CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 12-Nov-2014

Day Change Summary
	Previous	Current
	11-Nov-2014	12-Nov-2014	Change	Change %	Previous Week
Open	0.8782	0.8812	0.0030	0.3%	0.8858
High	0.8828	0.8860	0.0032	0.4%	0.8868
Low	0.8764	0.8797	0.0033	0.4%	0.8712
Close	0.8812	0.8838	0.0026	0.3%	0.8818
Range	0.0064	0.0063	-0.0001	-1.6%	0.0156
ATR	0.0071	0.0070	-0.0001	-0.8%	0.0000
Volume	44,843	62,684	17,841	39.8%	339,897

Daily Pivots for day following 12-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9021	0.8992	0.8873
R3	0.8958	0.8929	0.8855
R2	0.8895	0.8895	0.8850
R1	0.8866	0.8866	0.8844	0.8881
PP	0.8832	0.8832	0.8832	0.8839
S1	0.8803	0.8803	0.8832	0.8818
S2	0.8769	0.8769	0.8826
S3	0.8706	0.8740	0.8821
S4	0.8643	0.8677	0.8803

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9267	0.9199	0.8904
R3	0.9111	0.9043	0.8861
R2	0.8955	0.8955	0.8847
R1	0.8887	0.8887	0.8832	0.8843
PP	0.8799	0.8799	0.8799	0.8778
S1	0.8731	0.8731	0.8804	0.8687
S2	0.8643	0.8643	0.8789
S3	0.8487	0.8575	0.8775
S4	0.8331	0.8419	0.8732

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8860	0.8727	0.0133	1.5%	0.0069	0.8%	83%	True	False	60,069
10	0.8946	0.8712	0.0234	2.6%	0.0074	0.8%	54%	False	False	64,922
20	0.8980	0.8712	0.0268	3.0%	0.0069	0.8%	47%	False	False	60,269
40	0.9167	0.8712	0.0455	5.1%	0.0072	0.8%	28%	False	False	66,473
60	0.9226	0.8712	0.0514	5.8%	0.0068	0.8%	25%	False	False	51,434
80	0.9300	0.8712	0.0588	6.7%	0.0061	0.7%	21%	False	False	38,650
100	0.9377	0.8712	0.0665	7.5%	0.0056	0.6%	19%	False	False	30,976
120	0.9377	0.8712	0.0665	7.5%	0.0051	0.6%	19%	False	False	25,850

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9128
2.618	0.9025
1.618	0.8962
1.000	0.8923
0.618	0.8899
HIGH	0.8860
0.618	0.8836
0.500	0.8829
0.382	0.8821
LOW	0.8797
0.618	0.8758
1.000	0.8734
1.618	0.8695
2.618	0.8632
4.250	0.8529

Fisher Pivots for day following 12-Nov-2014
Pivot	1 day	3 day
R1	0.8835	0.8829
PP	0.8832	0.8821
S1	0.8829	0.8812

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

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