CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 30-Oct-2014

Day Change Summary
	Previous	Current
	29-Oct-2014	30-Oct-2014	Change	Change %	Previous Week
Open	0.8943	0.8929	-0.0014	-0.2%	0.8847
High	0.8980	0.8946	-0.0034	-0.4%	0.8929
Low	0.8901	0.8899	-0.0002	0.0%	0.8832
Close	0.8922	0.8924	0.0002	0.0%	0.8893
Range	0.0079	0.0047	-0.0032	-40.5%	0.0097
ATR	0.0068	0.0066	-0.0001	-2.2%	0.0000
Volume	63,992	50,541	-13,451	-21.0%	258,334

Daily Pivots for day following 30-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9064	0.9041	0.8950
R3	0.9017	0.8994	0.8937
R2	0.8970	0.8970	0.8933
R1	0.8947	0.8947	0.8928	0.8935
PP	0.8923	0.8923	0.8923	0.8917
S1	0.8900	0.8900	0.8920	0.8888
S2	0.8876	0.8876	0.8915
S3	0.8829	0.8853	0.8911
S4	0.8782	0.8806	0.8898

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9176	0.9131	0.8946
R3	0.9079	0.9034	0.8920
R2	0.8982	0.8982	0.8911
R1	0.8937	0.8937	0.8902	0.8960
PP	0.8885	0.8885	0.8885	0.8896
S1	0.8840	0.8840	0.8884	0.8863
S2	0.8788	0.8788	0.8875
S3	0.8691	0.8743	0.8866
S4	0.8594	0.8646	0.8840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8980	0.8873	0.0107	1.2%	0.0054	0.6%	48%	False	False	48,981
10	0.8980	0.8832	0.0148	1.7%	0.0058	0.6%	62%	False	False	51,843
20	0.9009	0.8769	0.0240	2.7%	0.0072	0.8%	65%	False	False	65,367
40	0.9203	0.8769	0.0434	4.9%	0.0070	0.8%	36%	False	False	61,585
60	0.9226	0.8769	0.0457	5.1%	0.0062	0.7%	34%	False	False	41,503
80	0.9370	0.8769	0.0601	6.7%	0.0057	0.6%	26%	False	False	31,206
100	0.9377	0.8769	0.0608	6.8%	0.0052	0.6%	25%	False	False	25,017
120	0.9377	0.8769	0.0608	6.8%	0.0047	0.5%	25%	False	False	20,867

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9146
2.618	0.9069
1.618	0.9022
1.000	0.8993
0.618	0.8975
HIGH	0.8946
0.618	0.8928
0.500	0.8923
0.382	0.8917
LOW	0.8899
0.618	0.8870
1.000	0.8852
1.618	0.8823
2.618	0.8776
4.250	0.8699

Fisher Pivots for day following 30-Oct-2014
Pivot	1 day	3 day
R1	0.8924	0.8928
PP	0.8923	0.8926
S1	0.8923	0.8925

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

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