CME Canadian Dollar Future September 2015

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Trading Metrics calculated at close of trading on 02-Jan-2015
Day Change Summary Previous Current 31-Dec-2014 02-Jan-2015 Change Change % Previous Week Open 0.8581 0.8505 -0.0076 -0.9% 0.8554 High 0.8581 0.8505 -0.0076 -0.9% 0.8581 Low 0.8562 0.8463 -0.0099 -1.2% 0.8463 Close 0.8562 0.8463 -0.0099 -1.2% 0.8463 Range 0.0019 0.0042 0.0023 121.1% 0.0118 ATR 0.0034 0.0039 0.0005 13.7% 0.0000 Volume 4 1 -3 -75.0% 12
Daily Pivots for day following 02-Jan-2015 Classic Woodie Camarilla DeMark R4 0.8603 0.8575 0.8486 R3 0.8561 0.8533 0.8475 R2 0.8519 0.8519 0.8471 R1 0.8491 0.8491 0.8467 0.8484 PP 0.8477 0.8477 0.8477 0.8474 S1 0.8449 0.8449 0.8459 0.8442 S2 0.8435 0.8435 0.8455 S3 0.8393 0.8407 0.8451 S4 0.8351 0.8365 0.8440	Weekly Pivots for week ending 02-Jan-2015 Classic Woodie Camarilla DeMark R4 0.8856 0.8778 0.8528 R3 0.8738 0.8660 0.8495 R2 0.8620 0.8620 0.8485 R1 0.8542 0.8542 0.8474 0.8522 PP 0.8502 0.8502 0.8502 0.8493 S1 0.8424 0.8424 0.8452 0.8404 S2 0.8384 0.8384 0.8441 S3 0.8266 0.8306 0.8431 S4 0.8148 0.8188 0.8398
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8581 0.8463 0.0118 1.4% 0.0015 0.2% 0% False True 5 10 0.8586 0.8463 0.0123 1.5% 0.0021 0.2% 0% False True 16 20 0.8723 0.8463 0.0260 3.1% 0.0024 0.3% 0% False True 37 40 0.8843 0.8463 0.0380 4.5% 0.0015 0.2% 0% False True 33
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Widest range in 9 trading days	Fibonacci Retracements and Extensions 4.250 0.8684 2.618 0.8615 1.618 0.8573 1.000 0.8547 0.618 0.8531 HIGH 0.8505 0.618 0.8489 0.500 0.8484 0.382 0.8479 LOW 0.8463 0.618 0.8437 1.000 0.8421 1.618 0.8395 2.618 0.8353 4.250 0.8285
Fisher Pivots for day following 02-Jan-2015 Pivot 1 day 3 day R1 0.8484 0.8522 PP 0.8477 0.8502 S1 0.8470 0.8483

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