CME Canadian Dollar Future June 2015

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

Day Change Summary
	Previous	Current
	18-Mar-2015	19-Mar-2015	Change	Change %	Previous Week
Open	0.7810	0.7937	0.0127	1.6%	0.7912
High	0.8024	0.7986	-0.0038	-0.5%	0.7942
Low	0.7781	0.7829	0.0048	0.6%	0.7787
Close	0.7880	0.7841	-0.0039	-0.5%	0.7802
Range	0.0243	0.0157	-0.0086	-35.4%	0.0155
ATR	0.0086	0.0091	0.0005	5.9%	0.0000
Volume	113,402	74,989	-38,413	-33.9%	262,004

Daily Pivots for day following 19-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8356	0.8256	0.7927
R3	0.8199	0.8099	0.7884
R2	0.8042	0.8042	0.7870
R1	0.7942	0.7942	0.7855	0.7914
PP	0.7885	0.7885	0.7885	0.7871
S1	0.7785	0.7785	0.7827	0.7757
S2	0.7728	0.7728	0.7812
S3	0.7571	0.7628	0.7798
S4	0.7414	0.7471	0.7755

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	0.8024	0.7781	0.0243	3.1%	0.0114	1.5%	25%	False	False	82,165
10	0.8024	0.7781	0.0243	3.1%	0.0095	1.2%	25%	False	False	58,856
20	0.8060	0.7781	0.0279	3.6%	0.0084	1.1%	22%	False	False	30,549
40	0.8095	0.7781	0.0314	4.0%	0.0087	1.1%	19%	False	False	15,611
60	0.8613	0.7781	0.0832	10.6%	0.0079	1.0%	7%	False	False	10,505
80	0.8876	0.7781	0.1095	14.0%	0.0072	0.9%	5%	False	False	7,973
100	0.8928	0.7781	0.1147	14.6%	0.0064	0.8%	5%	False	False	6,386
120	0.8966	0.7781	0.1185	15.1%	0.0060	0.8%	5%	False	False	5,328

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8653
2.618	0.8397
1.618	0.8240
1.000	0.8143
0.618	0.8083
HIGH	0.7986
0.618	0.7926
0.500	0.7908
0.382	0.7889
LOW	0.7829
0.618	0.7732
1.000	0.7672
1.618	0.7575
2.618	0.7418
4.250	0.7162

Fisher Pivots for day following 19-Mar-2015
Pivot	1 day	3 day
R1	0.7908	0.7903
PP	0.7885	0.7882
S1	0.7863	0.7862

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

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