CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 24-Sep-2014

Day Change Summary
	Previous	Current
	23-Sep-2014	24-Sep-2014	Change	Change %	Previous Week
Open	0.9039	0.9009	-0.0030	-0.3%	0.9000
High	0.9083	0.9030	-0.0053	-0.6%	0.9167
Low	0.9003	0.8974	-0.0029	-0.3%	0.8990
Close	0.9013	0.9018	0.0005	0.1%	0.9106
Range	0.0080	0.0056	-0.0024	-30.0%	0.0177
ATR	0.0065	0.0064	-0.0001	-1.0%	0.0000
Volume	71,923	73,097	1,174	1.6%	346,544

Daily Pivots for day following 24-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9175	0.9153	0.9049
R3	0.9119	0.9097	0.9033
R2	0.9063	0.9063	0.9028
R1	0.9041	0.9041	0.9023	0.9052
PP	0.9007	0.9007	0.9007	0.9013
S1	0.8985	0.8985	0.9013	0.8996
S2	0.8951	0.8951	0.9008
S3	0.8895	0.8929	0.9003
S4	0.8839	0.8873	0.8987

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9619	0.9539	0.9203
R3	0.9442	0.9362	0.9155
R2	0.9265	0.9265	0.9138
R1	0.9185	0.9185	0.9122	0.9225
PP	0.9088	0.9088	0.9088	0.9108
S1	0.9008	0.9008	0.9090	0.9048
S2	0.8911	0.8911	0.9074
S3	0.8734	0.8831	0.9057
S4	0.8557	0.8654	0.9009

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9167	0.8974	0.0193	2.1%	0.0078	0.9%	23%	False	True	64,750
10	0.9167	0.8974	0.0193	2.1%	0.0076	0.8%	23%	False	True	66,157
20	0.9226	0.8974	0.0252	2.8%	0.0070	0.8%	17%	False	True	37,411
40	0.9226	0.8974	0.0252	2.8%	0.0055	0.6%	17%	False	True	18,892
60	0.9377	0.8974	0.0403	4.5%	0.0049	0.5%	11%	False	True	12,689
80	0.9377	0.8974	0.0403	4.5%	0.0044	0.5%	11%	False	True	9,575
100	0.9377	0.8974	0.0403	4.5%	0.0040	0.4%	11%	False	True	7,679
120	0.9377	0.8974	0.0403	4.5%	0.0037	0.4%	11%	False	True	6,406

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9268
2.618	0.9177
1.618	0.9121
1.000	0.9086
0.618	0.9065
HIGH	0.9030
0.618	0.9009
0.500	0.9002
0.382	0.8995
LOW	0.8974
0.618	0.8939
1.000	0.8918
1.618	0.8883
2.618	0.8827
4.250	0.8736

Fisher Pivots for day following 24-Sep-2014
Pivot	1 day	3 day
R1	0.9013	0.9054
PP	0.9007	0.9042
S1	0.9002	0.9030

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

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