CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 03-Nov-2014

Day Change Summary
	Previous	Current
	31-Oct-2014	03-Nov-2014	Change	Change %	Previous Week
Open	0.8928	0.8858	-0.0070	-0.8%	0.8886
High	0.8930	0.8868	-0.0062	-0.7%	0.8980
Low	0.8813	0.8780	-0.0033	-0.4%	0.8813
Close	0.8860	0.8789	-0.0071	-0.8%	0.8860
Range	0.0117	0.0088	-0.0029	-24.8%	0.0167
ATR	0.0070	0.0071	0.0001	1.9%	0.0000
Volume	100,070	63,695	-36,375	-36.3%	304,543

Daily Pivots for day following 03-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9076	0.9021	0.8837
R3	0.8988	0.8933	0.8813
R2	0.8900	0.8900	0.8805
R1	0.8845	0.8845	0.8797	0.8829
PP	0.8812	0.8812	0.8812	0.8804
S1	0.8757	0.8757	0.8781	0.8741
S2	0.8724	0.8724	0.8773
S3	0.8636	0.8669	0.8765
S4	0.8548	0.8581	0.8741

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9385	0.9290	0.8952
R3	0.9218	0.9123	0.8906
R2	0.9051	0.9051	0.8891
R1	0.8956	0.8956	0.8875	0.8920
PP	0.8884	0.8884	0.8884	0.8867
S1	0.8789	0.8789	0.8845	0.8753
S2	0.8717	0.8717	0.8829
S3	0.8550	0.8622	0.8814
S4	0.8383	0.8455	0.8768

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8980	0.8780	0.0200	2.3%	0.0080	0.9%	5%	False	True	66,810
10	0.8980	0.8780	0.0200	2.3%	0.0069	0.8%	5%	False	True	59,264
20	0.9009	0.8769	0.0240	2.7%	0.0071	0.8%	8%	False	False	66,650
40	0.9167	0.8769	0.0398	4.5%	0.0072	0.8%	5%	False	False	65,262
60	0.9226	0.8769	0.0457	5.2%	0.0064	0.7%	4%	False	False	44,222
80	0.9304	0.8769	0.0535	6.1%	0.0058	0.7%	4%	False	False	33,250
100	0.9377	0.8769	0.0608	6.9%	0.0053	0.6%	3%	False	False	26,651
120	0.9377	0.8769	0.0608	6.9%	0.0048	0.5%	3%	False	False	22,230

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9242
2.618	0.9098
1.618	0.9010
1.000	0.8956
0.618	0.8922
HIGH	0.8868
0.618	0.8834
0.500	0.8824
0.382	0.8814
LOW	0.8780
0.618	0.8726
1.000	0.8692
1.618	0.8638
2.618	0.8550
4.250	0.8406

Fisher Pivots for day following 03-Nov-2014
Pivot	1 day	3 day
R1	0.8824	0.8863
PP	0.8812	0.8838
S1	0.8801	0.8814

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

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