CME Canadian Dollar Future December 2015

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Trading Metrics calculated at close of trading on 31-Mar-2015
Day Change Summary Previous Current 30-Mar-2015 31-Mar-2015 Change Change % Previous Week Open 0.7865 0.7867 0.0002 0.0% 0.7975 High 0.7868 0.7879 0.0011 0.1% 0.8035 Low 0.7857 0.7810 -0.0047 -0.6% 0.7918 Close 0.7863 0.7879 0.0016 0.2% 0.7918 Range 0.0011 0.0069 0.0058 527.3% 0.0117 ATR 0.0063 0.0063 0.0000 0.7% 0.0000 Volume 120 24 -96 -80.0% 82
Daily Pivots for day following 31-Mar-2015 Classic Woodie Camarilla DeMark R4 0.8063 0.8040 0.7917 R3 0.7994 0.7971 0.7898 R2 0.7925 0.7925 0.7892 R1 0.7902 0.7902 0.7885 0.7914 PP 0.7856 0.7856 0.7856 0.7862 S1 0.7833 0.7833 0.7873 0.7845 S2 0.7787 0.7787 0.7866 S3 0.7718 0.7764 0.7860 S4 0.7649 0.7695 0.7841	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 0.7810 0.0225 2.9% 0.0039 0.5% 31% False True 43 10 0.8035 0.7780 0.0255 3.2% 0.0057 0.7% 39% False False 28 20 0.8040 0.7780 0.0260 3.3% 0.0043 0.5% 38% False False 41 40 0.8065 0.7780 0.0285 3.6% 0.0036 0.5% 35% False False 44
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0004 Widest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 0.8172 2.618 0.8060 1.618 0.7991 1.000 0.7948 0.618 0.7922 HIGH 0.7879 0.618 0.7853 0.500 0.7845 0.382 0.7836 LOW 0.7810 0.618 0.7767 1.000 0.7741 1.618 0.7698 2.618 0.7629 4.250 0.7517
Fisher Pivots for day following 31-Mar-2015 Pivot 1 day 3 day R1 0.7868 0.7895 PP 0.7856 0.7890 S1 0.7845 0.7884

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