CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 01-Oct-2014

Day Change Summary
	Previous	Current
	30-Sep-2014	01-Oct-2014	Change	Change %	Previous Week
Open	0.8942	0.8914	-0.0028	-0.3%	0.9103
High	0.8964	0.8944	-0.0020	-0.2%	0.9133
Low	0.8897	0.8893	-0.0004	0.0%	0.8936
Close	0.8908	0.8932	0.0024	0.3%	0.8947
Range	0.0067	0.0051	-0.0016	-23.9%	0.0197
ATR	0.0062	0.0061	-0.0001	-1.3%	0.0000
Volume	76,695	71,225	-5,470	-7.1%	335,525

Daily Pivots for day following 01-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9076	0.9055	0.8960
R3	0.9025	0.9004	0.8946
R2	0.8974	0.8974	0.8941
R1	0.8953	0.8953	0.8937	0.8964
PP	0.8923	0.8923	0.8923	0.8928
S1	0.8902	0.8902	0.8927	0.8913
S2	0.8872	0.8872	0.8923
S3	0.8821	0.8851	0.8918
S4	0.8770	0.8800	0.8904

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	0.9023	0.8893	0.0130	1.5%	0.0055	0.6%	30%	False	True	69,680
10	0.9167	0.8893	0.0274	3.1%	0.0066	0.7%	14%	False	True	67,215
20	0.9218	0.8893	0.0325	3.6%	0.0068	0.8%	12%	False	True	54,077
40	0.9226	0.8893	0.0333	3.7%	0.0056	0.6%	12%	False	True	27,562
60	0.9370	0.8893	0.0477	5.3%	0.0050	0.6%	8%	False	True	18,476
80	0.9377	0.8893	0.0484	5.4%	0.0046	0.5%	8%	False	True	13,925
100	0.9377	0.8893	0.0484	5.4%	0.0041	0.5%	8%	False	True	11,161
120	0.9377	0.8893	0.0484	5.4%	0.0038	0.4%	8%	False	True	9,308

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9161
2.618	0.9078
1.618	0.9027
1.000	0.8995
0.618	0.8976
HIGH	0.8944
0.618	0.8925
0.500	0.8919
0.382	0.8912
LOW	0.8893
0.618	0.8861
1.000	0.8842
1.618	0.8810
2.618	0.8759
4.250	0.8676

Fisher Pivots for day following 01-Oct-2014
Pivot	1 day	3 day
R1	0.8928	0.8931
PP	0.8923	0.8931
S1	0.8919	0.8930

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

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