CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 19-Feb-2015

Day Change Summary
	Previous	Current
	18-Feb-2015	19-Feb-2015	Change	Change %	Previous Week
Open	0.8054	0.8025	-0.0029	-0.4%	0.7986
High	0.8064	0.8030	-0.0034	-0.4%	0.8039
Low	0.8016	0.7955	-0.0061	-0.8%	0.7868
Close	0.8038	0.7995	-0.0043	-0.5%	0.8008
Range	0.0048	0.0075	0.0027	56.3%	0.0171
ATR	0.0086	0.0086	0.0000	-0.3%	0.0000
Volume	277	667	390	140.8%	2,237

Daily Pivots for day following 19-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8218	0.8182	0.8036
R3	0.8143	0.8107	0.8016
R2	0.8068	0.8068	0.8009
R1	0.8032	0.8032	0.8002	0.8013
PP	0.7993	0.7993	0.7993	0.7984
S1	0.7957	0.7957	0.7988	0.7938
S2	0.7918	0.7918	0.7981
S3	0.7843	0.7882	0.7974
S4	0.7768	0.7807	0.7954

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	0.7899	0.0177	2.2%	0.0078	1.0%	54%	False	False	588
10	0.8076	0.7868	0.0208	2.6%	0.0084	1.1%	61%	False	False	578
20	0.8095	0.7802	0.0293	3.7%	0.0089	1.1%	66%	False	False	672
40	0.8613	0.7802	0.0811	10.1%	0.0076	1.0%	24%	False	False	483
60	0.8876	0.7802	0.1074	13.4%	0.0068	0.9%	18%	False	False	447
80	0.8928	0.7802	0.1126	14.1%	0.0059	0.7%	17%	False	False	345
100	0.8966	0.7802	0.1164	14.6%	0.0055	0.7%	17%	False	False	284
120	0.9152	0.7802	0.1350	16.9%	0.0048	0.6%	14%	False	False	239

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8349
2.618	0.8226
1.618	0.8151
1.000	0.8105
0.618	0.8076
HIGH	0.8030
0.618	0.8001
0.500	0.7993
0.382	0.7984
LOW	0.7955
0.618	0.7909
1.000	0.7880
1.618	0.7834
2.618	0.7759
4.250	0.7636

Fisher Pivots for day following 19-Feb-2015
Pivot	1 day	3 day
R1	0.7994	0.8016
PP	0.7993	0.8009
S1	0.7993	0.8002

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

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