CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 25-Sep-2014

Day Change Summary
	Previous	Current
	24-Sep-2014	25-Sep-2014	Change	Change %	Previous Week
Open	0.9009	0.9022	0.0013	0.1%	0.9000
High	0.9030	0.9023	-0.0007	-0.1%	0.9167
Low	0.8974	0.8968	-0.0006	-0.1%	0.8990
Close	0.9018	0.8992	-0.0026	-0.3%	0.9106
Range	0.0056	0.0055	-0.0001	-1.8%	0.0177
ATR	0.0064	0.0064	-0.0001	-1.0%	0.0000
Volume	73,097	75,747	2,650	3.6%	346,544

Daily Pivots for day following 25-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9159	0.9131	0.9022
R3	0.9104	0.9076	0.9007
R2	0.9049	0.9049	0.9002
R1	0.9021	0.9021	0.8997	0.9008
PP	0.8994	0.8994	0.8994	0.8988
S1	0.8966	0.8966	0.8987	0.8953
S2	0.8939	0.8939	0.8982
S3	0.8884	0.8911	0.8977
S4	0.8829	0.8856	0.8962

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	0.8968	0.0199	2.2%	0.0073	0.8%	12%	False	True	69,060
10	0.9167	0.8968	0.0199	2.2%	0.0072	0.8%	12%	False	True	69,066
20	0.9226	0.8968	0.0258	2.9%	0.0067	0.8%	9%	False	True	40,920
40	0.9226	0.8968	0.0258	2.9%	0.0055	0.6%	9%	False	True	20,768
60	0.9377	0.8968	0.0409	4.5%	0.0049	0.5%	6%	False	True	13,946
80	0.9377	0.8968	0.0409	4.5%	0.0044	0.5%	6%	False	True	10,521
100	0.9377	0.8968	0.0409	4.5%	0.0041	0.5%	6%	False	True	8,436
120	0.9377	0.8968	0.0409	4.5%	0.0037	0.4%	6%	False	True	7,037

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	0.0019
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9257
2.618	0.9167
1.618	0.9112
1.000	0.9078
0.618	0.9057
HIGH	0.9023
0.618	0.9002
0.500	0.8996
0.382	0.8989
LOW	0.8968
0.618	0.8934
1.000	0.8913
1.618	0.8879
2.618	0.8824
4.250	0.8734

Fisher Pivots for day following 25-Sep-2014
Pivot	1 day	3 day
R1	0.8996	0.9026
PP	0.8994	0.9014
S1	0.8993	0.9003

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

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