CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 05-Feb-2015

Day Change Summary
	Previous	Current
	04-Feb-2015	05-Feb-2015	Change	Change %	Previous Week
Open	0.8026	0.7940	-0.0086	-1.1%	0.8026
High	0.8054	0.8054	0.0000	0.0%	0.8061
Low	0.7932	0.7940	0.0008	0.1%	0.7802
Close	0.7947	0.8025	0.0078	1.0%	0.7874
Range	0.0122	0.0114	-0.0008	-6.6%	0.0259
ATR	0.0089	0.0091	0.0002	2.0%	0.0000
Volume	1,496	447	-1,049	-70.1%	1,590

Daily Pivots for day following 05-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8348	0.8301	0.8088
R3	0.8234	0.8187	0.8056
R2	0.8120	0.8120	0.8046
R1	0.8073	0.8073	0.8035	0.8097
PP	0.8006	0.8006	0.8006	0.8018
S1	0.7959	0.7959	0.8015	0.7983
S2	0.7892	0.7892	0.8004
S3	0.7778	0.7845	0.7994
S4	0.7664	0.7731	0.7962

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%	0.0131	1.6%	82%	False	False	838
10	0.8075	0.7802	0.0273	3.4%	0.0100	1.2%	82%	False	False	583
20	0.8443	0.7802	0.0641	8.0%	0.0092	1.1%	35%	False	False	564
40	0.8724	0.7802	0.0922	11.5%	0.0069	0.9%	24%	False	False	502
60	0.8876	0.7802	0.1074	13.4%	0.0059	0.7%	21%	False	False	362
80	0.8928	0.7802	0.1126	14.0%	0.0054	0.7%	20%	False	False	284
100	0.9120	0.7802	0.1318	16.4%	0.0050	0.6%	17%	False	False	231
120	0.9161	0.7802	0.1359	16.9%	0.0043	0.5%	16%	False	False	195

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8539
2.618	0.8352
1.618	0.8238
1.000	0.8168
0.618	0.8124
HIGH	0.8054
0.618	0.8010
0.500	0.7997
0.382	0.7984
LOW	0.7940
0.618	0.7870
1.000	0.7826
1.618	0.7756
2.618	0.7642
4.250	0.7456

Fisher Pivots for day following 05-Feb-2015
Pivot	1 day	3 day
R1	0.8016	0.8012
PP	0.8006	0.7998
S1	0.7997	0.7985

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

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