CME Canadian Dollar Future September 2015

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Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary Previous Current 12-Jan-2015 13-Jan-2015 Change Change % Previous Week Open 0.8375 0.8300 -0.0075 -0.9% 0.8443 High 0.8375 0.8330 -0.0045 -0.5% 0.8460 Low 0.8310 0.8300 -0.0010 -0.1% 0.8370 Close 0.8316 0.8311 -0.0005 -0.1% 0.8386 Range 0.0065 0.0030 -0.0035 -53.8% 0.0090 ATR 0.0040 0.0039 -0.0001 -1.8% 0.0000 Volume 23 10 -13 -56.5% 256
Daily Pivots for day following 13-Jan-2015 Classic Woodie Camarilla DeMark R4 0.8404 0.8387 0.8328 R3 0.8374 0.8357 0.8319 R2 0.8344 0.8344 0.8317 R1 0.8327 0.8327 0.8314 0.8336 PP 0.8314 0.8314 0.8314 0.8318 S1 0.8297 0.8297 0.8308 0.8306 S2 0.8284 0.8284 0.8306 S3 0.8254 0.8267 0.8303 S4 0.8224 0.8237 0.8295	Weekly Pivots for week ending 09-Jan-2015 Classic Woodie Camarilla DeMark R4 0.8675 0.8621 0.8436 R3 0.8585 0.8531 0.8411 R2 0.8495 0.8495 0.8403 R1 0.8441 0.8441 0.8394 0.8423 PP 0.8405 0.8405 0.8405 0.8397 S1 0.8351 0.8351 0.8378 0.8333 S2 0.8315 0.8315 0.8370 S3 0.8225 0.8261 0.8361 S4 0.8135 0.8171 0.8337
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8421 0.8300 0.0121 1.5% 0.0034 0.4% 9% False True 28 10 0.8581 0.8300 0.0281 3.4% 0.0030 0.4% 4% False True 29 20 0.8586 0.8300 0.0286 3.4% 0.0028 0.3% 4% False True 42 40 0.8843 0.8300 0.0543 6.5% 0.0020 0.2% 2% False True 33
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 0.0004 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8458 2.618 0.8409 1.618 0.8379 1.000 0.8360 0.618 0.8349 HIGH 0.8330 0.618 0.8319 0.500 0.8315 0.382 0.8311 LOW 0.8300 0.618 0.8281 1.000 0.8270 1.618 0.8251 2.618 0.8221 4.250 0.8173
Fisher Pivots for day following 13-Jan-2015 Pivot 1 day 3 day R1 0.8315 0.8344 PP 0.8314 0.8333 S1 0.8312 0.8322

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