CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 07-Oct-2014

Day Change Summary
	Previous	Current
	06-Oct-2014	07-Oct-2014	Change	Change %	Previous Week
Open	0.8871	0.8965	0.0094	1.1%	0.8947
High	0.8984	0.8967	-0.0017	-0.2%	0.9016
Low	0.8860	0.8915	0.0055	0.6%	0.8857
Close	0.8955	0.8935	-0.0020	-0.2%	0.8867
Range	0.0124	0.0052	-0.0072	-58.1%	0.0159
ATR	0.0069	0.0068	-0.0001	-1.8%	0.0000
Volume	68,468	73,066	4,598	6.7%	361,090

Daily Pivots for day following 07-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9095	0.9067	0.8964
R3	0.9043	0.9015	0.8949
R2	0.8991	0.8991	0.8945
R1	0.8963	0.8963	0.8940	0.8951
PP	0.8939	0.8939	0.8939	0.8933
S1	0.8911	0.8911	0.8930	0.8899
S2	0.8887	0.8887	0.8925
S3	0.8835	0.8859	0.8921
S4	0.8783	0.8807	0.8906

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9390	0.9288	0.8954
R3	0.9231	0.9129	0.8911
R2	0.9072	0.9072	0.8896
R1	0.8970	0.8970	0.8882	0.8942
PP	0.8913	0.8913	0.8913	0.8899
S1	0.8811	0.8811	0.8852	0.8783
S2	0.8754	0.8754	0.8838
S3	0.8595	0.8652	0.8823
S4	0.8436	0.8493	0.8780

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9016	0.8857	0.0159	1.8%	0.0081	0.9%	49%	False	False	72,629
10	0.9030	0.8857	0.0173	1.9%	0.0068	0.8%	45%	False	False	71,342
20	0.9167	0.8857	0.0310	3.5%	0.0073	0.8%	25%	False	False	66,530
40	0.9226	0.8857	0.0369	4.1%	0.0060	0.7%	21%	False	False	34,824
60	0.9304	0.8857	0.0447	5.0%	0.0053	0.6%	17%	False	False	23,325
80	0.9377	0.8857	0.0520	5.8%	0.0049	0.5%	15%	False	False	17,562
100	0.9377	0.8857	0.0520	5.8%	0.0044	0.5%	15%	False	False	14,077
120	0.9377	0.8857	0.0520	5.8%	0.0040	0.4%	15%	False	False	11,740

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9188
2.618	0.9103
1.618	0.9051
1.000	0.9019
0.618	0.8999
HIGH	0.8967
0.618	0.8947
0.500	0.8941
0.382	0.8935
LOW	0.8915
0.618	0.8883
1.000	0.8863
1.618	0.8831
2.618	0.8779
4.250	0.8694

Fisher Pivots for day following 07-Oct-2014
Pivot	1 day	3 day
R1	0.8941	0.8930
PP	0.8939	0.8925
S1	0.8937	0.8921

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

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