CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 13-Mar-2015

Day Change Summary
	Previous	Current
	12-Mar-2015	13-Mar-2015	Change	Change %	Previous Week
Open	0.7832	0.7840	0.0008	0.1%	0.7908
High	0.7910	0.7840	-0.0070	-0.9%	0.7924
Low	0.7823	0.7781	-0.0042	-0.5%	0.7781
Close	0.7848	0.7795	-0.0053	-0.7%	0.7795
Range	0.0087	0.0059	-0.0028	-32.2%	0.0143
ATR	0.0068	0.0068	0.0000	-0.1%	0.0000
Volume	688	245	-443	-64.4%	1,374

Daily Pivots for day following 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7982	0.7948	0.7827
R3	0.7923	0.7889	0.7811
R2	0.7864	0.7864	0.7806
R1	0.7830	0.7830	0.7800	0.7818
PP	0.7805	0.7805	0.7805	0.7799
S1	0.7771	0.7771	0.7790	0.7759
S2	0.7746	0.7746	0.7784
S3	0.7687	0.7712	0.7779
S4	0.7628	0.7653	0.7763

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8262	0.8172	0.7874
R3	0.8119	0.8029	0.7834
R2	0.7976	0.7976	0.7821
R1	0.7886	0.7886	0.7808	0.7860
PP	0.7833	0.7833	0.7833	0.7820
S1	0.7743	0.7743	0.7782	0.7717
S2	0.7690	0.7690	0.7769
S3	0.7547	0.7600	0.7756
S4	0.7404	0.7457	0.7716

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7924	0.7781	0.0143	1.8%	0.0055	0.7%	10%	False	True	274
10	0.8039	0.7781	0.0258	3.3%	0.0059	0.8%	5%	False	True	294
20	0.8075	0.7781	0.0294	3.8%	0.0055	0.7%	5%	False	True	195
40	0.8383	0.7781	0.0602	7.7%	0.0062	0.8%	2%	False	True	134
60	0.8586	0.7781	0.0805	10.3%	0.0051	0.7%	2%	False	True	99
80	0.8843	0.7781	0.1062	13.6%	0.0042	0.5%	1%	False	True	84

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8091
2.618	0.7994
1.618	0.7935
1.000	0.7899
0.618	0.7876
HIGH	0.7840
0.618	0.7817
0.500	0.7811
0.382	0.7804
LOW	0.7781
0.618	0.7745
1.000	0.7722
1.618	0.7686
2.618	0.7627
4.250	0.7530

Fisher Pivots for day following 13-Mar-2015
Pivot	1 day	3 day
R1	0.7811	0.7846
PP	0.7805	0.7829
S1	0.7800	0.7812

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

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