CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 12-Feb-2015

Day Change Summary
	Previous	Current
	11-Feb-2015	12-Feb-2015	Change	Change %	Previous Week
Open	0.7935	0.7911	-0.0024	-0.3%	0.7873
High	0.7936	0.8026	0.0090	1.1%	0.8075
Low	0.7868	0.7899	0.0031	0.4%	0.7830
Close	0.7896	0.8002	0.0106	1.3%	0.7969
Range	0.0068	0.0127	0.0059	86.8%	0.0245
ATR	0.0089	0.0092	0.0003	3.3%	0.0000
Volume	605	298	-307	-50.7%	4,871

Daily Pivots for day following 12-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8357	0.8306	0.8072
R3	0.8230	0.8179	0.8037
R2	0.8103	0.8103	0.8025
R1	0.8052	0.8052	0.8014	0.8078
PP	0.7976	0.7976	0.7976	0.7988
S1	0.7925	0.7925	0.7990	0.7951
S2	0.7849	0.7849	0.7979
S3	0.7722	0.7798	0.7967
S4	0.7595	0.7671	0.7932

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	2.4%	0.0093	1.2%	68%	False	False	538
10	0.8075	0.7802	0.0273	3.4%	0.0112	1.4%	73%	False	False	688
20	0.8435	0.7802	0.0633	7.9%	0.0102	1.3%	32%	False	False	631
40	0.8613	0.7802	0.0811	10.1%	0.0075	0.9%	25%	False	False	526
60	0.8876	0.7802	0.1074	13.4%	0.0065	0.8%	19%	False	False	405
80	0.8928	0.7802	0.1126	14.1%	0.0058	0.7%	18%	False	False	315
100	0.9011	0.7802	0.1209	15.1%	0.0053	0.7%	17%	False	False	258
120	0.9161	0.7802	0.1359	17.0%	0.0046	0.6%	15%	False	False	217

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	0.0019
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8566
2.618	0.8358
1.618	0.8231
1.000	0.8153
0.618	0.8104
HIGH	0.8026
0.618	0.7977
0.500	0.7963
0.382	0.7948
LOW	0.7899
0.618	0.7821
1.000	0.7772
1.618	0.7694
2.618	0.7567
4.250	0.7359

Fisher Pivots for day following 12-Feb-2015
Pivot	1 day	3 day
R1	0.7989	0.7984
PP	0.7976	0.7965
S1	0.7963	0.7947

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

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