CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 02-Apr-2015

Day Change Summary
	Previous	Current
	01-Apr-2015	02-Apr-2015	Change	Change %	Previous Week
Open	0.7879	0.7914	0.0035	0.4%	0.7964
High	0.7944	0.7955	0.0011	0.1%	0.8049
Low	0.7860	0.7894	0.0034	0.4%	0.7916
Close	0.7916	0.7951	0.0035	0.4%	0.7930
Range	0.0084	0.0061	-0.0023	-27.4%	0.0133
ATR	0.0086	0.0084	-0.0002	-2.1%	0.0000
Volume	59,634	51,768	-7,866	-13.2%	321,527

Daily Pivots for day following 02-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8116	0.8095	0.7985
R3	0.8055	0.8034	0.7968
R2	0.7994	0.7994	0.7962
R1	0.7973	0.7973	0.7957	0.7984
PP	0.7933	0.7933	0.7933	0.7939
S1	0.7912	0.7912	0.7945	0.7923
S2	0.7872	0.7872	0.7940
S3	0.7811	0.7851	0.7934
S4	0.7750	0.7790	0.7917

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	0.8012	0.7814	0.0198	2.5%	0.0078	1.0%	69%	False	False	60,041
10	0.8049	0.7814	0.0235	3.0%	0.0078	1.0%	58%	False	False	64,519
20	0.8049	0.7781	0.0268	3.4%	0.0086	1.1%	63%	False	False	61,687
40	0.8076	0.7781	0.0295	3.7%	0.0082	1.0%	58%	False	False	31,549
60	0.8443	0.7781	0.0662	8.3%	0.0084	1.1%	26%	False	False	21,217
80	0.8724	0.7781	0.0943	11.9%	0.0075	0.9%	18%	False	False	16,021
100	0.8876	0.7781	0.1095	13.8%	0.0068	0.9%	16%	False	False	12,833
120	0.8928	0.7781	0.1147	14.4%	0.0063	0.8%	15%	False	False	10,703

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8214
2.618	0.8115
1.618	0.8054
1.000	0.8016
0.618	0.7993
HIGH	0.7955
0.618	0.7932
0.500	0.7925
0.382	0.7917
LOW	0.7894
0.618	0.7856
1.000	0.7833
1.618	0.7795
2.618	0.7734
4.250	0.7635

Fisher Pivots for day following 02-Apr-2015
Pivot	1 day	3 day
R1	0.7942	0.7929
PP	0.7933	0.7907
S1	0.7925	0.7885

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

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