CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 23-Oct-2014

Day Change Summary
	Previous	Current
	22-Oct-2014	23-Oct-2014	Change	Change %	Previous Week
Open	0.8897	0.8883	-0.0014	-0.2%	0.8910
High	0.8929	0.8911	-0.0018	-0.2%	0.8928
Low	0.8832	0.8866	0.0034	0.4%	0.8769
Close	0.8888	0.8888	0.0000	0.0%	0.8859
Range	0.0097	0.0045	-0.0052	-53.6%	0.0159
ATR	0.0073	0.0071	-0.0002	-2.8%	0.0000
Volume	87,820	43,698	-44,122	-50.2%	392,639

Daily Pivots for day following 23-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9023	0.9001	0.8913
R3	0.8978	0.8956	0.8900
R2	0.8933	0.8933	0.8896
R1	0.8911	0.8911	0.8892	0.8922
PP	0.8888	0.8888	0.8888	0.8894
S1	0.8866	0.8866	0.8884	0.8877
S2	0.8843	0.8843	0.8880
S3	0.8798	0.8821	0.8876
S4	0.8753	0.8776	0.8863

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9329	0.9253	0.8946
R3	0.9170	0.9094	0.8903
R2	0.9011	0.9011	0.8888
R1	0.8935	0.8935	0.8874	0.8894
PP	0.8852	0.8852	0.8852	0.8831
S1	0.8776	0.8776	0.8844	0.8735
S2	0.8693	0.8693	0.8830
S3	0.8534	0.8617	0.8815
S4	0.8375	0.8458	0.8772

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8929	0.8832	0.0097	1.1%	0.0062	0.7%	58%	False	False	54,704
10	0.8947	0.8769	0.0178	2.0%	0.0072	0.8%	67%	False	False	69,626
20	0.9016	0.8769	0.0247	2.8%	0.0074	0.8%	48%	False	False	70,791
40	0.9226	0.8769	0.0457	5.1%	0.0071	0.8%	26%	False	False	55,855
60	0.9226	0.8769	0.0457	5.1%	0.0061	0.7%	26%	False	False	37,442
80	0.9377	0.8769	0.0608	6.8%	0.0055	0.6%	20%	False	False	28,157
100	0.9377	0.8769	0.0608	6.8%	0.0050	0.6%	20%	False	False	22,575
120	0.9377	0.8769	0.0608	6.8%	0.0046	0.5%	20%	False	False	18,829

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9102
2.618	0.9029
1.618	0.8984
1.000	0.8956
0.618	0.8939
HIGH	0.8911
0.618	0.8894
0.500	0.8889
0.382	0.8883
LOW	0.8866
0.618	0.8838
1.000	0.8821
1.618	0.8793
2.618	0.8748
4.250	0.8675

Fisher Pivots for day following 23-Oct-2014
Pivot	1 day	3 day
R1	0.8889	0.8886
PP	0.8888	0.8883
S1	0.8888	0.8881

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

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