CME Canadian Dollar Future December 2015

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Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary Previous Current 19-Mar-2015 20-Mar-2015 Change Change % Previous Week Open 0.7920 0.7865 -0.0055 -0.7% 0.7800 High 0.7920 0.7945 0.0025 0.3% 0.7945 Low 0.7825 0.7865 0.0040 0.5% 0.7780 Close 0.7832 0.7932 0.0100 1.3% 0.7932 Range 0.0095 0.0080 -0.0015 -15.8% 0.0165 ATR 0.0065 0.0068 0.0003 5.3% 0.0000 Volume 19 29 10 52.6% 239
Daily Pivots for day following 20-Mar-2015 Classic Woodie Camarilla DeMark R4 0.8154 0.8123 0.7976 R3 0.8074 0.8043 0.7954 R2 0.7994 0.7994 0.7947 R1 0.7963 0.7963 0.7939 0.7979 PP 0.7914 0.7914 0.7914 0.7922 S1 0.7883 0.7883 0.7925 0.7899 S2 0.7834 0.7834 0.7917 S3 0.7754 0.7803 0.7910 S4 0.7674 0.7723 0.7888	Weekly Pivots for week ending 20-Mar-2015 Classic Woodie Camarilla DeMark R4 0.8381 0.8321 0.8023 R3 0.8216 0.8156 0.7977 R2 0.8051 0.8051 0.7962 R1 0.7991 0.7991 0.7947 0.8021 PP 0.7886 0.7886 0.7886 0.7901 S1 0.7826 0.7826 0.7917 0.7856 S2 0.7721 0.7721 0.7902 S3 0.7556 0.7661 0.7887 S4 0.7391 0.7496 0.7841
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.7945 0.7780 0.0165 2.1% 0.0076 1.0% 92% True False 47 10 0.7945 0.7780 0.0165 2.1% 0.0052 0.7% 92% True False 52 20 0.8040 0.7780 0.0260 3.3% 0.0041 0.5% 58% False False 44
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 0.0004 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.8285 2.618 0.8154 1.618 0.8074 1.000 0.8025 0.618 0.7994 HIGH 0.7945 0.618 0.7914 0.500 0.7905 0.382 0.7896 LOW 0.7865 0.618 0.7816 1.000 0.7785 1.618 0.7736 2.618 0.7656 4.250 0.7525
Fisher Pivots for day following 20-Mar-2015 Pivot 1 day 3 day R1 0.7923 0.7909 PP 0.7914 0.7886 S1 0.7905 0.7863

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