CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 26-Nov-2014

Day Change Summary
	Previous	Current
	25-Nov-2014	26-Nov-2014	Change	Change %	Previous Week
Open	0.8859	0.8880	0.0021	0.2%	0.8851
High	0.8898	0.8903	0.0005	0.1%	0.8931
Low	0.8831	0.8848	0.0017	0.2%	0.8790
Close	0.8880	0.8902	0.0022	0.2%	0.8892
Range	0.0067	0.0055	-0.0012	-17.9%	0.0141
ATR	0.0070	0.0069	-0.0001	-1.5%	0.0000
Volume	58,866	43,787	-15,079	-25.6%	281,566

Daily Pivots for day following 26-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9049	0.9031	0.8932
R3	0.8994	0.8976	0.8917
R2	0.8939	0.8939	0.8912
R1	0.8921	0.8921	0.8907	0.8930
PP	0.8884	0.8884	0.8884	0.8889
S1	0.8866	0.8866	0.8897	0.8875
S2	0.8829	0.8829	0.8892
S3	0.8774	0.8811	0.8887
S4	0.8719	0.8756	0.8872

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%	0.0072	0.8%	79%	False	False	56,733
10	0.8931	0.8771	0.0160	1.8%	0.0068	0.8%	82%	False	False	56,714
20	0.8946	0.8712	0.0234	2.6%	0.0071	0.8%	81%	False	False	60,818
40	0.9016	0.8712	0.0304	3.4%	0.0072	0.8%	63%	False	False	63,847
60	0.9218	0.8712	0.0506	5.7%	0.0071	0.8%	38%	False	False	60,591
80	0.9226	0.8712	0.0514	5.8%	0.0064	0.7%	37%	False	False	45,705
100	0.9370	0.8712	0.0658	7.4%	0.0059	0.7%	29%	False	False	36,625
120	0.9377	0.8712	0.0665	7.5%	0.0055	0.6%	29%	False	False	30,566

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9137
2.618	0.9047
1.618	0.8992
1.000	0.8958
0.618	0.8937
HIGH	0.8903
0.618	0.8882
0.500	0.8876
0.382	0.8869
LOW	0.8848
0.618	0.8814
1.000	0.8793
1.618	0.8759
2.618	0.8704
4.250	0.8614

Fisher Pivots for day following 26-Nov-2014
Pivot	1 day	3 day
R1	0.8893	0.8891
PP	0.8884	0.8879
S1	0.8876	0.8868

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

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