CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 30-Jan-2015

Day Change Summary
	Previous	Current
	29-Jan-2015	30-Jan-2015	Change	Change %	Previous Week
Open	0.7970	0.7919	-0.0051	-0.6%	0.8026
High	0.7975	0.7919	-0.0056	-0.7%	0.8061
Low	0.7878	0.7802	-0.0076	-1.0%	0.7802
Close	0.7913	0.7874	-0.0039	-0.5%	0.7874
Range	0.0097	0.0117	0.0020	20.6%	0.0259
ATR	0.0073	0.0076	0.0003	4.3%	0.0000
Volume	164	351	187	114.0%	1,590

Daily Pivots for day following 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8216	0.8162	0.7938
R3	0.8099	0.8045	0.7906
R2	0.7982	0.7982	0.7895
R1	0.7928	0.7928	0.7885	0.7897
PP	0.7865	0.7865	0.7865	0.7849
S1	0.7811	0.7811	0.7863	0.7780
S2	0.7748	0.7748	0.7853
S3	0.7631	0.7694	0.7842
S4	0.7514	0.7577	0.7810

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8689	0.8541	0.8016
R3	0.8430	0.8282	0.7945
R2	0.8171	0.8171	0.7921
R1	0.8023	0.8023	0.7898	0.7968
PP	0.7912	0.7912	0.7912	0.7885
S1	0.7764	0.7764	0.7850	0.7709
S2	0.7653	0.7653	0.7827
S3	0.7394	0.7505	0.7803
S4	0.7135	0.7246	0.7732

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8061	0.7802	0.0259	3.3%	0.0082	1.0%	28%	False	True	318
10	0.8340	0.7802	0.0538	6.8%	0.0091	1.2%	13%	False	True	590
20	0.8563	0.7802	0.0761	9.7%	0.0078	1.0%	9%	False	True	467
40	0.8775	0.7802	0.0973	12.4%	0.0060	0.8%	7%	False	True	418
60	0.8876	0.7802	0.1074	13.6%	0.0054	0.7%	7%	False	True	303
80	0.8961	0.7802	0.1159	14.7%	0.0050	0.6%	6%	False	True	237
100	0.9120	0.7802	0.1318	16.7%	0.0045	0.6%	5%	False	True	195
120	0.9161	0.7802	0.1359	17.3%	0.0038	0.5%	5%	False	True	163

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8416
2.618	0.8225
1.618	0.8108
1.000	0.8036
0.618	0.7991
HIGH	0.7919
0.618	0.7874
0.500	0.7861
0.382	0.7847
LOW	0.7802
0.618	0.7730
1.000	0.7685
1.618	0.7613
2.618	0.7496
4.250	0.7305

Fisher Pivots for day following 30-Jan-2015
Pivot	1 day	3 day
R1	0.7870	0.7923
PP	0.7865	0.7907
S1	0.7861	0.7890

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

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