CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 23-Oct-2014

Day Change Summary
	Previous	Current
	22-Oct-2014	23-Oct-2014	Change	Change %	Previous Week
Open	0.8871	0.8865	-0.0006	-0.1%	0.8902
High	0.8906	0.8880	-0.0026	-0.3%	0.8905
Low	0.8815	0.8846	0.0031	0.4%	0.8750
Close	0.8867	0.8867	0.0000	0.0%	0.8838
Range	0.0091	0.0034	-0.0057	-62.6%	0.0155
ATR	0.0065	0.0063	-0.0002	-3.4%	0.0000
Volume	86	385	299	347.7%	1,385

Daily Pivots for day following 23-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8966	0.8951	0.8886
R3	0.8932	0.8917	0.8876
R2	0.8898	0.8898	0.8873
R1	0.8883	0.8883	0.8870	0.8891
PP	0.8864	0.8864	0.8864	0.8868
S1	0.8849	0.8849	0.8864	0.8857
S2	0.8830	0.8830	0.8861
S3	0.8796	0.8815	0.8858
S4	0.8762	0.8781	0.8848

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	0.8906	0.8815	0.0091	1.0%	0.0051	0.6%	57%	False	False	225
10	0.8925	0.8750	0.0175	2.0%	0.0064	0.7%	67%	False	False	236
20	0.8995	0.8750	0.0245	2.8%	0.0067	0.8%	48%	False	False	414
40	0.9205	0.8750	0.0455	5.1%	0.0059	0.7%	26%	False	False	343
60	0.9205	0.8750	0.0455	5.1%	0.0044	0.5%	26%	False	False	243
80	0.9356	0.8750	0.0606	6.8%	0.0036	0.4%	19%	False	False	191
100	0.9356	0.8750	0.0606	6.8%	0.0030	0.3%	19%	False	False	160
120	0.9356	0.8750	0.0606	6.8%	0.0027	0.3%	19%	False	False	136

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9025
2.618	0.8969
1.618	0.8935
1.000	0.8914
0.618	0.8901
HIGH	0.8880
0.618	0.8867
0.500	0.8863
0.382	0.8859
LOW	0.8846
0.618	0.8825
1.000	0.8812
1.618	0.8791
2.618	0.8757
4.250	0.8702

Fisher Pivots for day following 23-Oct-2014
Pivot	1 day	3 day
R1	0.8866	0.8865
PP	0.8864	0.8863
S1	0.8863	0.8861

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

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