CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 02-Feb-2015

Day Change Summary
	Previous	Current
	30-Jan-2015	02-Feb-2015	Change	Change %	Previous Week
Open	0.7919	0.7873	-0.0046	-0.6%	0.8026
High	0.7919	0.7950	0.0031	0.4%	0.8061
Low	0.7802	0.7830	0.0028	0.4%	0.7802
Close	0.7874	0.7934	0.0060	0.8%	0.7874
Range	0.0117	0.0120	0.0003	2.6%	0.0259
ATR	0.0076	0.0079	0.0003	4.1%	0.0000
Volume	351	1,103	752	214.2%	1,590

Daily Pivots for day following 02-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8265	0.8219	0.8000
R3	0.8145	0.8099	0.7967
R2	0.8025	0.8025	0.7956
R1	0.7979	0.7979	0.7945	0.8002
PP	0.7905	0.7905	0.7905	0.7916
S1	0.7859	0.7859	0.7923	0.7882
S2	0.7785	0.7785	0.7912
S3	0.7665	0.7739	0.7901
S4	0.7545	0.7619	0.7868

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%	0.0097	1.2%	51%	False	False	479
10	0.8340	0.7802	0.0538	6.8%	0.0097	1.2%	25%	False	False	654
20	0.8492	0.7802	0.0690	8.7%	0.0079	1.0%	19%	False	False	504
40	0.8775	0.7802	0.0973	12.3%	0.0061	0.8%	14%	False	False	444
60	0.8876	0.7802	0.1074	13.5%	0.0055	0.7%	12%	False	False	320
80	0.8961	0.7802	0.1159	14.6%	0.0051	0.6%	11%	False	False	251
100	0.9120	0.7802	0.1318	16.6%	0.0046	0.6%	10%	False	False	205
120	0.9161	0.7802	0.1359	17.1%	0.0039	0.5%	10%	False	False	172

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	0.0015
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8460
2.618	0.8264
1.618	0.8144
1.000	0.8070
0.618	0.8024
HIGH	0.7950
0.618	0.7904
0.500	0.7890
0.382	0.7876
LOW	0.7830
0.618	0.7756
1.000	0.7710
1.618	0.7636
2.618	0.7516
4.250	0.7320

Fisher Pivots for day following 02-Feb-2015
Pivot	1 day	3 day
R1	0.7919	0.7919
PP	0.7905	0.7904
S1	0.7890	0.7889

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

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