CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 06-Oct-2014

Day Change Summary
	Previous	Current
	03-Oct-2014	06-Oct-2014	Change	Change %	Previous Week
Open	0.8927	0.8848	-0.0079	-0.9%	0.8928
High	0.8927	0.8961	0.0034	0.4%	0.8995
Low	0.8840	0.8848	0.0008	0.1%	0.8840
Close	0.8848	0.8935	0.0087	1.0%	0.8848
Range	0.0087	0.0113	0.0026	29.9%	0.0155
ATR	0.0057	0.0061	0.0004	7.1%	0.0000
Volume	656	247	-409	-62.3%	4,608

Daily Pivots for day following 06-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9254	0.9207	0.8997
R3	0.9141	0.9094	0.8966
R2	0.9028	0.9028	0.8956
R1	0.8981	0.8981	0.8945	0.9005
PP	0.8915	0.8915	0.8915	0.8926
S1	0.8868	0.8868	0.8925	0.8892
S2	0.8802	0.8802	0.8914
S3	0.8689	0.8755	0.8904
S4	0.8576	0.8642	0.8873

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9359	0.9259	0.8933
R3	0.9204	0.9104	0.8891
R2	0.9049	0.9049	0.8876
R1	0.8949	0.8949	0.8862	0.8922
PP	0.8894	0.8894	0.8894	0.8881
S1	0.8794	0.8794	0.8834	0.8767
S2	0.8739	0.8739	0.8820
S3	0.8584	0.8639	0.8805
S4	0.8429	0.8484	0.8763

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8995	0.8840	0.0155	1.7%	0.0078	0.9%	61%	False	False	885
10	0.9061	0.8840	0.0221	2.5%	0.0065	0.7%	43%	False	False	559
20	0.9145	0.8840	0.0305	3.4%	0.0063	0.7%	31%	False	False	494
40	0.9205	0.8840	0.0365	4.1%	0.0042	0.5%	26%	False	False	276
60	0.9278	0.8840	0.0438	4.9%	0.0032	0.4%	22%	False	False	195
80	0.9356	0.8840	0.0516	5.8%	0.0027	0.3%	18%	False	False	157
100	0.9356	0.8840	0.0516	5.8%	0.0023	0.3%	18%	False	False	129

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 112 trading days

Fibonacci Retracements and Extensions
4.250	0.9441
2.618	0.9257
1.618	0.9144
1.000	0.9074
0.618	0.9031
HIGH	0.8961
0.618	0.8918
0.500	0.8905
0.382	0.8891
LOW	0.8848
0.618	0.8778
1.000	0.8735
1.618	0.8665
2.618	0.8552
4.250	0.8368

Fisher Pivots for day following 06-Oct-2014
Pivot	1 day	3 day
R1	0.8925	0.8929
PP	0.8915	0.8923
S1	0.8905	0.8918

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

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