CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 16-Oct-2014

Day Change Summary
	Previous	Current
	15-Oct-2014	16-Oct-2014	Change	Change %	Previous Week
Open	0.8840	0.8863	0.0023	0.3%	0.8871
High	0.8893	0.8892	-0.0001	0.0%	0.9009
Low	0.8769	0.8787	0.0018	0.2%	0.8860
Close	0.8847	0.8873	0.0026	0.3%	0.8904
Range	0.0124	0.0105	-0.0019	-15.3%	0.0149
ATR	0.0073	0.0076	0.0002	3.1%	0.0000
Volume	146,550	88,282	-58,268	-39.8%	382,258

Daily Pivots for day following 16-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9166	0.9124	0.8931
R3	0.9061	0.9019	0.8902
R2	0.8956	0.8956	0.8892
R1	0.8914	0.8914	0.8883	0.8935
PP	0.8851	0.8851	0.8851	0.8861
S1	0.8809	0.8809	0.8863	0.8830
S2	0.8746	0.8746	0.8854
S3	0.8641	0.8704	0.8844
S4	0.8536	0.8599	0.8815

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9371	0.9287	0.8986
R3	0.9222	0.9138	0.8945
R2	0.9073	0.9073	0.8931
R1	0.8989	0.8989	0.8918	0.9031
PP	0.8924	0.8924	0.8924	0.8946
S1	0.8840	0.8840	0.8890	0.8882
S2	0.8775	0.8775	0.8877
S3	0.8626	0.8691	0.8863
S4	0.8477	0.8542	0.8822

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8947	0.8769	0.0178	2.0%	0.0083	0.9%	58%	False	False	84,549
10	0.9009	0.8769	0.0240	2.7%	0.0086	1.0%	43%	False	False	78,892
20	0.9167	0.8769	0.0398	4.5%	0.0077	0.9%	26%	False	False	74,381
40	0.9226	0.8769	0.0457	5.2%	0.0069	0.8%	23%	False	False	49,217
60	0.9287	0.8769	0.0518	5.8%	0.0060	0.7%	20%	False	False	32,911
80	0.9377	0.8769	0.0608	6.9%	0.0053	0.6%	17%	False	False	24,754
100	0.9377	0.8769	0.0608	6.9%	0.0048	0.5%	17%	False	False	19,847
120	0.9377	0.8769	0.0608	6.9%	0.0044	0.5%	17%	False	False	16,551

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9338
2.618	0.9167
1.618	0.9062
1.000	0.8997
0.618	0.8957
HIGH	0.8892
0.618	0.8852
0.500	0.8840
0.382	0.8827
LOW	0.8787
0.618	0.8722
1.000	0.8682
1.618	0.8617
2.618	0.8512
4.250	0.8341

Fisher Pivots for day following 16-Oct-2014
Pivot	1 day	3 day
R1	0.8862	0.8864
PP	0.8851	0.8855
S1	0.8840	0.8846

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These figures are updated between 7pm and 10pm EST after a trading day.

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