CME Canadian Dollar Future December 2014

Trading Metrics calculated at close of trading on 10-Dec-2014

Day Change Summary
	Previous	Current
	09-Dec-2014	10-Dec-2014	Change	Change %	Previous Week
Open	0.8710	0.8737	0.0027	0.3%	0.8748
High	0.8771	0.8744	-0.0027	-0.3%	0.8836
Low	0.8694	0.8693	-0.0001	0.0%	0.8712
Close	0.8740	0.8703	-0.0037	-0.4%	0.8744
Range	0.0077	0.0051	-0.0026	-33.8%	0.0124
ATR	0.0073	0.0071	-0.0002	-2.1%	0.0000
Volume	82,964	82,949	-15	0.0%	337,452

Daily Pivots for day following 10-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8866	0.8836	0.8731
R3	0.8815	0.8785	0.8717
R2	0.8764	0.8764	0.8712
R1	0.8734	0.8734	0.8708	0.8724
PP	0.8713	0.8713	0.8713	0.8708
S1	0.8683	0.8683	0.8698	0.8673
S2	0.8662	0.8662	0.8694
S3	0.8611	0.8632	0.8689
S4	0.8560	0.8581	0.8675

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	0.8816	0.8693	0.0123	1.4%	0.0058	0.7%	8%	False	True	70,625
10	0.8903	0.8693	0.0210	2.4%	0.0076	0.9%	5%	False	True	71,069
20	0.8931	0.8693	0.0238	2.7%	0.0072	0.8%	4%	False	True	64,836
40	0.8980	0.8693	0.0287	3.3%	0.0072	0.8%	3%	False	True	64,649
60	0.9167	0.8693	0.0474	5.4%	0.0072	0.8%	2%	False	True	66,287
80	0.9226	0.8693	0.0533	6.1%	0.0069	0.8%	2%	False	True	54,004
100	0.9300	0.8693	0.0607	7.0%	0.0063	0.7%	2%	False	True	43,261
120	0.9377	0.8693	0.0684	7.9%	0.0058	0.7%	1%	False	True	36,101

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8961
2.618	0.8878
1.618	0.8827
1.000	0.8795
0.618	0.8776
HIGH	0.8744
0.618	0.8725
0.500	0.8719
0.382	0.8712
LOW	0.8693
0.618	0.8661
1.000	0.8642
1.618	0.8610
2.618	0.8559
4.250	0.8476

Fisher Pivots for day following 10-Dec-2014
Pivot	1 day	3 day
R1	0.8719	0.8732
PP	0.8713	0.8722
S1	0.8708	0.8713

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

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