CME Canadian Dollar Future September 2015

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Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary Previous Current 06-Jan-2015 07-Jan-2015 Change Change % Previous Week Open 0.8446 0.8396 -0.0050 -0.6% 0.8554 High 0.8446 0.8413 -0.0033 -0.4% 0.8581 Low 0.8403 0.8380 -0.0023 -0.3% 0.8463 Close 0.8416 0.8413 -0.0003 0.0% 0.8463 Range 0.0043 0.0033 -0.0010 -23.3% 0.0118 ATR 0.0039 0.0039 0.0000 -0.6% 0.0000 Volume 71 27 -44 -62.0% 12
Daily Pivots for day following 07-Jan-2015 Classic Woodie Camarilla DeMark R4 0.8501 0.8490 0.8431 R3 0.8468 0.8457 0.8422 R2 0.8435 0.8435 0.8419 R1 0.8424 0.8424 0.8416 0.8430 PP 0.8402 0.8402 0.8402 0.8405 S1 0.8391 0.8391 0.8410 0.8397 S2 0.8369 0.8369 0.8407 S3 0.8336 0.8358 0.8404 S4 0.8303 0.8325 0.8395	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 0.8380 0.0201 2.4% 0.0033 0.4% 16% False True 35 10 0.8581 0.8380 0.0201 2.4% 0.0023 0.3% 16% False True 23 20 0.8687 0.8380 0.0307 3.6% 0.0027 0.3% 11% False True 45 40 0.8843 0.8380 0.0463 5.5% 0.0017 0.2% 7% False True 32
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 0.0003 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8553 2.618 0.8499 1.618 0.8466 1.000 0.8446 0.618 0.8433 HIGH 0.8413 0.618 0.8400 0.500 0.8397 0.382 0.8393 LOW 0.8380 0.618 0.8360 1.000 0.8347 1.618 0.8327 2.618 0.8294 4.250 0.8240
Fisher Pivots for day following 07-Jan-2015 Pivot 1 day 3 day R1 0.8408 0.8420 PP 0.8402 0.8418 S1 0.8397 0.8415

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