CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 09-Oct-2014

Day Change Summary
	Previous	Current
	08-Oct-2014	09-Oct-2014	Change	Change %	Previous Week
Open	0.8942	0.8985	0.0043	0.5%	0.8947
High	0.8999	0.9009	0.0010	0.1%	0.9016
Low	0.8905	0.8922	0.0017	0.2%	0.8857
Close	0.8988	0.8940	-0.0048	-0.5%	0.8867
Range	0.0094	0.0087	-0.0007	-7.4%	0.0159
ATR	0.0070	0.0071	0.0001	1.7%	0.0000
Volume	79,768	75,226	-4,542	-5.7%	361,090

Daily Pivots for day following 09-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9218	0.9166	0.8988
R3	0.9131	0.9079	0.8964
R2	0.9044	0.9044	0.8956
R1	0.8992	0.8992	0.8948	0.8975
PP	0.8957	0.8957	0.8957	0.8948
S1	0.8905	0.8905	0.8932	0.8888
S2	0.8870	0.8870	0.8924
S3	0.8783	0.8818	0.8916
S4	0.8696	0.8731	0.8892

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	0.9009	0.8857	0.0152	1.7%	0.0090	1.0%	55%	True	False	73,236
10	0.9016	0.8857	0.0159	1.8%	0.0075	0.8%	52%	False	False	71,957
20	0.9167	0.8857	0.0310	3.5%	0.0073	0.8%	27%	False	False	70,511
40	0.9226	0.8857	0.0369	4.1%	0.0063	0.7%	22%	False	False	38,684
60	0.9304	0.8857	0.0447	5.0%	0.0055	0.6%	19%	False	False	25,904
80	0.9377	0.8857	0.0520	5.8%	0.0051	0.6%	16%	False	False	19,490
100	0.9377	0.8857	0.0520	5.8%	0.0046	0.5%	16%	False	False	15,624
120	0.9377	0.8857	0.0520	5.8%	0.0041	0.5%	16%	False	False	13,031

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9379
2.618	0.9237
1.618	0.9150
1.000	0.9096
0.618	0.9063
HIGH	0.9009
0.618	0.8976
0.500	0.8966
0.382	0.8955
LOW	0.8922
0.618	0.8868
1.000	0.8835
1.618	0.8781
2.618	0.8694
4.250	0.8552

Fisher Pivots for day following 09-Oct-2014
Pivot	1 day	3 day
R1	0.8966	0.8957
PP	0.8957	0.8951
S1	0.8949	0.8946

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

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