CME Canadian Dollar Future December 2015

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Trading Metrics calculated at close of trading on 26-Mar-2015
Day Change Summary Previous Current 25-Mar-2015 26-Mar-2015 Change Change % Previous Week Open 0.7966 0.8017 0.0051 0.6% 0.7800 High 0.7972 0.8035 0.0063 0.8% 0.7945 Low 0.7959 0.7993 0.0034 0.4% 0.7780 Close 0.7970 0.7993 0.0023 0.3% 0.7932 Range 0.0013 0.0042 0.0029 223.1% 0.0165 ATR 0.0062 0.0062 0.0000 0.4% 0.0000 Volume 12 7 -5 -41.7% 239
Daily Pivots for day following 26-Mar-2015 Classic Woodie Camarilla DeMark R4 0.8133 0.8105 0.8016 R3 0.8091 0.8063 0.8005 R2 0.8049 0.8049 0.8001 R1 0.8021 0.8021 0.7997 0.8014 PP 0.8007 0.8007 0.8007 0.8004 S1 0.7979 0.7979 0.7989 0.7972 S2 0.7965 0.7965 0.7985 S3 0.7923 0.7937 0.7981 S4 0.7881 0.7895 0.7970	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 0.8035 0.7865 0.0170 2.1% 0.0035 0.4% 75% True False 11 10 0.8035 0.7780 0.0255 3.2% 0.0050 0.6% 84% True False 34 20 0.8040 0.7780 0.0260 3.3% 0.0039 0.5% 82% False False 33 40 0.8065 0.7780 0.0285 3.6% 0.0038 0.5% 75% False False 41
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True 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 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 0.8214 2.618 0.8145 1.618 0.8103 1.000 0.8077 0.618 0.8061 HIGH 0.8035 0.618 0.8019 0.500 0.8014 0.382 0.8009 LOW 0.7993 0.618 0.7967 1.000 0.7951 1.618 0.7925 2.618 0.7883 4.250 0.7815
Fisher Pivots for day following 26-Mar-2015 Pivot 1 day 3 day R1 0.8014 0.7997 PP 0.8007 0.7996 S1 0.8000 0.7994

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