jan-2015	26-Jan-2015	Change	Change %	Previous Week
Open	0.8064	0.8026	-0.0038	-0.5%	0.8320
High	0.8070	0.8042	-0.0028	-0.3%	0.8340
Low	0.8015	0.7994	-0.0021	-0.3%	0.8015
Close	0.8032	0.8016	-0.0016	-0.2%	0.8032
Range	0.0055	0.0048	-0.0007	-12.7%	0.0325
ATR	0.0070	0.0069	-0.0002	-2.3%	0.0000
Volume	404	295	-109	-27.0%	3,847

Daily Pivots for day following 26-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8161	0.8137	0.8042
R3	0.8113	0.8089	0.8029
R2	0.8065	0.8065	0.8025
R1	0.8041	0.8041	0.8020	0.8029
PP	0.8017	0.8017	0.8017	0.8012
S1	0.7993	0.7993	0.8012	0.7981
S2	0.7969	0.7969	0.8007
S3	0.7921	0.7945	0.8003
S4	0.7873	0.7897	0.7990

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	0.7994	0.0346	4.3%	0.0098	1.2%	6%	False	True	828
10	0.8435	0.7994	0.0441	5.5%	0.0086	1.1%	5%	False	True	584
20	0.8613	0.7994	0.0619	7.7%	0.0065	0.8%	4%	False	True	417
40	0.8863	0.7994	0.0869	10.8%	0.0059	0.7%	3%	False	True	402
60	0.8928	0.7994	0.0934	11.7%	0.0050	0.6%	2%	False	True	284
80	0.8966	0.7994	0.0972	12.1%	0.0048	0.6%	2%	False	True	223
100	0.9129	0.7994	0.1135	14.2%	0.0042	0.5%	2%	False	True	182
120	0.9161	0.7994	0.1167	14.6%	0.0036	0.4%	2%	False	True	153

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	0.0017
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8246
2.618	0.8168
1.618	0.8120
1.000	0.8090
0.618	0.8072
HIGH	0.8042
0.618	0.8024
0.500	0.8018
0.382	0.8012
LOW	0.7994
0.618	0.7964
1.000	0.7946
1.618	0.7916
2.618	0.7868
4.250	0.7790

Fisher Pivots for day following 26-Jan-2015
Pivot	1 day	3 day
R1	0.8018	0.8045
PP	0.8017	0.8035
S1	0.8017	0.8026

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

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