CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 20-Nov-2014

Day Change Summary
	Previous	Current
	19-Nov-2014	20-Nov-2014	Change	Change %	Previous Week
Open	0.8814	0.8787	-0.0027	-0.3%	0.8805
High	0.8815	0.8830	0.0015	0.2%	0.8851
Low	0.8777	0.8771	-0.0006	-0.1%	0.8745
Close	0.8795	0.8823	0.0028	0.3%	0.8837
Range	0.0038	0.0059	0.0021	55.3%	0.0106
ATR	0.0063	0.0063	0.0000	-0.5%	0.0000
Volume	499	625	126	25.3%	3,495

Daily Pivots for day following 20-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8985	0.8963	0.8855
R3	0.8926	0.8904	0.8839
R2	0.8867	0.8867	0.8834
R1	0.8845	0.8845	0.8828	0.8856
PP	0.8808	0.8808	0.8808	0.8814
S1	0.8786	0.8786	0.8818	0.8797
S2	0.8749	0.8749	0.8812
S3	0.8690	0.8727	0.8807
S4	0.8631	0.8668	0.8791

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9129	0.9089	0.8895
R3	0.9023	0.8983	0.8866
R2	0.8917	0.8917	0.8856
R1	0.8877	0.8877	0.8847	0.8897
PP	0.8811	0.8811	0.8811	0.8821
S1	0.8771	0.8771	0.8827	0.8791
S2	0.8705	0.8705	0.8818
S3	0.8599	0.8665	0.8808
S4	0.8493	0.8559	0.8779

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8855	0.8753	0.0102	1.2%	0.0057	0.7%	69%	False	False	683
10	0.8855	0.8710	0.0145	1.6%	0.0064	0.7%	78%	False	False	710
20	0.8955	0.8693	0.0262	3.0%	0.0062	0.7%	50%	False	False	565
40	0.8995	0.8693	0.0302	3.4%	0.0065	0.7%	43%	False	False	490
60	0.9205	0.8693	0.0512	5.8%	0.0060	0.7%	25%	False	False	417
80	0.9205	0.8693	0.0512	5.8%	0.0049	0.6%	25%	False	False	323
100	0.9356	0.8693	0.0663	7.5%	0.0041	0.5%	20%	False	False	266
120	0.9356	0.8693	0.0663	7.5%	0.0036	0.4%	20%	False	False	227

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9081
2.618	0.8984
1.618	0.8925
1.000	0.8889
0.618	0.8866
HIGH	0.8830
0.618	0.8807
0.500	0.8801
0.382	0.8794
LOW	0.8771
0.618	0.8735
1.000	0.8712
1.618	0.8676
2.618	0.8617
4.250	0.8520

Fisher Pivots for day following 20-Nov-2014
Pivot	1 day	3 day
R1	0.8816	0.8820
PP	0.8808	0.8816
S1	0.8801	0.8813

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

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