CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 24-Oct-2014

Day Change Summary
	Previous	Current
	23-Oct-2014	24-Oct-2014	Change	Change %	Previous Week
Open	0.8865	0.8878	0.0013	0.1%	0.8827
High	0.8880	0.8895	0.0015	0.2%	0.8906
Low	0.8846	0.8864	0.0018	0.2%	0.8815
Close	0.8867	0.8872	0.0005	0.1%	0.8872
Range	0.0034	0.0031	-0.0003	-8.8%	0.0091
ATR	0.0063	0.0061	-0.0002	-3.6%	0.0000
Volume	385	118	-267	-69.4%	861

Daily Pivots for day following 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8970	0.8952	0.8889
R3	0.8939	0.8921	0.8881
R2	0.8908	0.8908	0.8878
R1	0.8890	0.8890	0.8875	0.8884
PP	0.8877	0.8877	0.8877	0.8874
S1	0.8859	0.8859	0.8869	0.8853
S2	0.8846	0.8846	0.8866
S3	0.8815	0.8828	0.8863
S4	0.8784	0.8797	0.8855

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9137	0.9096	0.8922
R3	0.9046	0.9005	0.8897
R2	0.8955	0.8955	0.8889
R1	0.8914	0.8914	0.8880	0.8935
PP	0.8864	0.8864	0.8864	0.8875
S1	0.8823	0.8823	0.8864	0.8844
S2	0.8773	0.8773	0.8855
S3	0.8682	0.8732	0.8847
S4	0.8591	0.8641	0.8822

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%	0.0048	0.5%	63%	False	False	172
10	0.8906	0.8750	0.0156	1.8%	0.0062	0.7%	78%	False	False	224
20	0.8995	0.8750	0.0245	2.8%	0.0066	0.7%	50%	False	False	414
40	0.9205	0.8750	0.0455	5.1%	0.0060	0.7%	27%	False	False	341
60	0.9205	0.8750	0.0455	5.1%	0.0045	0.5%	27%	False	False	245
80	0.9356	0.8750	0.0606	6.8%	0.0036	0.4%	20%	False	False	193
100	0.9356	0.8750	0.0606	6.8%	0.0031	0.3%	20%	False	False	161
120	0.9356	0.8750	0.0606	6.8%	0.0027	0.3%	20%	False	False	137

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

Fibonacci Retracements and Extensions
4.250	0.9027
2.618	0.8976
1.618	0.8945
1.000	0.8926
0.618	0.8914
HIGH	0.8895
0.618	0.8883
0.500	0.8880
0.382	0.8876
LOW	0.8864
0.618	0.8845
1.000	0.8833
1.618	0.8814
2.618	0.8783
4.250	0.8732

Fisher Pivots for day following 24-Oct-2014
Pivot	1 day	3 day
R1	0.8880	0.8868
PP	0.8877	0.8864
S1	0.8875	0.8861

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

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