CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 18-Dec-2014

Day Change Summary
	Previous	Current
	17-Dec-2014	18-Dec-2014	Change	Change %	Previous Week
Open	0.8582	0.8571	-0.0011	-0.1%	0.8721
High	0.8631	0.8625	-0.0006	-0.1%	0.8752
Low	0.8550	0.8567	0.0017	0.2%	0.8608
Close	0.8554	0.8605	0.0051	0.6%	0.8625
Range	0.0081	0.0058	-0.0023	-28.4%	0.0144
ATR	0.0069	0.0069	0.0000	0.2%	0.0000
Volume	95,392	52,652	-42,740	-44.8%	200,308

Daily Pivots for day following 18-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8773	0.8747	0.8637
R3	0.8715	0.8689	0.8621
R2	0.8657	0.8657	0.8616
R1	0.8631	0.8631	0.8610	0.8644
PP	0.8599	0.8599	0.8599	0.8606
S1	0.8573	0.8573	0.8600	0.8586
S2	0.8541	0.8541	0.8594
S3	0.8483	0.8515	0.8589
S4	0.8425	0.8457	0.8573

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9094	0.9003	0.8704
R3	0.8950	0.8859	0.8665
R2	0.8806	0.8806	0.8651
R1	0.8715	0.8715	0.8638	0.8689
PP	0.8662	0.8662	0.8662	0.8648
S1	0.8571	0.8571	0.8612	0.8545
S2	0.8518	0.8518	0.8599
S3	0.8374	0.8427	0.8585
S4	0.8230	0.8283	0.8546

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8665	0.8547	0.0118	1.4%	0.0066	0.8%	49%	False	False	68,817
10	0.8762	0.8547	0.0215	2.5%	0.0064	0.7%	27%	False	False	47,932
20	0.8912	0.8547	0.0365	4.2%	0.0072	0.8%	16%	False	False	25,345
40	0.8955	0.8547	0.0408	4.7%	0.0066	0.8%	14%	False	False	12,949
60	0.8995	0.8547	0.0448	5.2%	0.0067	0.8%	13%	False	False	8,767
80	0.9205	0.8547	0.0658	7.6%	0.0063	0.7%	9%	False	False	6,643
100	0.9205	0.8547	0.0658	7.6%	0.0053	0.6%	9%	False	False	5,321
120	0.9356	0.8547	0.0809	9.4%	0.0046	0.5%	7%	False	False	4,441

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8872
2.618	0.8777
1.618	0.8719
1.000	0.8683
0.618	0.8661
HIGH	0.8625
0.618	0.8603
0.500	0.8596
0.382	0.8589
LOW	0.8567
0.618	0.8531
1.000	0.8509
1.618	0.8473
2.618	0.8415
4.250	0.8321

Fisher Pivots for day following 18-Dec-2014
Pivot	1 day	3 day
R1	0.8602	0.8600
PP	0.8599	0.8595
S1	0.8596	0.8591

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

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