CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 07-Nov-2014

Day Change Summary
	Previous	Current
	06-Nov-2014	07-Nov-2014	Change	Change %	Previous Week
Open	0.8746	0.8725	-0.0021	-0.2%	0.8830
High	0.8755	0.8813	0.0058	0.7%	0.8847
Low	0.8712	0.8710	-0.0002	0.0%	0.8693
Close	0.8725	0.8798	0.0073	0.8%	0.8798
Range	0.0043	0.0103	0.0060	139.5%	0.0154
ATR	0.0063	0.0066	0.0003	4.6%	0.0000
Volume	472	642	170	36.0%	3,386

Daily Pivots for day following 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9083	0.9043	0.8855
R3	0.8980	0.8940	0.8826
R2	0.8877	0.8877	0.8817
R1	0.8837	0.8837	0.8807	0.8857
PP	0.8774	0.8774	0.8774	0.8784
S1	0.8734	0.8734	0.8789	0.8754
S2	0.8671	0.8671	0.8779
S3	0.8568	0.8631	0.8770
S4	0.8465	0.8528	0.8741

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9241	0.9174	0.8883
R3	0.9087	0.9020	0.8840
R2	0.8933	0.8933	0.8826
R1	0.8866	0.8866	0.8812	0.8823
PP	0.8779	0.8779	0.8779	0.8758
S1	0.8712	0.8712	0.8784	0.8669
S2	0.8625	0.8625	0.8770
S3	0.8471	0.8558	0.8756
S4	0.8317	0.8404	0.8713

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8847	0.8693	0.0154	1.8%	0.0073	0.8%	68%	False	False	677
10	0.8955	0.8693	0.0262	3.0%	0.0068	0.8%	40%	False	False	473
20	0.8955	0.8693	0.0262	3.0%	0.0065	0.7%	40%	False	False	348
40	0.9145	0.8693	0.0452	5.1%	0.0066	0.7%	23%	False	False	410
60	0.9205	0.8693	0.0512	5.8%	0.0054	0.6%	21%	False	False	318
80	0.9270	0.8693	0.0577	6.6%	0.0043	0.5%	18%	False	False	248
100	0.9356	0.8693	0.0663	7.5%	0.0037	0.4%	16%	False	False	202
120	0.9356	0.8693	0.0663	7.5%	0.0032	0.4%	16%	False	False	175

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9251
2.618	0.9083
1.618	0.8980
1.000	0.8916
0.618	0.8877
HIGH	0.8813
0.618	0.8774
0.500	0.8762
0.382	0.8749
LOW	0.8710
0.618	0.8646
1.000	0.8607
1.618	0.8543
2.618	0.8440
4.250	0.8272

Fisher Pivots for day following 07-Nov-2014
Pivot	1 day	3 day
R1	0.8786	0.8783
PP	0.8774	0.8768
S1	0.8762	0.8753

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

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