CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 27-Oct-2014

Day Change Summary
	Previous	Current
	24-Oct-2014	27-Oct-2014	Change	Change %	Previous Week
Open	0.8878	0.8883	0.0005	0.1%	0.8827
High	0.8895	0.8883	-0.0012	-0.1%	0.8906
Low	0.8864	0.8854	-0.0010	-0.1%	0.8815
Close	0.8872	0.8867	-0.0005	-0.1%	0.8872
Range	0.0031	0.0029	-0.0002	-6.5%	0.0091
ATR	0.0061	0.0059	-0.0002	-3.7%	0.0000
Volume	118	224	106	89.8%	861

Daily Pivots for day following 27-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8955	0.8940	0.8883
R3	0.8926	0.8911	0.8875
R2	0.8897	0.8897	0.8872
R1	0.8882	0.8882	0.8870	0.8875
PP	0.8868	0.8868	0.8868	0.8865
S1	0.8853	0.8853	0.8864	0.8846
S2	0.8839	0.8839	0.8862
S3	0.8810	0.8824	0.8859
S4	0.8781	0.8795	0.8851

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%	0.0050	0.6%	57%	False	False	191
10	0.8906	0.8750	0.0156	1.8%	0.0062	0.7%	75%	False	False	213
20	0.8995	0.8750	0.0245	2.8%	0.0065	0.7%	48%	False	False	404
40	0.9187	0.8750	0.0437	4.9%	0.0059	0.7%	27%	False	False	345
60	0.9205	0.8750	0.0455	5.1%	0.0045	0.5%	26%	False	False	248
80	0.9337	0.8750	0.0587	6.6%	0.0036	0.4%	20%	False	False	195
100	0.9356	0.8750	0.0606	6.8%	0.0031	0.3%	19%	False	False	163
120	0.9356	0.8750	0.0606	6.8%	0.0027	0.3%	19%	False	False	138

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9006
2.618	0.8959
1.618	0.8930
1.000	0.8912
0.618	0.8901
HIGH	0.8883
0.618	0.8872
0.500	0.8869
0.382	0.8865
LOW	0.8854
0.618	0.8836
1.000	0.8825
1.618	0.8807
2.618	0.8778
4.250	0.8731

Fisher Pivots for day following 27-Oct-2014
Pivot	1 day	3 day
R1	0.8869	0.8871
PP	0.8868	0.8869
S1	0.8868	0.8868

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

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