CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 03-Feb-2015

Day Change Summary
	Previous	Current
	02-Feb-2015	03-Feb-2015	Change	Change %	Previous Week
Open	0.7873	0.7940	0.0067	0.9%	0.8026
High	0.7950	0.8075	0.0125	1.6%	0.8061
Low	0.7830	0.7895	0.0065	0.8%	0.7802
Close	0.7934	0.8044	0.0110	1.4%	0.7874
Range	0.0120	0.0180	0.0060	50.0%	0.0259
ATR	0.0079	0.0086	0.0007	9.1%	0.0000
Volume	1,103	797	-306	-27.7%	1,590

Daily Pivots for day following 03-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8545	0.8474	0.8143
R3	0.8365	0.8294	0.8094
R2	0.8185	0.8185	0.8077
R1	0.8114	0.8114	0.8061	0.8150
PP	0.8005	0.8005	0.8005	0.8022
S1	0.7934	0.7934	0.8028	0.7970
S2	0.7825	0.7825	0.8011
S3	0.7645	0.7754	0.7995
S4	0.7465	0.7574	0.7945

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	0.8075	0.7802	0.0273	3.4%	0.0118	1.5%	89%	True	False	610
10	0.8275	0.7802	0.0473	5.9%	0.0104	1.3%	51%	False	False	690
20	0.8492	0.7802	0.0690	8.6%	0.0086	1.1%	35%	False	False	509
40	0.8730	0.7802	0.0928	11.5%	0.0065	0.8%	26%	False	False	459
60	0.8876	0.7802	0.1074	13.4%	0.0057	0.7%	23%	False	False	332
80	0.8961	0.7802	0.1159	14.4%	0.0053	0.7%	21%	False	False	261
100	0.9120	0.7802	0.1318	16.4%	0.0048	0.6%	18%	False	False	213
120	0.9161	0.7802	0.1359	16.9%	0.0041	0.5%	18%	False	False	179

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	0.0017
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8840
2.618	0.8546
1.618	0.8366
1.000	0.8255
0.618	0.8186
HIGH	0.8075
0.618	0.8006
0.500	0.7985
0.382	0.7964
LOW	0.7895
0.618	0.7784
1.000	0.7715
1.618	0.7604
2.618	0.7424
4.250	0.7130

Fisher Pivots for day following 03-Feb-2015
Pivot	1 day	3 day
R1	0.8024	0.8009
PP	0.8005	0.7974
S1	0.7985	0.7939

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

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