CME Canadian Dollar Future December 2015

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Trading Metrics calculated at close of trading on 27-Mar-2015
Day Change Summary Previous Current 26-Mar-2015 27-Mar-2015 Change Change % Previous Week Open 0.8017 0.7980 -0.0037 -0.5% 0.7975 High 0.8035 0.7980 -0.0055 -0.7% 0.8035 Low 0.7993 0.7918 -0.0075 -0.9% 0.7918 Close 0.7993 0.7918 -0.0075 -0.9% 0.7918 Range 0.0042 0.0062 0.0020 47.6% 0.0117 ATR 0.0062 0.0063 0.0001 1.5% 0.0000 Volume 7 54 47 671.4% 82
Daily Pivots for day following 27-Mar-2015 Classic Woodie Camarilla DeMark R4 0.8125 0.8083 0.7952 R3 0.8063 0.8021 0.7935 R2 0.8001 0.8001 0.7929 R1 0.7959 0.7959 0.7924 0.7949 PP 0.7939 0.7939 0.7939 0.7934 S1 0.7897 0.7897 0.7912 0.7887 S2 0.7877 0.7877 0.7907 S3 0.7815 0.7835 0.7901 S4 0.7753 0.7773 0.7884	Weekly Pivots for week ending 27-Mar-2015 Classic Woodie Camarilla DeMark R4 0.8308 0.8230 0.7982 R3 0.8191 0.8113 0.7950 R2 0.8074 0.8074 0.7939 R1 0.7996 0.7996 0.7929 0.7977 PP 0.7957 0.7957 0.7957 0.7947 S1 0.7879 0.7879 0.7907 0.7860 S2 0.7840 0.7840 0.7897 S3 0.7723 0.7762 0.7886 S4 0.7606 0.7645 0.7854
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8035 0.7918 0.0117 1.5% 0.0031 0.4% 0% False True 16 10 0.8035 0.7780 0.0255 3.2% 0.0053 0.7% 54% False False 32 20 0.8040 0.7780 0.0260 3.3% 0.0041 0.5% 53% False False 36 40 0.8065 0.7780 0.0285 3.6% 0.0039 0.5% 48% False False 42
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False 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 5 trading days	Fibonacci Retracements and Extensions 4.250 0.8244 2.618 0.8142 1.618 0.8080 1.000 0.8042 0.618 0.8018 HIGH 0.7980 0.618 0.7956 0.500 0.7949 0.382 0.7942 LOW 0.7918 0.618 0.7880 1.000 0.7856 1.618 0.7818 2.618 0.7756 4.250 0.7655
Fisher Pivots for day following 27-Mar-2015 Pivot 1 day 3 day R1 0.7949 0.7977 PP 0.7939 0.7957 S1 0.7928 0.7938

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