CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 10-Feb-2015

Day Change Summary
	Previous	Current
	09-Feb-2015	10-Feb-2015	Change	Change %	Previous Week
Open	0.7986	0.8010	0.0024	0.3%	0.7873
High	0.8034	0.8019	-0.0015	-0.2%	0.8075
Low	0.7975	0.7912	-0.0063	-0.8%	0.7830
Close	0.8019	0.7927	-0.0092	-1.1%	0.7969
Range	0.0059	0.0107	0.0048	81.4%	0.0245
ATR	0.0090	0.0091	0.0001	1.4%	0.0000
Volume	504	257	-247	-49.0%	4,871

Daily Pivots for day following 10-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8274	0.8207	0.7986
R3	0.8167	0.8100	0.7956
R2	0.8060	0.8060	0.7947
R1	0.7993	0.7993	0.7937	0.7973
PP	0.7953	0.7953	0.7953	0.7943
S1	0.7886	0.7886	0.7917	0.7866
S2	0.7846	0.7846	0.7907
S3	0.7739	0.7779	0.7898
S4	0.7632	0.7672	0.7868

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8693	0.8576	0.8104
R3	0.8448	0.8331	0.8036
R2	0.8203	0.8203	0.8014
R1	0.8086	0.8086	0.7991	0.8145
PP	0.7958	0.7958	0.7958	0.7987
S1	0.7841	0.7841	0.7947	0.7900
S2	0.7713	0.7713	0.7924
S3	0.7468	0.7596	0.7902
S4	0.7223	0.7351	0.7834

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8064	0.7912	0.0152	1.9%	0.0101	1.3%	10%	False	True	746
10	0.8075	0.7802	0.0273	3.4%	0.0109	1.4%	46%	False	False	678
20	0.8435	0.7802	0.0633	8.0%	0.0097	1.2%	20%	False	False	630
40	0.8641	0.7802	0.0839	10.6%	0.0072	0.9%	15%	False	False	526
60	0.8876	0.7802	0.1074	13.5%	0.0063	0.8%	12%	False	False	391
80	0.8928	0.7802	0.1126	14.2%	0.0056	0.7%	11%	False	False	306
100	0.9120	0.7802	0.1318	16.6%	0.0052	0.7%	9%	False	False	249
120	0.9161	0.7802	0.1359	17.1%	0.0045	0.6%	9%	False	False	210

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8474
2.618	0.8299
1.618	0.8192
1.000	0.8126
0.618	0.8085
HIGH	0.8019
0.618	0.7978
0.500	0.7966
0.382	0.7953
LOW	0.7912
0.618	0.7846
1.000	0.7805
1.618	0.7739
2.618	0.7632
4.250	0.7457

Fisher Pivots for day following 10-Feb-2015
Pivot	1 day	3 day
R1	0.7966	0.7988
PP	0.7953	0.7968
S1	0.7940	0.7947

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

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