CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 11-Feb-2015

Day Change Summary
	Previous	Current
	10-Feb-2015	11-Feb-2015	Change	Change %	Previous Week
Open	0.8010	0.7935	-0.0075	-0.9%	0.7873
High	0.8019	0.7936	-0.0083	-1.0%	0.8075
Low	0.7912	0.7868	-0.0044	-0.6%	0.7830
Close	0.7927	0.7896	-0.0031	-0.4%	0.7969
Range	0.0107	0.0068	-0.0039	-36.4%	0.0245
ATR	0.0091	0.0089	-0.0002	-1.8%	0.0000
Volume	257	605	348	135.4%	4,871

Daily Pivots for day following 11-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8104	0.8068	0.7933
R3	0.8036	0.8000	0.7915
R2	0.7968	0.7968	0.7908
R1	0.7932	0.7932	0.7902	0.7916
PP	0.7900	0.7900	0.7900	0.7892
S1	0.7864	0.7864	0.7890	0.7848
S2	0.7832	0.7832	0.7884
S3	0.7764	0.7796	0.7877
S4	0.7696	0.7728	0.7859

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	0.7868	0.0196	2.5%	0.0090	1.1%	14%	False	True	568
10	0.8075	0.7802	0.0273	3.5%	0.0109	1.4%	34%	False	False	675
20	0.8435	0.7802	0.0633	8.0%	0.0098	1.2%	15%	False	False	648
40	0.8613	0.7802	0.0811	10.3%	0.0073	0.9%	12%	False	False	521
60	0.8876	0.7802	0.1074	13.6%	0.0063	0.8%	9%	False	False	400
80	0.8928	0.7802	0.1126	14.3%	0.0056	0.7%	8%	False	False	313
100	0.9120	0.7802	0.1318	16.7%	0.0052	0.7%	7%	False	False	255
120	0.9161	0.7802	0.1359	17.2%	0.0045	0.6%	7%	False	False	215

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8225
2.618	0.8114
1.618	0.8046
1.000	0.8004
0.618	0.7978
HIGH	0.7936
0.618	0.7910
0.500	0.7902
0.382	0.7894
LOW	0.7868
0.618	0.7826
1.000	0.7800
1.618	0.7758
2.618	0.7690
4.250	0.7579

Fisher Pivots for day following 11-Feb-2015
Pivot	1 day	3 day
R1	0.7902	0.7951
PP	0.7900	0.7933
S1	0.7898	0.7914

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

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