CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 25-Mar-2015

Day Change Summary
	Previous	Current
	24-Mar-2015	25-Mar-2015	Change	Change %	Previous Week
Open	0.7980	0.7993	0.0013	0.2%	0.7805
High	0.8037	0.8008	-0.0029	-0.4%	0.8024
Low	0.7961	0.7965	0.0004	0.1%	0.7781
Close	0.7992	0.7980	-0.0012	-0.2%	0.7941
Range	0.0076	0.0043	-0.0033	-43.4%	0.0243
ATR	0.0091	0.0088	-0.0003	-3.8%	0.0000
Volume	65,497	59,342	-6,155	-9.4%	403,307

Daily Pivots for day following 25-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8113	0.8090	0.8004
R3	0.8070	0.8047	0.7992
R2	0.8027	0.8027	0.7988
R1	0.8004	0.8004	0.7984	0.7994
PP	0.7984	0.7984	0.7984	0.7980
S1	0.7961	0.7961	0.7976	0.7951
S2	0.7941	0.7941	0.7972
S3	0.7898	0.7918	0.7968
S4	0.7855	0.7875	0.7956

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	0.7829	0.0208	2.6%	0.0093	1.2%	73%	False	False	68,236
10	0.8037	0.7781	0.0256	3.2%	0.0098	1.2%	78%	False	False	72,029
20	0.8060	0.7781	0.0279	3.5%	0.0084	1.1%	71%	False	False	43,583
40	0.8076	0.7781	0.0295	3.7%	0.0088	1.1%	67%	False	False	22,188
60	0.8613	0.7781	0.0832	10.4%	0.0082	1.0%	24%	False	False	14,931
80	0.8810	0.7781	0.1029	12.9%	0.0074	0.9%	19%	False	False	11,296
100	0.8892	0.7781	0.1111	13.9%	0.0066	0.8%	18%	False	False	9,047
120	0.8966	0.7781	0.1185	14.8%	0.0062	0.8%	17%	False	False	7,546

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	0.0019
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8191
2.618	0.8121
1.618	0.8078
1.000	0.8051
0.618	0.8035
HIGH	0.8008
0.618	0.7992
0.500	0.7987
0.382	0.7981
LOW	0.7965
0.618	0.7938
1.000	0.7922
1.618	0.7895
2.618	0.7852
4.250	0.7782

Fisher Pivots for day following 25-Mar-2015
Pivot	1 day	3 day
R1	0.7987	0.7979
PP	0.7984	0.7978
S1	0.7982	0.7978

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

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