CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 29-Sep-2014

Day Change Summary
	Previous	Current
	26-Sep-2014	29-Sep-2014	Change	Change %	Previous Week
Open	0.8980	0.8947	-0.0033	-0.4%	0.9103
High	0.8998	0.8967	-0.0031	-0.3%	0.9133
Low	0.8936	0.8929	-0.0007	-0.1%	0.8936
Close	0.8947	0.8953	0.0006	0.1%	0.8947
Range	0.0062	0.0038	-0.0024	-38.7%	0.0197
ATR	0.0064	0.0062	-0.0002	-2.9%	0.0000
Volume	61,952	62,781	829	1.3%	335,525

Daily Pivots for day following 29-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9064	0.9046	0.8974
R3	0.9026	0.9008	0.8963
R2	0.8988	0.8988	0.8960
R1	0.8970	0.8970	0.8956	0.8979
PP	0.8950	0.8950	0.8950	0.8954
S1	0.8932	0.8932	0.8950	0.8941
S2	0.8912	0.8912	0.8946
S3	0.8874	0.8894	0.8943
S4	0.8836	0.8856	0.8932

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9596	0.9469	0.9055
R3	0.9399	0.9272	0.9001
R2	0.9202	0.9202	0.8983
R1	0.9075	0.9075	0.8965	0.9040
PP	0.9005	0.9005	0.9005	0.8988
S1	0.8878	0.8878	0.8929	0.8843
S2	0.8808	0.8808	0.8911
S3	0.8611	0.8681	0.8893
S4	0.8414	0.8484	0.8839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9083	0.8929	0.0154	1.7%	0.0058	0.7%	16%	False	True	69,100
10	0.9167	0.8929	0.0238	2.7%	0.0071	0.8%	10%	False	True	68,368
20	0.9218	0.8929	0.0289	3.2%	0.0068	0.8%	8%	False	True	47,048
40	0.9226	0.8929	0.0297	3.3%	0.0055	0.6%	8%	False	True	23,872
60	0.9370	0.8929	0.0441	4.9%	0.0050	0.6%	5%	False	True	16,020
80	0.9377	0.8929	0.0448	5.0%	0.0045	0.5%	5%	False	True	12,078
100	0.9377	0.8929	0.0448	5.0%	0.0041	0.5%	5%	False	True	9,682
120	0.9377	0.8929	0.0448	5.0%	0.0038	0.4%	5%	False	True	8,076

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.9129
2.618	0.9066
1.618	0.9028
1.000	0.9005
0.618	0.8990
HIGH	0.8967
0.618	0.8952
0.500	0.8948
0.382	0.8944
LOW	0.8929
0.618	0.8906
1.000	0.8891
1.618	0.8868
2.618	0.8830
4.250	0.8768

Fisher Pivots for day following 29-Sep-2014
Pivot	1 day	3 day
R1	0.8951	0.8976
PP	0.8950	0.8968
S1	0.8948	0.8961

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

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