CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 16-Oct-2014

Day Change Summary
	Previous	Current
	15-Oct-2014	16-Oct-2014	Change	Change %	Previous Week
Open	0.8827	0.8854	0.0027	0.3%	0.8848
High	0.8873	0.8865	-0.0008	-0.1%	0.8987
Low	0.8750	0.8775	0.0025	0.3%	0.8848
Close	0.8827	0.8852	0.0025	0.3%	0.8884
Range	0.0123	0.0090	-0.0033	-26.8%	0.0139
ATR	0.0067	0.0068	0.0002	2.5%	0.0000
Volume	191	264	73	38.2%	1,435

Daily Pivots for day following 16-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9101	0.9066	0.8902
R3	0.9011	0.8976	0.8877
R2	0.8921	0.8921	0.8869
R1	0.8886	0.8886	0.8860	0.8859
PP	0.8831	0.8831	0.8831	0.8817
S1	0.8796	0.8796	0.8844	0.8769
S2	0.8741	0.8741	0.8836
S3	0.8651	0.8706	0.8827
S4	0.8561	0.8616	0.8803

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	0.8925	0.8750	0.0175	2.0%	0.0077	0.9%	58%	False	False	248
10	0.8987	0.8750	0.0237	2.7%	0.0080	0.9%	43%	False	False	309
20	0.9145	0.8750	0.0395	4.5%	0.0071	0.8%	26%	False	False	421
40	0.9205	0.8750	0.0455	5.1%	0.0055	0.6%	22%	False	False	320
60	0.9270	0.8750	0.0520	5.9%	0.0041	0.5%	20%	False	False	226
80	0.9356	0.8750	0.0606	6.8%	0.0033	0.4%	17%	False	False	178
100	0.9356	0.8750	0.0606	6.8%	0.0028	0.3%	17%	False	False	150

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9248
2.618	0.9101
1.618	0.9011
1.000	0.8955
0.618	0.8921
HIGH	0.8865
0.618	0.8831
0.500	0.8820
0.382	0.8809
LOW	0.8775
0.618	0.8719
1.000	0.8685
1.618	0.8629
2.618	0.8539
4.250	0.8393

Fisher Pivots for day following 16-Oct-2014
Pivot	1 day	3 day
R1	0.8841	0.8843
PP	0.8831	0.8834
S1	0.8820	0.8825

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

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