CME Canadian Dollar Future December 2015

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Trading Metrics calculated at close of trading on 20-Feb-2015
Day Change Summary Previous Current 19-Feb-2015 20-Feb-2015 Change Change % Previous Week Open 0.8000 0.8020 0.0020 0.3% 0.8065 High 0.8000 0.8020 0.0020 0.3% 0.8065 Low 0.7990 0.7965 -0.0025 -0.3% 0.7965 Close 0.7990 0.7967 -0.0023 -0.3% 0.7967 Range 0.0010 0.0055 0.0045 450.0% 0.0100 ATR 0.0076 0.0075 -0.0002 -2.0% 0.0000 Volume 41 2 -39 -95.1% 120
Daily Pivots for day following 20-Feb-2015 Classic Woodie Camarilla DeMark R4 0.8149 0.8113 0.7997 R3 0.8094 0.8058 0.7982 R2 0.8039 0.8039 0.7977 R1 0.8003 0.8003 0.7972 0.7994 PP 0.7984 0.7984 0.7984 0.7979 S1 0.7948 0.7948 0.7962 0.7939 S2 0.7929 0.7929 0.7957 S3 0.7874 0.7893 0.7952 S4 0.7819 0.7838 0.7937	Weekly Pivots for week ending 20-Feb-2015 Classic Woodie Camarilla DeMark R4 0.8299 0.8233 0.8022 R3 0.8199 0.8133 0.7995 R2 0.8099 0.8099 0.7985 R1 0.8033 0.8033 0.7976 0.8016 PP 0.7999 0.7999 0.7999 0.7991 S1 0.7933 0.7933 0.7958 0.7916 S2 0.7899 0.7899 0.7949 S3 0.7799 0.7833 0.7940 S4 0.7699 0.7733 0.7912
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8065 0.7965 0.0100 1.3% 0.0035 0.4% 2% False True 25 10 0.8065 0.7894 0.0171 2.1% 0.0026 0.3% 43% False False 54
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Widest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 0.8254 2.618 0.8164 1.618 0.8109 1.000 0.8075 0.618 0.8054 HIGH 0.8020 0.618 0.7999 0.500 0.7993 0.382 0.7986 LOW 0.7965 0.618 0.7931 1.000 0.7910 1.618 0.7876 2.618 0.7821 4.250 0.7731
Fisher Pivots for day following 20-Feb-2015 Pivot 1 day 3 day R1 0.7993 0.8007 PP 0.7984 0.7993 S1 0.7976 0.7980

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