CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 20-Mar-2015

Day Change Summary
	Previous	Current
	19-Mar-2015	20-Mar-2015	Change	Change %	Previous Week
Open	0.7937	0.7855	-0.0082	-1.0%	0.7805
High	0.7986	0.7962	-0.0024	-0.3%	0.8024
Low	0.7829	0.7850	0.0021	0.3%	0.7781
Close	0.7841	0.7941	0.0100	1.3%	0.7941
Range	0.0157	0.0112	-0.0045	-28.7%	0.0243
ATR	0.0091	0.0093	0.0002	2.3%	0.0000
Volume	74,989	86,670	11,681	15.6%	403,307

Daily Pivots for day following 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8254	0.8209	0.8003
R3	0.8142	0.8097	0.7972
R2	0.8030	0.8030	0.7962
R1	0.7985	0.7985	0.7951	0.8008
PP	0.7918	0.7918	0.7918	0.7929
S1	0.7873	0.7873	0.7931	0.7896
S2	0.7806	0.7806	0.7920
S3	0.7694	0.7761	0.7910
S4	0.7582	0.7649	0.7879

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8644	0.8536	0.8075
R3	0.8401	0.8293	0.8008
R2	0.8158	0.8158	0.7986
R1	0.8050	0.8050	0.7963	0.8104
PP	0.7915	0.7915	0.7915	0.7943
S1	0.7807	0.7807	0.7919	0.7861
S2	0.7672	0.7672	0.7896
S3	0.7429	0.7564	0.7874
S4	0.7186	0.7321	0.7807

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%	0.0119	1.5%	66%	False	False	80,661
10	0.8024	0.7781	0.0243	3.1%	0.0095	1.2%	66%	False	False	66,531
20	0.8060	0.7781	0.0279	3.5%	0.0085	1.1%	57%	False	False	34,772
40	0.8076	0.7781	0.0295	3.7%	0.0088	1.1%	54%	False	False	17,721
60	0.8613	0.7781	0.0832	10.5%	0.0080	1.0%	19%	False	False	11,947
80	0.8863	0.7781	0.1082	13.6%	0.0073	0.9%	15%	False	False	9,056
100	0.8928	0.7781	0.1147	14.4%	0.0065	0.8%	14%	False	False	7,252
120	0.8966	0.7781	0.1185	14.9%	0.0061	0.8%	14%	False	False	6,050

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8438
2.618	0.8255
1.618	0.8143
1.000	0.8074
0.618	0.8031
HIGH	0.7962
0.618	0.7919
0.500	0.7906
0.382	0.7893
LOW	0.7850
0.618	0.7781
1.000	0.7738
1.618	0.7669
2.618	0.7557
4.250	0.7374

Fisher Pivots for day following 20-Mar-2015
Pivot	1 day	3 day
R1	0.7929	0.7928
PP	0.7918	0.7915
S1	0.7906	0.7903

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

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