CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 19-Sep-2014

Day Change Summary
	Previous	Current
	18-Sep-2014	19-Sep-2014	Change	Change %	Previous Week
Open	0.9039	0.9098	0.0059	0.7%	0.8988
High	0.9110	0.9145	0.0035	0.4%	0.9145
Low	0.9035	0.9073	0.0038	0.4%	0.8977
Close	0.9089	0.9086	-0.0003	0.0%	0.9086
Range	0.0075	0.0072	-0.0003	-4.0%	0.0168
ATR	0.0047	0.0049	0.0002	3.8%	0.0000
Volume	1,570	273	-1,297	-82.6%	2,301

Daily Pivots for day following 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9317	0.9274	0.9126
R3	0.9245	0.9202	0.9106
R2	0.9173	0.9173	0.9099
R1	0.9130	0.9130	0.9093	0.9116
PP	0.9101	0.9101	0.9101	0.9094
S1	0.9058	0.9058	0.9079	0.9044
S2	0.9029	0.9029	0.9073
S3	0.8957	0.8986	0.9066
S4	0.8885	0.8914	0.9046

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9573	0.9498	0.9178
R3	0.9405	0.9330	0.9132
R2	0.9237	0.9237	0.9117
R1	0.9162	0.9162	0.9101	0.9200
PP	0.9069	0.9069	0.9069	0.9088
S1	0.8994	0.8994	0.9071	0.9032
S2	0.8901	0.8901	0.9055
S3	0.8733	0.8826	0.9040
S4	0.8565	0.8658	0.8994

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9145	0.8977	0.0168	1.8%	0.0064	0.7%	65%	True	False	460
10	0.9145	0.8971	0.0174	1.9%	0.0058	0.6%	66%	True	False	393
20	0.9205	0.8971	0.0234	2.6%	0.0042	0.5%	49%	False	False	232
40	0.9230	0.8971	0.0259	2.9%	0.0028	0.3%	44%	False	False	134
60	0.9356	0.8971	0.0385	4.2%	0.0022	0.2%	30%	False	False	101
80	0.9356	0.8971	0.0385	4.2%	0.0019	0.2%	30%	False	False	86
100	0.9356	0.8971	0.0385	4.2%	0.0016	0.2%	30%	False	False	70

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9451
2.618	0.9333
1.618	0.9261
1.000	0.9217
0.618	0.9189
HIGH	0.9145
0.618	0.9117
0.500	0.9109
0.382	0.9101
LOW	0.9073
0.618	0.9029
1.000	0.9001
1.618	0.8957
2.618	0.8885
4.250	0.8767

Fisher Pivots for day following 19-Sep-2014
Pivot	1 day	3 day
R1	0.9109	0.9090
PP	0.9101	0.9089
S1	0.9094	0.9087

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

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