CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 27-Mar-2015

Day Change Summary
	Previous	Current
	26-Mar-2015	27-Mar-2015	Change	Change %	Previous Week
Open	0.7981	0.8000	0.0019	0.2%	0.7964
High	0.8049	0.8012	-0.0037	-0.5%	0.8049
Low	0.7971	0.7916	-0.0055	-0.7%	0.7916
Close	0.8006	0.7930	-0.0076	-0.9%	0.7930
Range	0.0078	0.0096	0.0018	23.1%	0.0133
ATR	0.0087	0.0088	0.0001	0.7%	0.0000
Volume	78,795	63,208	-15,587	-19.8%	321,527

Daily Pivots for day following 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8241	0.8181	0.7983
R3	0.8145	0.8085	0.7956
R2	0.8049	0.8049	0.7948
R1	0.7989	0.7989	0.7939	0.7971
PP	0.7953	0.7953	0.7953	0.7944
S1	0.7893	0.7893	0.7921	0.7875
S2	0.7857	0.7857	0.7912
S3	0.7761	0.7797	0.7904
S4	0.7665	0.7701	0.7877

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8364	0.8280	0.8003
R3	0.8231	0.8147	0.7967
R2	0.8098	0.8098	0.7954
R1	0.8014	0.8014	0.7942	0.7990
PP	0.7965	0.7965	0.7965	0.7953
S1	0.7881	0.7881	0.7918	0.7857
S2	0.7832	0.7832	0.7906
S3	0.7699	0.7748	0.7893
S4	0.7566	0.7615	0.7857

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8049	0.7916	0.0133	1.7%	0.0074	0.9%	11%	False	True	64,305
10	0.8049	0.7781	0.0268	3.4%	0.0096	1.2%	56%	False	False	72,483
20	0.8049	0.7781	0.0268	3.4%	0.0086	1.1%	56%	False	False	50,587
40	0.8076	0.7781	0.0295	3.7%	0.0089	1.1%	51%	False	False	25,718
60	0.8613	0.7781	0.0832	10.5%	0.0084	1.1%	18%	False	False	17,297
80	0.8789	0.7781	0.1008	12.7%	0.0073	0.9%	15%	False	False	13,069
100	0.8876	0.7781	0.1095	13.8%	0.0067	0.8%	14%	False	False	10,466
120	0.8961	0.7781	0.1180	14.9%	0.0062	0.8%	13%	False	False	8,729

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8420
2.618	0.8263
1.618	0.8167
1.000	0.8108
0.618	0.8071
HIGH	0.8012
0.618	0.7975
0.500	0.7964
0.382	0.7953
LOW	0.7916
0.618	0.7857
1.000	0.7820
1.618	0.7761
2.618	0.7665
4.250	0.7508

Fisher Pivots for day following 27-Mar-2015
Pivot	1 day	3 day
R1	0.7964	0.7983
PP	0.7953	0.7965
S1	0.7941	0.7948

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

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