CME Canadian Dollar Future December 2015

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Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary Previous Current 18-Mar-2015 19-Mar-2015 Change Change % Previous Week Open 0.7780 0.7920 0.0140 1.8% 0.7919 High 0.7940 0.7920 -0.0020 -0.3% 0.7919 Low 0.7780 0.7825 0.0045 0.6% 0.7780 Close 0.7870 0.7832 -0.0038 -0.5% 0.7792 Range 0.0160 0.0095 -0.0065 -40.6% 0.0139 ATR 0.0062 0.0065 0.0002 3.7% 0.0000 Volume 13 19 6 46.2% 289
Daily Pivots for day following 19-Mar-2015 Classic Woodie Camarilla DeMark R4 0.8144 0.8083 0.7884 R3 0.8049 0.7988 0.7858 R2 0.7954 0.7954 0.7849 R1 0.7893 0.7893 0.7841 0.7876 PP 0.7859 0.7859 0.7859 0.7851 S1 0.7798 0.7798 0.7823 0.7781 S2 0.7764 0.7764 0.7815 S3 0.7669 0.7703 0.7806 S4 0.7574 0.7608 0.7780	Weekly Pivots for week ending 13-Mar-2015 Classic Woodie Camarilla DeMark R4 0.8247 0.8159 0.7868 R3 0.8108 0.8020 0.7830 R2 0.7969 0.7969 0.7817 R1 0.7881 0.7881 0.7805 0.7856 PP 0.7830 0.7830 0.7830 0.7818 S1 0.7742 0.7742 0.7779 0.7717 S2 0.7691 0.7691 0.7767 S3 0.7552 0.7603 0.7754 S4 0.7413 0.7464 0.7716
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7940 0.7780 0.0160 2.0% 0.0065 0.8% 33% False False 57 10 0.7940 0.7780 0.0160 2.0% 0.0046 0.6% 33% False False 54 20 0.8040 0.7780 0.0260 3.3% 0.0040 0.5% 20% False False 43
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0005 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8324 2.618 0.8169 1.618 0.8074 1.000 0.8015 0.618 0.7979 HIGH 0.7920 0.618 0.7884 0.500 0.7873 0.382 0.7861 LOW 0.7825 0.618 0.7766 1.000 0.7730 1.618 0.7671 2.618 0.7576 4.250 0.7421
Fisher Pivots for day following 19-Mar-2015 Pivot 1 day 3 day R1 0.7873 0.7860 PP 0.7859 0.7851 S1 0.7846 0.7841

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