CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 07-Oct-2014

Day Change Summary
	Previous	Current
	06-Oct-2014	07-Oct-2014	Change	Change %	Previous Week
Open	0.8848	0.8940	0.0092	1.0%	0.8928
High	0.8961	0.8947	-0.0014	-0.2%	0.8995
Low	0.8848	0.8900	0.0052	0.6%	0.8840
Close	0.8935	0.8915	-0.0020	-0.2%	0.8848
Range	0.0113	0.0047	-0.0066	-58.4%	0.0155
ATR	0.0061	0.0060	-0.0001	-1.6%	0.0000
Volume	247	247	0	0.0%	4,608

Daily Pivots for day following 07-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9062	0.9035	0.8941
R3	0.9015	0.8988	0.8928
R2	0.8968	0.8968	0.8924
R1	0.8941	0.8941	0.8919	0.8931
PP	0.8921	0.8921	0.8921	0.8916
S1	0.8894	0.8894	0.8911	0.8884
S2	0.8874	0.8874	0.8906
S3	0.8827	0.8847	0.8902
S4	0.8780	0.8800	0.8889

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%	0.0075	0.8%	48%	False	False	877
10	0.9008	0.8840	0.0168	1.9%	0.0062	0.7%	45%	False	False	558
20	0.9145	0.8840	0.0305	3.4%	0.0063	0.7%	25%	False	False	503
40	0.9205	0.8840	0.0365	4.1%	0.0043	0.5%	21%	False	False	281
60	0.9270	0.8840	0.0430	4.8%	0.0032	0.4%	17%	False	False	198
80	0.9356	0.8840	0.0516	5.8%	0.0027	0.3%	15%	False	False	159
100	0.9356	0.8840	0.0516	5.8%	0.0023	0.3%	15%	False	False	131

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9147
2.618	0.9070
1.618	0.9023
1.000	0.8994
0.618	0.8976
HIGH	0.8947
0.618	0.8929
0.500	0.8924
0.382	0.8918
LOW	0.8900
0.618	0.8871
1.000	0.8853
1.618	0.8824
2.618	0.8777
4.250	0.8700

Fisher Pivots for day following 07-Oct-2014
Pivot	1 day	3 day
R1	0.8924	0.8910
PP	0.8921	0.8905
S1	0.8918	0.8901

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

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