CME Canadian Dollar Future December 2015

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Trading Metrics calculated at close of trading on 25-Mar-2015
Day Change Summary Previous Current 24-Mar-2015 25-Mar-2015 Change Change % Previous Week Open 0.7963 0.7966 0.0003 0.0% 0.7800 High 0.7999 0.7972 -0.0027 -0.3% 0.7945 Low 0.7963 0.7959 -0.0004 -0.1% 0.7780 Close 0.7983 0.7970 -0.0013 -0.2% 0.7932 Range 0.0036 0.0013 -0.0023 -63.9% 0.0165 ATR 0.0064 0.0062 -0.0003 -4.5% 0.0000 Volume 1 12 11 1,100.0% 239
Daily Pivots for day following 25-Mar-2015 Classic Woodie Camarilla DeMark R4 0.8006 0.8001 0.7977 R3 0.7993 0.7988 0.7974 R2 0.7980 0.7980 0.7972 R1 0.7975 0.7975 0.7971 0.7978 PP 0.7967 0.7967 0.7967 0.7968 S1 0.7962 0.7962 0.7969 0.7965 S2 0.7954 0.7954 0.7968 S3 0.7941 0.7949 0.7966 S4 0.7928 0.7936 0.7963	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 0.7999 0.7825 0.0174 2.2% 0.0045 0.6% 83% False False 13 10 0.7999 0.7780 0.0219 2.7% 0.0048 0.6% 87% False False 44 20 0.8040 0.7780 0.0260 3.3% 0.0038 0.5% 73% False False 36
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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0002 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8027 2.618 0.8006 1.618 0.7993 1.000 0.7985 0.618 0.7980 HIGH 0.7972 0.618 0.7967 0.500 0.7966 0.382 0.7964 LOW 0.7959 0.618 0.7951 1.000 0.7946 1.618 0.7938 2.618 0.7925 4.250 0.7904
Fisher Pivots for day following 25-Mar-2015 Pivot 1 day 3 day R1 0.7969 0.7979 PP 0.7967 0.7976 S1 0.7966 0.7973

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