CME Canadian Dollar Future December 2015

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Trading Metrics calculated at close of trading on 24-Feb-2015
Day Change Summary Previous Current 23-Feb-2015 24-Feb-2015 Change Change % Previous Week Open 0.7950 0.7900 -0.0050 -0.6% 0.8065 High 0.7950 0.7994 0.0044 0.6% 0.8065 Low 0.7932 0.7900 -0.0032 -0.4% 0.7965 Close 0.7939 0.7983 0.0044 0.6% 0.7967 Range 0.0018 0.0094 0.0076 422.2% 0.0100 ATR 0.0072 0.0074 0.0002 2.2% 0.0000 Volume 57 18 -39 -68.4% 120
Daily Pivots for day following 24-Feb-2015 Classic Woodie Camarilla DeMark R4 0.8241 0.8206 0.8035 R3 0.8147 0.8112 0.8009 R2 0.8053 0.8053 0.8000 R1 0.8018 0.8018 0.7992 0.8036 PP 0.7959 0.7959 0.7959 0.7968 S1 0.7924 0.7924 0.7974 0.7942 S2 0.7865 0.7865 0.7966 S3 0.7771 0.7830 0.7957 S4 0.7677 0.7736 0.7931	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 0.8048 0.7900 0.0148 1.9% 0.0045 0.6% 56% False True 32 10 0.8065 0.7894 0.0171 2.1% 0.0034 0.4% 52% False False 60
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 15 trading days	Fibonacci Retracements and Extensions 4.250 0.8394 2.618 0.8240 1.618 0.8146 1.000 0.8088 0.618 0.8052 HIGH 0.7994 0.618 0.7958 0.500 0.7947 0.382 0.7936 LOW 0.7900 0.618 0.7842 1.000 0.7806 1.618 0.7748 2.618 0.7654 4.250 0.7501
Fisher Pivots for day following 24-Feb-2015 Pivot 1 day 3 day R1 0.7971 0.7975 PP 0.7959 0.7968 S1 0.7947 0.7960

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