CME Canadian Dollar Future September 2015

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Trading Metrics calculated at close of trading on 14-Jan-2015
Day Change Summary Previous Current 13-Jan-2015 14-Jan-2015 Change Change % Previous Week Open 0.8300 0.8283 -0.0017 -0.2% 0.8443 High 0.8330 0.8334 0.0004 0.0% 0.8460 Low 0.8300 0.8283 -0.0017 -0.2% 0.8370 Close 0.8311 0.8316 0.0005 0.1% 0.8386 Range 0.0030 0.0051 0.0021 70.0% 0.0090 ATR 0.0039 0.0040 0.0001 2.2% 0.0000 Volume 10 33 23 230.0% 256
Daily Pivots for day following 14-Jan-2015 Classic Woodie Camarilla DeMark R4 0.8464 0.8441 0.8344 R3 0.8413 0.8390 0.8330 R2 0.8362 0.8362 0.8325 R1 0.8339 0.8339 0.8321 0.8351 PP 0.8311 0.8311 0.8311 0.8317 S1 0.8288 0.8288 0.8311 0.8300 S2 0.8260 0.8260 0.8307 S3 0.8209 0.8237 0.8302 S4 0.8158 0.8186 0.8288	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 0.8283 0.0138 1.7% 0.0037 0.4% 24% False True 29 10 0.8581 0.8283 0.0298 3.6% 0.0035 0.4% 11% False True 32 20 0.8586 0.8283 0.0303 3.6% 0.0029 0.3% 11% False True 31 40 0.8843 0.8283 0.0560 6.7% 0.0021 0.2% 6% False True 33
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0004 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8551 2.618 0.8468 1.618 0.8417 1.000 0.8385 0.618 0.8366 HIGH 0.8334 0.618 0.8315 0.500 0.8309 0.382 0.8302 LOW 0.8283 0.618 0.8251 1.000 0.8232 1.618 0.8200 2.618 0.8149 4.250 0.8066
Fisher Pivots for day following 14-Jan-2015 Pivot 1 day 3 day R1 0.8314 0.8329 PP 0.8311 0.8325 S1 0.8309 0.8320

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