CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 15-Oct-2014

Day Change Summary
	Previous	Current
	14-Oct-2014	15-Oct-2014	Change	Change %	Previous Week
Open	0.8900	0.8827	-0.0073	-0.8%	0.8848
High	0.8900	0.8873	-0.0027	-0.3%	0.8987
Low	0.8809	0.8750	-0.0059	-0.7%	0.8848
Close	0.8822	0.8827	0.0005	0.1%	0.8884
Range	0.0091	0.0123	0.0032	35.2%	0.0139
ATR	0.0062	0.0067	0.0004	7.0%	0.0000
Volume	213	191	-22	-10.3%	1,435

Daily Pivots for day following 15-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9186	0.9129	0.8895
R3	0.9063	0.9006	0.8861
R2	0.8940	0.8940	0.8850
R1	0.8883	0.8883	0.8838	0.8889
PP	0.8817	0.8817	0.8817	0.8819
S1	0.8760	0.8760	0.8816	0.8766
S2	0.8694	0.8694	0.8804
S3	0.8571	0.8637	0.8793
S4	0.8448	0.8514	0.8759

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	0.8750	0.0237	2.7%	0.0075	0.9%	32%	False	True	287
10	0.8995	0.8750	0.0245	2.8%	0.0079	0.9%	31%	False	True	558
20	0.9145	0.8750	0.0395	4.5%	0.0070	0.8%	19%	False	True	486
40	0.9205	0.8750	0.0455	5.2%	0.0053	0.6%	17%	False	True	316
60	0.9270	0.8750	0.0520	5.9%	0.0040	0.5%	15%	False	True	221
80	0.9356	0.8750	0.0606	6.9%	0.0032	0.4%	13%	False	True	175
100	0.9356	0.8750	0.0606	6.9%	0.0028	0.3%	13%	False	True	148

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	0.0013
Widest range in 119 trading days

Fibonacci Retracements and Extensions
4.250	0.9396
2.618	0.9195
1.618	0.9072
1.000	0.8996
0.618	0.8949
HIGH	0.8873
0.618	0.8826
0.500	0.8812
0.382	0.8797
LOW	0.8750
0.618	0.8674
1.000	0.8627
1.618	0.8551
2.618	0.8428
4.250	0.8227

Fisher Pivots for day following 15-Oct-2014
Pivot	1 day	3 day
R1	0.8822	0.8828
PP	0.8817	0.8827
S1	0.8812	0.8827

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

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