CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 30-Mar-2015

Day Change Summary
	Previous	Current
	27-Mar-2015	30-Mar-2015	Change	Change %	Previous Week
Open	0.8000	0.7926	-0.0074	-0.9%	0.7964
High	0.8012	0.7930	-0.0082	-1.0%	0.8049
Low	0.7916	0.7862	-0.0054	-0.7%	0.7916
Close	0.7930	0.7875	-0.0055	-0.7%	0.7930
Range	0.0096	0.0068	-0.0028	-29.2%	0.0133
ATR	0.0088	0.0086	-0.0001	-1.6%	0.0000
Volume	63,208	46,565	-16,643	-26.3%	321,527

Daily Pivots for day following 30-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8093	0.8052	0.7912
R3	0.8025	0.7984	0.7894
R2	0.7957	0.7957	0.7887
R1	0.7916	0.7916	0.7881	0.7903
PP	0.7889	0.7889	0.7889	0.7882
S1	0.7848	0.7848	0.7869	0.7835
S2	0.7821	0.7821	0.7863
S3	0.7753	0.7780	0.7856
S4	0.7685	0.7712	0.7838

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	0.7862	0.0187	2.4%	0.0072	0.9%	7%	False	True	62,681
10	0.8049	0.7781	0.0268	3.4%	0.0098	1.2%	35%	False	False	69,764
20	0.8049	0.7781	0.0268	3.4%	0.0087	1.1%	35%	False	False	52,864
40	0.8076	0.7781	0.0295	3.7%	0.0087	1.1%	32%	False	False	26,873
60	0.8563	0.7781	0.0782	9.9%	0.0084	1.1%	12%	False	False	18,071
80	0.8775	0.7781	0.0994	12.6%	0.0073	0.9%	9%	False	False	13,645
100	0.8876	0.7781	0.1095	13.9%	0.0067	0.9%	9%	False	False	10,931
120	0.8961	0.7781	0.1180	15.0%	0.0062	0.8%	8%	False	False	9,116

Crabel Price Patterns
NR	True
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	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8219
2.618	0.8108
1.618	0.8040
1.000	0.7998
0.618	0.7972
HIGH	0.7930
0.618	0.7904
0.500	0.7896
0.382	0.7888
LOW	0.7862
0.618	0.7820
1.000	0.7794
1.618	0.7752
2.618	0.7684
4.250	0.7573

Fisher Pivots for day following 30-Mar-2015
Pivot	1 day	3 day
R1	0.7896	0.7956
PP	0.7889	0.7929
S1	0.7882	0.7902

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

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