CME Canadian Dollar Future December 2015

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Trading Metrics calculated at close of trading on 23-Feb-2015
Day Change Summary Previous Current 20-Feb-2015 23-Feb-2015 Change Change % Previous Week Open 0.8020 0.7950 -0.0070 -0.9% 0.8065 High 0.8020 0.7950 -0.0070 -0.9% 0.8065 Low 0.7965 0.7932 -0.0033 -0.4% 0.7965 Close 0.7967 0.7939 -0.0028 -0.4% 0.7967 Range 0.0055 0.0018 -0.0037 -67.3% 0.0100 ATR 0.0075 0.0072 -0.0003 -3.8% 0.0000 Volume 2 57 55 2,750.0% 120
Daily Pivots for day following 23-Feb-2015 Classic Woodie Camarilla DeMark R4 0.7994 0.7985 0.7949 R3 0.7976 0.7967 0.7944 R2 0.7958 0.7958 0.7942 R1 0.7949 0.7949 0.7941 0.7945 PP 0.7940 0.7940 0.7940 0.7938 S1 0.7931 0.7931 0.7937 0.7927 S2 0.7922 0.7922 0.7936 S3 0.7904 0.7913 0.7934 S4 0.7886 0.7895 0.7929	Weekly Pivots for week ending 20-Feb-2015 Classic Woodie Camarilla DeMark R4 0.8299 0.8233 0.8022 R3 0.8199 0.8133 0.7995 R2 0.8099 0.8099 0.7985 R1 0.8033 0.8033 0.7976 0.8016 PP 0.7999 0.7999 0.7999 0.7991 S1 0.7933 0.7933 0.7958 0.7916 S2 0.7899 0.7899 0.7949 S3 0.7799 0.7833 0.7940 S4 0.7699 0.7733 0.7912
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8065 0.7932 0.0133 1.7% 0.0032 0.4% 5% False True 35 10 0.8065 0.7894 0.0171 2.2% 0.0027 0.3% 26% False False 60
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 0.0001 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8027 2.618 0.7997 1.618 0.7979 1.000 0.7968 0.618 0.7961 HIGH 0.7950 0.618 0.7943 0.500 0.7941 0.382 0.7939 LOW 0.7932 0.618 0.7921 1.000 0.7914 1.618 0.7903 2.618 0.7885 4.250 0.7856
Fisher Pivots for day following 23-Feb-2015 Pivot 1 day 3 day R1 0.7941 0.7976 PP 0.7940 0.7964 S1 0.7940 0.7951

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