CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 17-Nov-2014

Day Change Summary
	Previous	Current
	14-Nov-2014	17-Nov-2014	Change	Change %	Previous Week
Open	0.8787	0.8851	0.0064	0.7%	0.8823
High	0.8872	0.8869	-0.0003	0.0%	0.8872
Low	0.8771	0.8821	0.0050	0.6%	0.8764
Close	0.8857	0.8837	-0.0020	-0.2%	0.8857
Range	0.0101	0.0048	-0.0053	-52.5%	0.0108
ATR	0.0073	0.0071	-0.0002	-2.4%	0.0000
Volume	85,663	46,606	-39,057	-45.6%	293,927

Daily Pivots for day following 17-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8986	0.8960	0.8863
R3	0.8938	0.8912	0.8850
R2	0.8890	0.8890	0.8846
R1	0.8864	0.8864	0.8841	0.8853
PP	0.8842	0.8842	0.8842	0.8837
S1	0.8816	0.8816	0.8833	0.8805
S2	0.8794	0.8794	0.8828
S3	0.8746	0.8768	0.8824
S4	0.8698	0.8720	0.8811

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9155	0.9114	0.8916
R3	0.9047	0.9006	0.8887
R2	0.8939	0.8939	0.8877
R1	0.8898	0.8898	0.8867	0.8919
PP	0.8831	0.8831	0.8831	0.8841
S1	0.8790	0.8790	0.8847	0.8811
S2	0.8723	0.8723	0.8837
S3	0.8615	0.8682	0.8827
S4	0.8507	0.8574	0.8798

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8872	0.8764	0.0108	1.2%	0.0070	0.8%	68%	False	False	57,868
10	0.8872	0.8712	0.0160	1.8%	0.0071	0.8%	78%	False	False	61,673
20	0.8980	0.8712	0.0268	3.0%	0.0070	0.8%	47%	False	False	60,468
40	0.9083	0.8712	0.0371	4.2%	0.0071	0.8%	34%	False	False	66,550
60	0.9226	0.8712	0.0514	5.8%	0.0070	0.8%	24%	False	False	54,447
80	0.9250	0.8712	0.0538	6.1%	0.0062	0.7%	23%	False	False	40,918
100	0.9377	0.8712	0.0665	7.5%	0.0057	0.6%	19%	False	False	32,789
120	0.9377	0.8712	0.0665	7.5%	0.0052	0.6%	19%	False	False	27,361

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0017
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9073
2.618	0.8995
1.618	0.8947
1.000	0.8917
0.618	0.8899
HIGH	0.8869
0.618	0.8851
0.500	0.8845
0.382	0.8839
LOW	0.8821
0.618	0.8791
1.000	0.8773
1.618	0.8743
2.618	0.8695
4.250	0.8617

Fisher Pivots for day following 17-Nov-2014
Pivot	1 day	3 day
R1	0.8845	0.8832
PP	0.8842	0.8827
S1	0.8840	0.8822

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

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