CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 29-Jan-2015

Day Change Summary
	Previous	Current
	28-Jan-2015	29-Jan-2015	Change	Change %	Previous Week
Open	0.8044	0.7970	-0.0074	-0.9%	0.8320
High	0.8044	0.7975	-0.0069	-0.9%	0.8340
Low	0.7970	0.7878	-0.0092	-1.2%	0.8015
Close	0.7987	0.7913	-0.0074	-0.9%	0.8032
Range	0.0074	0.0097	0.0023	31.1%	0.0325
ATR	0.0070	0.0073	0.0003	4.0%	0.0000
Volume	637	164	-473	-74.3%	3,847

Daily Pivots for day following 29-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8213	0.8160	0.7966
R3	0.8116	0.8063	0.7940
R2	0.8019	0.8019	0.7931
R1	0.7966	0.7966	0.7922	0.7944
PP	0.7922	0.7922	0.7922	0.7911
S1	0.7869	0.7869	0.7904	0.7847
S2	0.7825	0.7825	0.7895
S3	0.7728	0.7772	0.7886
S4	0.7631	0.7675	0.7860

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	0.8070	0.7878	0.0192	2.4%	0.0070	0.9%	18%	False	True	328
10	0.8435	0.7878	0.0557	7.0%	0.0092	1.2%	6%	False	True	574
20	0.8613	0.7878	0.0735	9.3%	0.0074	0.9%	5%	False	True	455
40	0.8789	0.7878	0.0911	11.5%	0.0058	0.7%	4%	False	True	421
60	0.8876	0.7878	0.0998	12.6%	0.0053	0.7%	4%	False	True	298
80	0.8961	0.7878	0.1083	13.7%	0.0049	0.6%	3%	False	True	234
100	0.9120	0.7878	0.1242	15.7%	0.0044	0.6%	3%	False	True	191
120	0.9161	0.7878	0.1283	16.2%	0.0037	0.5%	3%	False	True	160

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8387
2.618	0.8229
1.618	0.8132
1.000	0.8072
0.618	0.8035
HIGH	0.7975
0.618	0.7938
0.500	0.7927
0.382	0.7915
LOW	0.7878
0.618	0.7818
1.000	0.7781
1.618	0.7721
2.618	0.7624
4.250	0.7466

Fisher Pivots for day following 29-Jan-2015
Pivot	1 day	3 day
R1	0.7927	0.7970
PP	0.7922	0.7951
S1	0.7918	0.7932

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

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