CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 27-Jan-2015

Day Change Summary
	Previous	Current
	26-Jan-2015	27-Jan-2015	Change	Change %	Previous Week
Open	0.8026	0.7992	-0.0034	-0.4%	0.8320
High	0.8042	0.8061	0.0019	0.2%	0.8340
Low	0.7994	0.7986	-0.0008	-0.1%	0.8015
Close	0.8016	0.8052	0.0036	0.4%	0.8032
Range	0.0048	0.0075	0.0027	56.3%	0.0325
ATR	0.0069	0.0069	0.0000	0.7%	0.0000
Volume	295	143	-152	-51.5%	3,847

Daily Pivots for day following 27-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8258	0.8230	0.8093
R3	0.8183	0.8155	0.8073
R2	0.8108	0.8108	0.8066
R1	0.8080	0.8080	0.8059	0.8094
PP	0.8033	0.8033	0.8033	0.8040
S1	0.8005	0.8005	0.8045	0.8019
S2	0.7958	0.7958	0.8038
S3	0.7883	0.7930	0.8031
S4	0.7808	0.7855	0.8011

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	0.8275	0.7986	0.0289	3.6%	0.0091	1.1%	23%	False	True	771
10	0.8435	0.7986	0.0449	5.6%	0.0085	1.0%	15%	False	True	583
20	0.8613	0.7986	0.0627	7.8%	0.0069	0.9%	11%	False	True	419
40	0.8810	0.7986	0.0824	10.2%	0.0060	0.7%	8%	False	True	405
60	0.8892	0.7986	0.0906	11.3%	0.0051	0.6%	7%	False	True	286
80	0.8966	0.7986	0.0980	12.2%	0.0049	0.6%	7%	False	True	225
100	0.9129	0.7986	0.1143	14.2%	0.0042	0.5%	6%	False	True	183
120	0.9161	0.7986	0.1175	14.6%	0.0036	0.4%	6%	False	True	154

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8380
2.618	0.8257
1.618	0.8182
1.000	0.8136
0.618	0.8107
HIGH	0.8061
0.618	0.8032
0.500	0.8024
0.382	0.8015
LOW	0.7986
0.618	0.7940
1.000	0.7911
1.618	0.7865
2.618	0.7790
4.250	0.7667

Fisher Pivots for day following 27-Jan-2015
Pivot	1 day	3 day
R1	0.8043	0.8044
PP	0.8033	0.8036
S1	0.8024	0.8028

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

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