CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 20-Oct-2014

Day Change Summary
	Previous	Current
	17-Oct-2014	20-Oct-2014	Change	Change %	Previous Week
Open	0.8853	0.8827	-0.0026	-0.3%	0.8902
High	0.8883	0.8841	-0.0042	-0.5%	0.8905
Low	0.8835	0.8823	-0.0012	-0.1%	0.8750
Close	0.8838	0.8828	-0.0010	-0.1%	0.8838
Range	0.0048	0.0018	-0.0030	-62.5%	0.0155
ATR	0.0067	0.0063	-0.0003	-5.2%	0.0000
Volume	385	130	-255	-66.2%	1,385

Daily Pivots for day following 20-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8885	0.8874	0.8838
R3	0.8867	0.8856	0.8833
R2	0.8849	0.8849	0.8831
R1	0.8838	0.8838	0.8830	0.8844
PP	0.8831	0.8831	0.8831	0.8833
S1	0.8820	0.8820	0.8826	0.8826
S2	0.8813	0.8813	0.8825
S3	0.8795	0.8802	0.8823
S4	0.8777	0.8784	0.8818

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9296	0.9222	0.8923
R3	0.9141	0.9067	0.8881
R2	0.8986	0.8986	0.8866
R1	0.8912	0.8912	0.8852	0.8872
PP	0.8831	0.8831	0.8831	0.8811
S1	0.8757	0.8757	0.8824	0.8717
S2	0.8676	0.8676	0.8810
S3	0.8521	0.8602	0.8795
S4	0.8366	0.8447	0.8753

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8900	0.8750	0.0150	1.7%	0.0074	0.8%	52%	False	False	236
10	0.8987	0.8750	0.0237	2.7%	0.0067	0.8%	33%	False	False	270
20	0.9061	0.8750	0.0311	3.5%	0.0066	0.7%	25%	False	False	414
40	0.9205	0.8750	0.0455	5.2%	0.0056	0.6%	17%	False	False	332
60	0.9205	0.8750	0.0455	5.2%	0.0042	0.5%	17%	False	False	234
80	0.9356	0.8750	0.0606	6.9%	0.0034	0.4%	13%	False	False	184
100	0.9356	0.8750	0.0606	6.9%	0.0029	0.3%	13%	False	False	155
120	0.9356	0.8750	0.0606	6.9%	0.0025	0.3%	13%	False	False	131

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	0.8918
2.618	0.8888
1.618	0.8870
1.000	0.8859
0.618	0.8852
HIGH	0.8841
0.618	0.8834
0.500	0.8832
0.382	0.8830
LOW	0.8823
0.618	0.8812
1.000	0.8805
1.618	0.8794
2.618	0.8776
4.250	0.8747

Fisher Pivots for day following 20-Oct-2014
Pivot	1 day	3 day
R1	0.8832	0.8829
PP	0.8831	0.8829
S1	0.8829	0.8828

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

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