CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 18-Feb-2015

Day Change Summary
	Previous	Current
	17-Feb-2015	18-Feb-2015	Change	Change %	Previous Week
Open	0.8025	0.8054	0.0029	0.4%	0.7986
High	0.8076	0.8064	-0.0012	-0.1%	0.8039
Low	0.8006	0.8016	0.0010	0.1%	0.7868
Close	0.8065	0.8038	-0.0027	-0.3%	0.8008
Range	0.0070	0.0048	-0.0022	-31.4%	0.0171
ATR	0.0089	0.0086	-0.0003	-3.2%	0.0000
Volume	1,129	277	-852	-75.5%	2,237

Daily Pivots for day following 18-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8183	0.8159	0.8064
R3	0.8135	0.8111	0.8051
R2	0.8087	0.8087	0.8047
R1	0.8063	0.8063	0.8042	0.8051
PP	0.8039	0.8039	0.8039	0.8034
S1	0.8015	0.8015	0.8034	0.8003
S2	0.7991	0.7991	0.8029
S3	0.7943	0.7967	0.8025
S4	0.7895	0.7919	0.8012

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8485	0.8417	0.8102
R3	0.8314	0.8246	0.8055
R2	0.8143	0.8143	0.8039
R1	0.8075	0.8075	0.8024	0.8109
PP	0.7972	0.7972	0.7972	0.7989
S1	0.7904	0.7904	0.7992	0.7938
S2	0.7801	0.7801	0.7977
S3	0.7630	0.7733	0.7961
S4	0.7459	0.7562	0.7914

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8076	0.7868	0.0208	2.6%	0.0077	1.0%	82%	False	False	576
10	0.8076	0.7868	0.0208	2.6%	0.0089	1.1%	82%	False	False	661
20	0.8275	0.7802	0.0473	5.9%	0.0097	1.2%	50%	False	False	676
40	0.8613	0.7802	0.0811	10.1%	0.0076	0.9%	29%	False	False	470
60	0.8876	0.7802	0.1074	13.4%	0.0067	0.8%	22%	False	False	437
80	0.8928	0.7802	0.1126	14.0%	0.0058	0.7%	21%	False	False	337
100	0.8966	0.7802	0.1164	14.5%	0.0055	0.7%	20%	False	False	277
120	0.9161	0.7802	0.1359	16.9%	0.0048	0.6%	17%	False	False	233

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.8268
2.618	0.8190
1.618	0.8142
1.000	0.8112
0.618	0.8094
HIGH	0.8064
0.618	0.8046
0.500	0.8040
0.382	0.8034
LOW	0.8016
0.618	0.7986
1.000	0.7968
1.618	0.7938
2.618	0.7890
4.250	0.7812

Fisher Pivots for day following 18-Feb-2015
Pivot	1 day	3 day
R1	0.8040	0.8033
PP	0.8039	0.8027
S1	0.8039	0.8022

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

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