CME Canadian Dollar Future December 2015

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Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary Previous Current 20-Mar-2015 23-Mar-2015 Change Change % Previous Week Open 0.7865 0.7975 0.0110 1.4% 0.7800 High 0.7945 0.7978 0.0033 0.4% 0.7945 Low 0.7865 0.7975 0.0110 1.4% 0.7780 Close 0.7932 0.7978 0.0046 0.6% 0.7932 Range 0.0080 0.0003 -0.0077 -96.3% 0.0165 ATR 0.0068 0.0067 -0.0002 -2.3% 0.0000 Volume 29 8 -21 -72.4% 239
Daily Pivots for day following 23-Mar-2015 Classic Woodie Camarilla DeMark R4 0.7986 0.7985 0.7980 R3 0.7983 0.7982 0.7979 R2 0.7980 0.7980 0.7979 R1 0.7979 0.7979 0.7978 0.7980 PP 0.7977 0.7977 0.7977 0.7977 S1 0.7976 0.7976 0.7978 0.7977 S2 0.7974 0.7974 0.7977 S3 0.7971 0.7973 0.7977 S4 0.7968 0.7970 0.7976	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 0.7978 0.7780 0.0198 2.5% 0.0069 0.9% 100% True False 20 10 0.7978 0.7780 0.0198 2.5% 0.0052 0.7% 100% True False 44 20 0.8040 0.7780 0.0260 3.3% 0.0041 0.5% 76% False False 42
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 10 trading days	Fibonacci Retracements and Extensions 4.250 0.7991 2.618 0.7986 1.618 0.7983 1.000 0.7981 0.618 0.7980 HIGH 0.7978 0.618 0.7977 0.500 0.7977 0.382 0.7976 LOW 0.7975 0.618 0.7973 1.000 0.7972 1.618 0.7970 2.618 0.7967 4.250 0.7962
Fisher Pivots for day following 23-Mar-2015 Pivot 1 day 3 day R1 0.7978 0.7953 PP 0.7977 0.7927 S1 0.7977 0.7902

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