CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 06-Nov-2014

Day Change Summary
	Previous	Current
	05-Nov-2014	06-Nov-2014	Change	Change %	Previous Week
Open	0.8762	0.8766	0.0004	0.0%	0.8886
High	0.8785	0.8779	-0.0006	-0.1%	0.8980
Low	0.8712	0.8730	0.0018	0.2%	0.8813
Close	0.8763	0.8745	-0.0018	-0.2%	0.8860
Range	0.0073	0.0049	-0.0024	-32.9%	0.0167
ATR	0.0071	0.0070	-0.0002	-2.2%	0.0000
Volume	72,877	53,965	-18,912	-26.0%	304,543

Daily Pivots for day following 06-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8898	0.8871	0.8772
R3	0.8849	0.8822	0.8758
R2	0.8800	0.8800	0.8754
R1	0.8773	0.8773	0.8749	0.8762
PP	0.8751	0.8751	0.8751	0.8746
S1	0.8724	0.8724	0.8741	0.8713
S2	0.8702	0.8702	0.8736
S3	0.8653	0.8675	0.8732
S4	0.8604	0.8626	0.8718

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	0.8930	0.8712	0.0218	2.5%	0.0079	0.9%	15%	False	False	70,460
10	0.8980	0.8712	0.0268	3.1%	0.0066	0.8%	12%	False	False	59,721
20	0.8980	0.8712	0.0268	3.1%	0.0069	0.8%	12%	False	False	64,673
40	0.9167	0.8712	0.0455	5.2%	0.0071	0.8%	7%	False	False	67,592
60	0.9226	0.8712	0.0514	5.9%	0.0065	0.7%	6%	False	False	47,347
80	0.9304	0.8712	0.0592	6.8%	0.0058	0.7%	6%	False	False	35,596
100	0.9377	0.8712	0.0665	7.6%	0.0055	0.6%	5%	False	False	28,527
120	0.9377	0.8712	0.0665	7.6%	0.0049	0.6%	5%	False	False	23,799

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8987
2.618	0.8907
1.618	0.8858
1.000	0.8828
0.618	0.8809
HIGH	0.8779
0.618	0.8760
0.500	0.8755
0.382	0.8749
LOW	0.8730
0.618	0.8700
1.000	0.8681
1.618	0.8651
2.618	0.8602
4.250	0.8522

Fisher Pivots for day following 06-Nov-2014
Pivot	1 day	3 day
R1	0.8755	0.8761
PP	0.8751	0.8755
S1	0.8748	0.8750

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

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