CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 05-Mar-2015

Day Change Summary
	Previous	Current
	04-Mar-2015	05-Mar-2015	Change	Change %	Previous Week
Open	0.7993	0.8036	0.0043	0.5%	0.7970
High	0.8045	0.8047	0.0002	0.0%	0.8060
Low	0.7951	0.7975	0.0024	0.3%	0.7891
Close	0.8043	0.7982	-0.0061	-0.8%	0.7979
Range	0.0094	0.0072	-0.0022	-23.4%	0.0169
ATR	0.0080	0.0080	-0.0001	-0.7%	0.0000
Volume	9,720	3,290	-6,430	-66.2%	5,231

Daily Pivots for day following 05-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8217	0.8172	0.8022
R3	0.8145	0.8100	0.8002
R2	0.8073	0.8073	0.7995
R1	0.8028	0.8028	0.7989	0.8015
PP	0.8001	0.8001	0.8001	0.7995
S1	0.7956	0.7956	0.7975	0.7943
S2	0.7929	0.7929	0.7969
S3	0.7857	0.7884	0.7962
S4	0.7785	0.7812	0.7942

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	0.8047	0.7950	0.0097	1.2%	0.0067	0.8%	33%	True	False	3,194
10	0.8060	0.7891	0.0169	2.1%	0.0073	0.9%	54%	False	False	2,243
20	0.8076	0.7868	0.0208	2.6%	0.0079	1.0%	55%	False	False	1,410
40	0.8443	0.7802	0.0641	8.0%	0.0083	1.0%	28%	False	False	982
60	0.8724	0.7802	0.0922	11.6%	0.0071	0.9%	20%	False	False	799
80	0.8876	0.7802	0.1074	13.5%	0.0064	0.8%	17%	False	False	619
100	0.8928	0.7802	0.1126	14.1%	0.0058	0.7%	16%	False	False	506
120	0.9120	0.7802	0.1318	16.5%	0.0054	0.7%	14%	False	False	424

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8353
2.618	0.8235
1.618	0.8163
1.000	0.8119
0.618	0.8091
HIGH	0.8047
0.618	0.8019
0.500	0.8011
0.382	0.8003
LOW	0.7975
0.618	0.7931
1.000	0.7903
1.618	0.7859
2.618	0.7787
4.250	0.7669

Fisher Pivots for day following 05-Mar-2015
Pivot	1 day	3 day
R1	0.8011	0.7999
PP	0.8001	0.7993
S1	0.7992	0.7988

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

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