CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 13-Oct-2014

Day Change Summary
	Previous	Current
	10-Oct-2014	13-Oct-2014	Change	Change %	Previous Week
Open	0.8906	0.8902	-0.0004	0.0%	0.8848
High	0.8925	0.8905	-0.0020	-0.2%	0.8987
Low	0.8870	0.8880	0.0010	0.1%	0.8848
Close	0.8884	0.8889	0.0005	0.1%	0.8884
Range	0.0055	0.0025	-0.0030	-54.5%	0.0139
ATR	0.0063	0.0060	-0.0003	-4.3%	0.0000
Volume	241	332	91	37.8%	1,435

Daily Pivots for day following 13-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8966	0.8953	0.8903
R3	0.8941	0.8928	0.8896
R2	0.8916	0.8916	0.8894
R1	0.8903	0.8903	0.8891	0.8897
PP	0.8891	0.8891	0.8891	0.8889
S1	0.8878	0.8878	0.8887	0.8872
S2	0.8866	0.8866	0.8884
S3	0.8841	0.8853	0.8882
S4	0.8816	0.8828	0.8875

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9323	0.9243	0.8960
R3	0.9184	0.9104	0.8922
R2	0.9045	0.9045	0.8909
R1	0.8965	0.8965	0.8897	0.9005
PP	0.8906	0.8906	0.8906	0.8927
S1	0.8826	0.8826	0.8871	0.8866
S2	0.8767	0.8767	0.8859
S3	0.8628	0.8687	0.8846
S4	0.8489	0.8548	0.8808

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8987	0.8870	0.0117	1.3%	0.0060	0.7%	16%	False	False	304
10	0.8995	0.8840	0.0155	1.7%	0.0069	0.8%	32%	False	False	594
20	0.9145	0.8840	0.0305	3.4%	0.0066	0.7%	16%	False	False	479
40	0.9205	0.8840	0.0365	4.1%	0.0048	0.5%	13%	False	False	310
60	0.9270	0.8840	0.0430	4.8%	0.0036	0.4%	11%	False	False	216
80	0.9356	0.8840	0.0516	5.8%	0.0030	0.3%	9%	False	False	170
100	0.9356	0.8840	0.0516	5.8%	0.0025	0.3%	9%	False	False	144

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.9011
2.618	0.8970
1.618	0.8945
1.000	0.8930
0.618	0.8920
HIGH	0.8905
0.618	0.8895
0.500	0.8893
0.382	0.8890
LOW	0.8880
0.618	0.8865
1.000	0.8855
1.618	0.8840
2.618	0.8815
4.250	0.8774

Fisher Pivots for day following 13-Oct-2014
Pivot	1 day	3 day
R1	0.8893	0.8929
PP	0.8891	0.8915
S1	0.8890	0.8902

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

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