CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 28-Jan-2015

Day Change Summary
	Previous	Current
	27-Jan-2015	28-Jan-2015	Change	Change %	Previous Week
Open	0.7992	0.8044	0.0052	0.7%	0.8320
High	0.8061	0.8044	-0.0017	-0.2%	0.8340
Low	0.7986	0.7970	-0.0016	-0.2%	0.8015
Close	0.8052	0.7987	-0.0065	-0.8%	0.8032
Range	0.0075	0.0074	-0.0001	-1.3%	0.0325
ATR	0.0069	0.0070	0.0001	1.3%	0.0000
Volume	143	637	494	345.5%	3,847

Daily Pivots for day following 28-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8222	0.8179	0.8028
R3	0.8148	0.8105	0.8007
R2	0.8074	0.8074	0.8001
R1	0.8031	0.8031	0.7994	0.8016
PP	0.8000	0.8000	0.8000	0.7993
S1	0.7957	0.7957	0.7980	0.7942
S2	0.7926	0.7926	0.7973
S3	0.7852	0.7883	0.7967
S4	0.7778	0.7809	0.7946

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	0.8095	0.7970	0.0125	1.6%	0.0062	0.8%	14%	False	True	750
10	0.8435	0.7970	0.0465	5.8%	0.0088	1.1%	4%	False	True	622
20	0.8613	0.7970	0.0643	8.1%	0.0071	0.9%	3%	False	True	449
40	0.8796	0.7970	0.0826	10.3%	0.0059	0.7%	2%	False	True	420
60	0.8876	0.7970	0.0906	11.3%	0.0052	0.6%	2%	False	True	296
80	0.8961	0.7970	0.0991	12.4%	0.0049	0.6%	2%	False	True	233
100	0.9127	0.7970	0.1157	14.5%	0.0043	0.5%	1%	False	True	190
120	0.9161	0.7970	0.1191	14.9%	0.0037	0.5%	1%	False	True	159

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8359
2.618	0.8238
1.618	0.8164
1.000	0.8118
0.618	0.8090
HIGH	0.8044
0.618	0.8016
0.500	0.8007
0.382	0.7998
LOW	0.7970
0.618	0.7924
1.000	0.7896
1.618	0.7850
2.618	0.7776
4.250	0.7656

Fisher Pivots for day following 28-Jan-2015
Pivot	1 day	3 day
R1	0.8007	0.8016
PP	0.8000	0.8006
S1	0.7994	0.7997

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

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