CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 24-Mar-2015

Day Change Summary
	Previous	Current
	23-Mar-2015	24-Mar-2015	Change	Change %	Previous Week
Open	0.7964	0.7980	0.0016	0.2%	0.7805
High	0.7994	0.8037	0.0043	0.5%	0.8024
Low	0.7918	0.7961	0.0043	0.5%	0.7781
Close	0.7987	0.7992	0.0005	0.1%	0.7941
Range	0.0076	0.0076	0.0000	0.0%	0.0243
ATR	0.0092	0.0091	-0.0001	-1.3%	0.0000
Volume	54,685	65,497	10,812	19.8%	403,307

Daily Pivots for day following 24-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8225	0.8184	0.8034
R3	0.8149	0.8108	0.8013
R2	0.8073	0.8073	0.8006
R1	0.8032	0.8032	0.7999	0.8053
PP	0.7997	0.7997	0.7997	0.8007
S1	0.7956	0.7956	0.7985	0.7977
S2	0.7921	0.7921	0.7978
S3	0.7845	0.7880	0.7971
S4	0.7769	0.7804	0.7950

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	0.8037	0.7781	0.0256	3.2%	0.0133	1.7%	82%	True	False	79,048
10	0.8037	0.7781	0.0256	3.2%	0.0102	1.3%	82%	True	False	72,454
20	0.8060	0.7781	0.0279	3.5%	0.0085	1.1%	76%	False	False	40,690
40	0.8076	0.7781	0.0295	3.7%	0.0089	1.1%	72%	False	False	20,708
60	0.8613	0.7781	0.0832	10.4%	0.0081	1.0%	25%	False	False	13,944
80	0.8863	0.7781	0.1082	13.5%	0.0074	0.9%	20%	False	False	10,555
100	0.8928	0.7781	0.1147	14.4%	0.0066	0.8%	18%	False	False	8,453
120	0.8966	0.7781	0.1185	14.8%	0.0062	0.8%	18%	False	False	7,051

Crabel Price Patterns
NR	False
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	0.0019

Fibonacci Retracements and Extensions
4.250	0.8360
2.618	0.8236
1.618	0.8160
1.000	0.8113
0.618	0.8084
HIGH	0.8037
0.618	0.8008
0.500	0.7999
0.382	0.7990
LOW	0.7961
0.618	0.7914
1.000	0.7885
1.618	0.7838
2.618	0.7762
4.250	0.7638

Fisher Pivots for day following 24-Mar-2015
Pivot	1 day	3 day
R1	0.7999	0.7976
PP	0.7997	0.7960
S1	0.7994	0.7944

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

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