CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 28-Oct-2014

Day Change Summary
	Previous	Current
	27-Oct-2014	28-Oct-2014	Change	Change %	Previous Week
Open	0.8883	0.8857	-0.0026	-0.3%	0.8827
High	0.8883	0.8923	0.0040	0.5%	0.8906
Low	0.8854	0.8856	0.0002	0.0%	0.8815
Close	0.8867	0.8906	0.0039	0.4%	0.8872
Range	0.0029	0.0067	0.0038	131.0%	0.0091
ATR	0.0059	0.0059	0.0001	1.0%	0.0000
Volume	224	71	-153	-68.3%	861

Daily Pivots for day following 28-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9096	0.9068	0.8943
R3	0.9029	0.9001	0.8924
R2	0.8962	0.8962	0.8918
R1	0.8934	0.8934	0.8912	0.8948
PP	0.8895	0.8895	0.8895	0.8902
S1	0.8867	0.8867	0.8900	0.8881
S2	0.8828	0.8828	0.8894
S3	0.8761	0.8800	0.8888
S4	0.8694	0.8733	0.8869

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	0.8923	0.8815	0.0108	1.2%	0.0050	0.6%	84%	True	False	176
10	0.8923	0.8750	0.0173	1.9%	0.0060	0.7%	90%	True	False	199
20	0.8995	0.8750	0.0245	2.8%	0.0066	0.7%	64%	False	False	393
40	0.9187	0.8750	0.0437	4.9%	0.0060	0.7%	36%	False	False	347
60	0.9205	0.8750	0.0455	5.1%	0.0046	0.5%	34%	False	False	249
80	0.9337	0.8750	0.0587	6.6%	0.0037	0.4%	27%	False	False	196
100	0.9356	0.8750	0.0606	6.8%	0.0031	0.4%	26%	False	False	164
120	0.9356	0.8750	0.0606	6.8%	0.0028	0.3%	26%	False	False	139

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

Fibonacci Retracements and Extensions
4.250	0.9208
2.618	0.9098
1.618	0.9031
1.000	0.8990
0.618	0.8964
HIGH	0.8923
0.618	0.8897
0.500	0.8890
0.382	0.8882
LOW	0.8856
0.618	0.8815
1.000	0.8789
1.618	0.8748
2.618	0.8681
4.250	0.8571

Fisher Pivots for day following 28-Oct-2014
Pivot	1 day	3 day
R1	0.8901	0.8900
PP	0.8895	0.8894
S1	0.8890	0.8889

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

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