CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 19-Dec-2014

Day Change Summary
	Previous	Current
	18-Dec-2014	19-Dec-2014	Change	Change %	Previous Week
Open	0.8571	0.8617	0.0046	0.5%	0.8624
High	0.8625	0.8628	0.0003	0.0%	0.8640
Low	0.8567	0.8576	0.0009	0.1%	0.8547
Close	0.8605	0.8602	-0.0003	0.0%	0.8602
Range	0.0058	0.0052	-0.0006	-10.3%	0.0093
ATR	0.0069	0.0068	-0.0001	-1.8%	0.0000
Volume	52,652	38,772	-13,880	-26.4%	311,465

Daily Pivots for day following 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8758	0.8732	0.8631
R3	0.8706	0.8680	0.8616
R2	0.8654	0.8654	0.8612
R1	0.8628	0.8628	0.8607	0.8615
PP	0.8602	0.8602	0.8602	0.8596
S1	0.8576	0.8576	0.8597	0.8563
S2	0.8550	0.8550	0.8592
S3	0.8498	0.8524	0.8588
S4	0.8446	0.8472	0.8573

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8875	0.8832	0.8653
R3	0.8782	0.8739	0.8628
R2	0.8689	0.8689	0.8619
R1	0.8646	0.8646	0.8611	0.8621
PP	0.8596	0.8596	0.8596	0.8584
S1	0.8553	0.8553	0.8593	0.8528
S2	0.8503	0.8503	0.8585
S3	0.8410	0.8460	0.8576
S4	0.8317	0.8367	0.8551

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8640	0.8547	0.0093	1.1%	0.0065	0.8%	59%	False	False	62,293
10	0.8752	0.8547	0.0205	2.4%	0.0063	0.7%	27%	False	False	51,177
20	0.8912	0.8547	0.0365	4.2%	0.0072	0.8%	15%	False	False	27,252
40	0.8955	0.8547	0.0408	4.7%	0.0067	0.8%	13%	False	False	13,909
60	0.8995	0.8547	0.0448	5.2%	0.0067	0.8%	12%	False	False	9,411
80	0.9205	0.8547	0.0658	7.6%	0.0063	0.7%	8%	False	False	7,126
100	0.9205	0.8547	0.0658	7.6%	0.0053	0.6%	8%	False	False	5,709
120	0.9356	0.8547	0.0809	9.4%	0.0046	0.5%	7%	False	False	4,764

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	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8849
2.618	0.8764
1.618	0.8712
1.000	0.8680
0.618	0.8660
HIGH	0.8628
0.618	0.8608
0.500	0.8602
0.382	0.8596
LOW	0.8576
0.618	0.8544
1.000	0.8524
1.618	0.8492
2.618	0.8440
4.250	0.8355

Fisher Pivots for day following 19-Dec-2014
Pivot	1 day	3 day
R1	0.8602	0.8598
PP	0.8602	0.8594
S1	0.8602	0.8591

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

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