CME Canadian Dollar Future December 2015

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Trading Metrics calculated at close of trading on 03-Mar-2015
Day Change Summary Previous Current 02-Mar-2015 03-Mar-2015 Change Change % Previous Week Open 0.7970 0.8011 0.0041 0.5% 0.7950 High 0.7970 0.8011 0.0041 0.5% 0.8025 Low 0.7947 0.7990 0.0043 0.5% 0.7900 Close 0.7952 0.7990 0.0038 0.5% 0.7969 Range 0.0023 0.0021 -0.0002 -8.7% 0.0125 ATR 0.0065 0.0065 0.0000 -0.7% 0.0000 Volume 12 37 25 208.3% 252
Daily Pivots for day following 03-Mar-2015 Classic Woodie Camarilla DeMark R4 0.8060 0.8046 0.8002 R3 0.8039 0.8025 0.7996 R2 0.8018 0.8018 0.7994 R1 0.8004 0.8004 0.7992 0.8001 PP 0.7997 0.7997 0.7997 0.7995 S1 0.7983 0.7983 0.7988 0.7980 S2 0.7976 0.7976 0.7986 S3 0.7955 0.7962 0.7984 S4 0.7934 0.7941 0.7978	Weekly Pivots for week ending 27-Feb-2015 Classic Woodie Camarilla DeMark R4 0.8340 0.8279 0.8038 R3 0.8215 0.8154 0.8003 R2 0.8090 0.8090 0.7992 R1 0.8029 0.8029 0.7980 0.8060 PP 0.7965 0.7965 0.7965 0.7980 S1 0.7904 0.7904 0.7958 0.7935 S2 0.7840 0.7840 0.7946 S3 0.7715 0.7779 0.7935 S4 0.7590 0.7654 0.7900
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8025 0.7947 0.0078 1.0% 0.0018 0.2% 55% False False 45 10 0.8048 0.7900 0.0148 1.9% 0.0032 0.4% 61% False False 38 20 0.8065 0.7894 0.0171 2.1% 0.0029 0.4% 56% False False 48
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 0.0000 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.8100 2.618 0.8066 1.618 0.8045 1.000 0.8032 0.618 0.8024 HIGH 0.8011 0.618 0.8003 0.500 0.8001 0.382 0.7998 LOW 0.7990 0.618 0.7977 1.000 0.7969 1.618 0.7956 2.618 0.7935 4.250 0.7901
Fisher Pivots for day following 03-Mar-2015 Pivot 1 day 3 day R1 0.8001 0.7986 PP 0.7997 0.7983 S1 0.7994 0.7979

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