CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 24-Nov-2014

Day Change Summary
	Previous	Current
	21-Nov-2014	24-Nov-2014	Change	Change %	Previous Week
Open	0.8839	0.8893	0.0054	0.6%	0.8851
High	0.8931	0.8904	-0.0027	-0.3%	0.8931
Low	0.8824	0.8835	0.0011	0.1%	0.8790
Close	0.8892	0.8846	-0.0046	-0.5%	0.8892
Range	0.0107	0.0069	-0.0038	-35.5%	0.0141
ATR	0.0070	0.0070	0.0000	-0.1%	0.0000
Volume	81,434	47,712	-33,722	-41.4%	281,566

Daily Pivots for day following 24-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9069	0.9026	0.8884
R3	0.9000	0.8957	0.8865
R2	0.8931	0.8931	0.8859
R1	0.8888	0.8888	0.8852	0.8875
PP	0.8862	0.8862	0.8862	0.8855
S1	0.8819	0.8819	0.8840	0.8806
S2	0.8793	0.8793	0.8833
S3	0.8724	0.8750	0.8827
S4	0.8655	0.8681	0.8808

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9294	0.9234	0.8970
R3	0.9153	0.9093	0.8931
R2	0.9012	0.9012	0.8918
R1	0.8952	0.8952	0.8905	0.8982
PP	0.8871	0.8871	0.8871	0.8886
S1	0.8811	0.8811	0.8879	0.8841
S2	0.8730	0.8730	0.8866
S3	0.8589	0.8670	0.8853
S4	0.8448	0.8529	0.8814

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8931	0.8790	0.0141	1.6%	0.0067	0.8%	40%	False	False	56,534
10	0.8931	0.8764	0.0167	1.9%	0.0068	0.8%	49%	False	False	57,201
20	0.8980	0.8712	0.0268	3.0%	0.0072	0.8%	50%	False	False	61,673
40	0.9016	0.8712	0.0304	3.4%	0.0072	0.8%	44%	False	False	64,979
60	0.9218	0.8712	0.0506	5.7%	0.0071	0.8%	26%	False	False	59,002
80	0.9226	0.8712	0.0514	5.8%	0.0064	0.7%	26%	False	False	44,426
100	0.9370	0.8712	0.0658	7.4%	0.0059	0.7%	20%	False	False	35,603
120	0.9377	0.8712	0.0665	7.5%	0.0054	0.6%	20%	False	False	29,711

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9197
2.618	0.9085
1.618	0.9016
1.000	0.8973
0.618	0.8947
HIGH	0.8904
0.618	0.8878
0.500	0.8870
0.382	0.8861
LOW	0.8835
0.618	0.8792
1.000	0.8766
1.618	0.8723
2.618	0.8654
4.250	0.8542

Fisher Pivots for day following 24-Nov-2014
Pivot	1 day	3 day
R1	0.8870	0.8861
PP	0.8862	0.8856
S1	0.8854	0.8851

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

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