CME Canadian Dollar Future December 2015

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Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary Previous Current 10-Mar-2015 11-Mar-2015 Change Change % Previous Week Open 0.7879 0.7850 -0.0029 -0.4% 0.7970 High 0.7893 0.7864 -0.0029 -0.4% 0.8040 Low 0.7868 0.7800 -0.0068 -0.9% 0.7900 Close 0.7868 0.7813 -0.0055 -0.7% 0.7905 Range 0.0025 0.0064 0.0039 156.0% 0.0140 ATR 0.0060 0.0060 0.0001 1.0% 0.0000 Volume 5 10 5 100.0% 119
Daily Pivots for day following 11-Mar-2015 Classic Woodie Camarilla DeMark R4 0.8018 0.7979 0.7848 R3 0.7954 0.7915 0.7831 R2 0.7890 0.7890 0.7825 R1 0.7851 0.7851 0.7819 0.7839 PP 0.7826 0.7826 0.7826 0.7819 S1 0.7787 0.7787 0.7807 0.7775 S2 0.7762 0.7762 0.7801 S3 0.7698 0.7723 0.7795 S4 0.7634 0.7659 0.7778	Weekly Pivots for week ending 06-Mar-2015 Classic Woodie Camarilla DeMark R4 0.8368 0.8277 0.7982 R3 0.8228 0.8137 0.7944 R2 0.8088 0.8088 0.7931 R1 0.7997 0.7997 0.7918 0.7973 PP 0.7948 0.7948 0.7948 0.7936 S1 0.7857 0.7857 0.7892 0.7833 S2 0.7808 0.7808 0.7879 S3 0.7668 0.7717 0.7867 S4 0.7528 0.7577 0.7828
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8020 0.7800 0.0220 2.8% 0.0033 0.4% 6% False True 34 10 0.8040 0.7800 0.0240 3.1% 0.0028 0.4% 5% False True 27 20 0.8065 0.7800 0.0265 3.4% 0.0029 0.4% 5% False True 49
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0003 Widest range in 11 trading days	Fibonacci Retracements and Extensions 4.250 0.8136 2.618 0.8032 1.618 0.7968 1.000 0.7928 0.618 0.7904 HIGH 0.7864 0.618 0.7840 0.500 0.7832 0.382 0.7824 LOW 0.7800 0.618 0.7760 1.000 0.7736 1.618 0.7696 2.618 0.7632 4.250 0.7528
Fisher Pivots for day following 11-Mar-2015 Pivot 1 day 3 day R1 0.7832 0.7860 PP 0.7826 0.7844 S1 0.7819 0.7829

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