CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 03-Mar-2015

Day Change Summary
	Previous	Current
	02-Mar-2015	03-Mar-2015	Change	Change %	Previous Week
Open	0.7984	0.7963	-0.0021	-0.3%	0.7970
High	0.7999	0.8033	0.0034	0.4%	0.8060
Low	0.7950	0.7963	0.0013	0.2%	0.7891
Close	0.7962	0.7999	0.0037	0.5%	0.7979
Range	0.0049	0.0070	0.0021	42.9%	0.0169
ATR	0.0080	0.0079	-0.0001	-0.8%	0.0000
Volume	1,026	951	-75	-7.3%	5,231

Daily Pivots for day following 03-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8208	0.8174	0.8038
R3	0.8138	0.8104	0.8018
R2	0.8068	0.8068	0.8012
R1	0.8034	0.8034	0.8005	0.8051
PP	0.7998	0.7998	0.7998	0.8007
S1	0.7964	0.7964	0.7993	0.7981
S2	0.7928	0.7928	0.7986
S3	0.7858	0.7894	0.7980
S4	0.7788	0.7824	0.7961

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8484	0.8400	0.8072
R3	0.8315	0.8231	0.8025
R2	0.8146	0.8146	0.8010
R1	0.8062	0.8062	0.7994	0.8104
PP	0.7977	0.7977	0.7977	0.7998
S1	0.7893	0.7893	0.7964	0.7935
S2	0.7808	0.7808	0.7948
S3	0.7639	0.7724	0.7933
S4	0.7470	0.7555	0.7886

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8060	0.7950	0.0110	1.4%	0.0063	0.8%	45%	False	False	1,075
10	0.8064	0.7891	0.0173	2.2%	0.0069	0.9%	62%	False	False	1,036
20	0.8076	0.7868	0.0208	2.6%	0.0085	1.1%	63%	False	False	875
40	0.8492	0.7802	0.0690	8.6%	0.0082	1.0%	29%	False	False	689
60	0.8775	0.7802	0.0973	12.2%	0.0069	0.9%	20%	False	False	587
80	0.8876	0.7802	0.1074	13.4%	0.0063	0.8%	18%	False	False	459
100	0.8961	0.7802	0.1159	14.5%	0.0058	0.7%	17%	False	False	376
120	0.9120	0.7802	0.1318	16.5%	0.0053	0.7%	15%	False	False	317

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8331
2.618	0.8216
1.618	0.8146
1.000	0.8103
0.618	0.8076
HIGH	0.8033
0.618	0.8006
0.500	0.7998
0.382	0.7990
LOW	0.7963
0.618	0.7920
1.000	0.7893
1.618	0.7850
2.618	0.7780
4.250	0.7666

Fisher Pivots for day following 03-Mar-2015
Pivot	1 day	3 day
R1	0.7999	0.7997
PP	0.7998	0.7994
S1	0.7998	0.7992

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

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