CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 25-Mar-2015

Day Change Summary
	Previous	Current
	24-Mar-2015	25-Mar-2015	Change	Change %	Previous Week
Open	0.7978	0.7990	0.0012	0.2%	0.7800
High	0.8025	0.7999	-0.0026	-0.3%	0.8015
Low	0.7964	0.7960	-0.0004	-0.1%	0.7777
Close	0.7985	0.7973	-0.0012	-0.2%	0.7934
Range	0.0061	0.0039	-0.0022	-36.1%	0.0238
ATR	0.0080	0.0077	-0.0003	-3.7%	0.0000
Volume	65	104	39	60.0%	869

Daily Pivots for day following 25-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8094	0.8073	0.7994
R3	0.8055	0.8034	0.7984
R2	0.8016	0.8016	0.7980
R1	0.7995	0.7995	0.7977	0.7986
PP	0.7977	0.7977	0.7977	0.7973
S1	0.7956	0.7956	0.7969	0.7947
S2	0.7938	0.7938	0.7966
S3	0.7899	0.7917	0.7962
S4	0.7860	0.7878	0.7952

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8623	0.8516	0.8065
R3	0.8385	0.8278	0.7999
R2	0.8147	0.8147	0.7978
R1	0.8040	0.8040	0.7956	0.8094
PP	0.7909	0.7909	0.7909	0.7935
S1	0.7802	0.7802	0.7912	0.7856
S2	0.7671	0.7671	0.7890
S3	0.7433	0.7564	0.7869
S4	0.7195	0.7326	0.7803

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8025	0.7825	0.0200	2.5%	0.0083	1.0%	74%	False	False	157
10	0.8025	0.7777	0.0248	3.1%	0.0085	1.1%	79%	False	False	208
20	0.8050	0.7777	0.0273	3.4%	0.0071	0.9%	72%	False	False	208
40	0.8075	0.7777	0.0298	3.7%	0.0066	0.8%	66%	False	False	153
60	0.8581	0.7777	0.0804	10.1%	0.0059	0.7%	24%	False	False	114
80	0.8775	0.7777	0.0998	12.5%	0.0050	0.6%	20%	False	False	95
100	0.8870	0.7777	0.1093	13.7%	0.0042	0.5%	18%	False	False	82

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8165
2.618	0.8101
1.618	0.8062
1.000	0.8038
0.618	0.8023
HIGH	0.7999
0.618	0.7984
0.500	0.7980
0.382	0.7975
LOW	0.7960
0.618	0.7936
1.000	0.7921
1.618	0.7897
2.618	0.7858
4.250	0.7794

Fisher Pivots for day following 25-Mar-2015
Pivot	1 day	3 day
R1	0.7980	0.7973
PP	0.7977	0.7972
S1	0.7975	0.7972

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

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