CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 25-Feb-2015

Day Change Summary
	Previous	Current
	24-Feb-2015	25-Feb-2015	Change	Change %	Previous Week
Open	0.7946	0.7996	0.0050	0.6%	0.8025
High	0.8002	0.8050	0.0048	0.6%	0.8076
Low	0.7891	0.7995	0.0104	1.3%	0.7953
Close	0.7987	0.8035	0.0048	0.6%	0.7970
Range	0.0111	0.0055	-0.0056	-50.5%	0.0123
ATR	0.0086	0.0084	-0.0002	-1.9%	0.0000
Volume	1,107	1,482	375	33.9%	4,288

Daily Pivots for day following 25-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8192	0.8168	0.8065
R3	0.8137	0.8113	0.8050
R2	0.8082	0.8082	0.8045
R1	0.8058	0.8058	0.8040	0.8070
PP	0.8027	0.8027	0.8027	0.8033
S1	0.8003	0.8003	0.8030	0.8015
S2	0.7972	0.7972	0.8025
S3	0.7917	0.7948	0.8020
S4	0.7862	0.7893	0.8005

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8369	0.8292	0.8038
R3	0.8246	0.8169	0.8004
R2	0.8123	0.8123	0.7993
R1	0.8046	0.8046	0.7981	0.8023
PP	0.8000	0.8000	0.8000	0.7988
S1	0.7923	0.7923	0.7959	0.7900
S2	0.7877	0.7877	0.7947
S3	0.7754	0.7800	0.7936
S4	0.7631	0.7677	0.7902

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8050	0.7891	0.0159	2.0%	0.0076	0.9%	91%	True	False	1,238
10	0.8076	0.7868	0.0208	2.6%	0.0076	1.0%	80%	False	False	907
20	0.8076	0.7802	0.0274	3.4%	0.0093	1.2%	85%	False	False	793
40	0.8613	0.7802	0.0811	10.1%	0.0081	1.0%	29%	False	False	606
60	0.8810	0.7802	0.1008	12.5%	0.0071	0.9%	23%	False	False	534
80	0.8892	0.7802	0.1090	13.6%	0.0061	0.8%	21%	False	False	413
100	0.8966	0.7802	0.1164	14.5%	0.0058	0.7%	20%	False	False	338
120	0.9129	0.7802	0.1327	16.5%	0.0051	0.6%	18%	False	False	285

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8284
2.618	0.8194
1.618	0.8139
1.000	0.8105
0.618	0.8084
HIGH	0.8050
0.618	0.8029
0.500	0.8023
0.382	0.8016
LOW	0.7995
0.618	0.7961
1.000	0.7940
1.618	0.7906
2.618	0.7851
4.250	0.7761

Fisher Pivots for day following 25-Feb-2015
Pivot	1 day	3 day
R1	0.8031	0.8014
PP	0.8027	0.7992
S1	0.8023	0.7971

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

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