CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 08-Dec-2014

Day Change Summary
	Previous	Current
	05-Dec-2014	08-Dec-2014	Change	Change %	Previous Week
Open	0.8780	0.8740	-0.0040	-0.5%	0.8748
High	0.8785	0.8749	-0.0036	-0.4%	0.8836
Low	0.8712	0.8705	-0.0007	-0.1%	0.8712
Close	0.8744	0.8714	-0.0030	-0.3%	0.8744
Range	0.0073	0.0044	-0.0029	-39.7%	0.0124
ATR	0.0075	0.0073	-0.0002	-2.9%	0.0000
Volume	73,325	59,170	-14,155	-19.3%	337,452

Daily Pivots for day following 08-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8855	0.8828	0.8738
R3	0.8811	0.8784	0.8726
R2	0.8767	0.8767	0.8722
R1	0.8740	0.8740	0.8718	0.8732
PP	0.8723	0.8723	0.8723	0.8718
S1	0.8696	0.8696	0.8710	0.8688
S2	0.8679	0.8679	0.8706
S3	0.8635	0.8652	0.8702
S4	0.8591	0.8608	0.8690

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9136	0.9064	0.8812
R3	0.9012	0.8940	0.8778
R2	0.8888	0.8888	0.8767
R1	0.8816	0.8816	0.8755	0.8790
PP	0.8764	0.8764	0.8764	0.8751
S1	0.8692	0.8692	0.8733	0.8666
S2	0.8640	0.8640	0.8721
S3	0.8516	0.8568	0.8710
S4	0.8392	0.8444	0.8676

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8832	0.8705	0.0127	1.5%	0.0060	0.7%	7%	False	True	62,770
10	0.8904	0.8705	0.0199	2.3%	0.0077	0.9%	5%	False	True	65,136
20	0.8931	0.8705	0.0226	2.6%	0.0072	0.8%	4%	False	True	61,342
40	0.8980	0.8705	0.0275	3.2%	0.0072	0.8%	3%	False	True	63,056
60	0.9167	0.8705	0.0462	5.3%	0.0072	0.8%	2%	False	True	65,794
80	0.9226	0.8705	0.0521	6.0%	0.0068	0.8%	2%	False	True	51,940
100	0.9304	0.8705	0.0599	6.9%	0.0062	0.7%	2%	False	True	41,618
120	0.9377	0.8705	0.0672	7.7%	0.0058	0.7%	1%	False	True	34,726

Crabel Price Patterns
NR	True
NR4	False
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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8936
2.618	0.8864
1.618	0.8820
1.000	0.8793
0.618	0.8776
HIGH	0.8749
0.618	0.8732
0.500	0.8727
0.382	0.8722
LOW	0.8705
0.618	0.8678
1.000	0.8661
1.618	0.8634
2.618	0.8590
4.250	0.8518

Fisher Pivots for day following 08-Dec-2014
Pivot	1 day	3 day
R1	0.8727	0.8761
PP	0.8723	0.8745
S1	0.8718	0.8730

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

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