CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 21-Oct-2014

Day Change Summary
	Previous	Current
	20-Oct-2014	21-Oct-2014	Change	Change %	Previous Week
Open	0.8827	0.8826	-0.0001	0.0%	0.8902
High	0.8841	0.8890	0.0049	0.6%	0.8905
Low	0.8823	0.8825	0.0002	0.0%	0.8750
Close	0.8828	0.8874	0.0046	0.5%	0.8838
Range	0.0018	0.0065	0.0047	261.1%	0.0155
ATR	0.0063	0.0063	0.0000	0.2%	0.0000
Volume	130	142	12	9.2%	1,385

Daily Pivots for day following 21-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9058	0.9031	0.8910
R3	0.8993	0.8966	0.8892
R2	0.8928	0.8928	0.8886
R1	0.8901	0.8901	0.8880	0.8915
PP	0.8863	0.8863	0.8863	0.8870
S1	0.8836	0.8836	0.8868	0.8850
S2	0.8798	0.8798	0.8862
S3	0.8733	0.8771	0.8856
S4	0.8668	0.8706	0.8838

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	0.8890	0.8750	0.0140	1.6%	0.0069	0.8%	89%	True	False	222
10	0.8987	0.8750	0.0237	2.7%	0.0069	0.8%	52%	False	False	259
20	0.9008	0.8750	0.0258	2.9%	0.0065	0.7%	48%	False	False	409
40	0.9205	0.8750	0.0455	5.1%	0.0058	0.7%	27%	False	False	335
60	0.9205	0.8750	0.0455	5.1%	0.0043	0.5%	27%	False	False	235
80	0.9356	0.8750	0.0606	6.8%	0.0034	0.4%	20%	False	False	186
100	0.9356	0.8750	0.0606	6.8%	0.0029	0.3%	20%	False	False	156
120	0.9356	0.8750	0.0606	6.8%	0.0026	0.3%	20%	False	False	132

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9166
2.618	0.9060
1.618	0.8995
1.000	0.8955
0.618	0.8930
HIGH	0.8890
0.618	0.8865
0.500	0.8858
0.382	0.8850
LOW	0.8825
0.618	0.8785
1.000	0.8760
1.618	0.8720
2.618	0.8655
4.250	0.8549

Fisher Pivots for day following 21-Oct-2014
Pivot	1 day	3 day
R1	0.8869	0.8868
PP	0.8863	0.8862
S1	0.8858	0.8857

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

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