CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 16-Mar-2015

Day Change Summary
	Previous	Current
	13-Mar-2015	16-Mar-2015	Change	Change %	Previous Week
Open	0.7870	0.7805	-0.0065	-0.8%	0.7912
High	0.7875	0.7842	-0.0033	-0.4%	0.7942
Low	0.7787	0.7790	0.0003	0.0%	0.7787
Close	0.7802	0.7816	0.0014	0.2%	0.7802
Range	0.0088	0.0052	-0.0036	-40.9%	0.0155
ATR	0.0080	0.0078	-0.0002	-2.5%	0.0000
Volume	94,191	73,757	-20,434	-21.7%	262,004

Daily Pivots for day following 16-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7972	0.7946	0.7845
R3	0.7920	0.7894	0.7830
R2	0.7868	0.7868	0.7826
R1	0.7842	0.7842	0.7821	0.7855
PP	0.7816	0.7816	0.7816	0.7823
S1	0.7790	0.7790	0.7811	0.7803
S2	0.7764	0.7764	0.7806
S3	0.7712	0.7738	0.7802
S4	0.7660	0.7686	0.7787

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8309	0.8210	0.7887
R3	0.8154	0.8055	0.7845
R2	0.7999	0.7999	0.7830
R1	0.7900	0.7900	0.7816	0.7872
PP	0.7844	0.7844	0.7844	0.7830
S1	0.7745	0.7745	0.7788	0.7717
S2	0.7689	0.7689	0.7774
S3	0.7534	0.7590	0.7759
S4	0.7379	0.7435	0.7717

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7925	0.7787	0.0138	1.8%	0.0076	1.0%	21%	False	False	61,207
10	0.8047	0.7787	0.0260	3.3%	0.0075	1.0%	11%	False	False	35,964
20	0.8076	0.7787	0.0289	3.7%	0.0072	0.9%	10%	False	False	18,509
40	0.8340	0.7787	0.0553	7.1%	0.0086	1.1%	5%	False	False	9,580
60	0.8613	0.7787	0.0826	10.6%	0.0074	1.0%	4%	False	False	6,526
80	0.8876	0.7787	0.1089	13.9%	0.0067	0.9%	3%	False	False	4,938
100	0.8928	0.7787	0.1141	14.6%	0.0061	0.8%	3%	False	False	3,959
120	0.8987	0.7787	0.1200	15.4%	0.0057	0.7%	2%	False	False	3,304

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8063
2.618	0.7978
1.618	0.7926
1.000	0.7894
0.618	0.7874
HIGH	0.7842
0.618	0.7822
0.500	0.7816
0.382	0.7810
LOW	0.7790
0.618	0.7758
1.000	0.7738
1.618	0.7706
2.618	0.7654
4.250	0.7569

Fisher Pivots for day following 16-Mar-2015
Pivot	1 day	3 day
R1	0.7816	0.7854
PP	0.7816	0.7841
S1	0.7816	0.7829

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

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