CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 01-Oct-2014

Day Change Summary
	Previous	Current
	30-Sep-2014	01-Oct-2014	Change	Change %	Previous Week
Open	0.8927	0.8892	-0.0035	-0.4%	0.9097
High	0.8938	0.8922	-0.0016	-0.2%	0.9113
Low	0.8878	0.8875	-0.0003	0.0%	0.8918
Close	0.8889	0.8913	0.0024	0.3%	0.8928
Range	0.0060	0.0047	-0.0013	-21.7%	0.0195
ATR	0.0053	0.0052	0.0000	-0.8%	0.0000
Volume	290	477	187	64.5%	1,108

Daily Pivots for day following 01-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9044	0.9026	0.8939
R3	0.8997	0.8979	0.8926
R2	0.8950	0.8950	0.8922
R1	0.8932	0.8932	0.8917	0.8941
PP	0.8903	0.8903	0.8903	0.8908
S1	0.8885	0.8885	0.8909	0.8894
S2	0.8856	0.8856	0.8904
S3	0.8809	0.8838	0.8900
S4	0.8762	0.8791	0.8887

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9571	0.9445	0.9035
R3	0.9376	0.9250	0.8982
R2	0.9181	0.9181	0.8964
R1	0.9055	0.9055	0.8946	0.9021
PP	0.8986	0.8986	0.8986	0.8969
S1	0.8860	0.8860	0.8910	0.8826
S2	0.8791	0.8791	0.8892
S3	0.8596	0.8665	0.8874
S4	0.8401	0.8470	0.8821

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8994	0.8875	0.0119	1.3%	0.0048	0.5%	32%	False	True	296
10	0.9145	0.8875	0.0270	3.0%	0.0061	0.7%	14%	False	True	414
20	0.9187	0.8875	0.0312	3.5%	0.0055	0.6%	12%	False	True	312
40	0.9205	0.8875	0.0330	3.7%	0.0037	0.4%	12%	False	True	190
60	0.9337	0.8875	0.0462	5.2%	0.0028	0.3%	8%	False	True	137
80	0.9356	0.8875	0.0481	5.4%	0.0023	0.3%	8%	False	True	112
100	0.9356	0.8875	0.0481	5.4%	0.0020	0.2%	8%	False	True	93

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9122
2.618	0.9045
1.618	0.8998
1.000	0.8969
0.618	0.8951
HIGH	0.8922
0.618	0.8904
0.500	0.8899
0.382	0.8893
LOW	0.8875
0.618	0.8846
1.000	0.8828
1.618	0.8799
2.618	0.8752
4.250	0.8675

Fisher Pivots for day following 01-Oct-2014
Pivot	1 day	3 day
R1	0.8908	0.8912
PP	0.8903	0.8911
S1	0.8899	0.8911

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

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