CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 29-Oct-2014

Day Change Summary
	Previous	Current
	28-Oct-2014	29-Oct-2014	Change	Change %	Previous Week
Open	0.8857	0.8925	0.0068	0.8%	0.8827
High	0.8923	0.8955	0.0032	0.4%	0.8906
Low	0.8856	0.8882	0.0026	0.3%	0.8815
Close	0.8906	0.8901	-0.0005	-0.1%	0.8872
Range	0.0067	0.0073	0.0006	9.0%	0.0091
ATR	0.0059	0.0060	0.0001	1.7%	0.0000
Volume	71	143	72	101.4%	861

Daily Pivots for day following 29-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9132	0.9089	0.8941
R3	0.9059	0.9016	0.8921
R2	0.8986	0.8986	0.8914
R1	0.8943	0.8943	0.8908	0.8928
PP	0.8913	0.8913	0.8913	0.8905
S1	0.8870	0.8870	0.8894	0.8855
S2	0.8840	0.8840	0.8888
S3	0.8767	0.8797	0.8881
S4	0.8694	0.8724	0.8861

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	0.8955	0.8846	0.0109	1.2%	0.0047	0.5%	50%	True	False	188
10	0.8955	0.8775	0.0180	2.0%	0.0055	0.6%	70%	True	False	194
20	0.8995	0.8750	0.0245	2.8%	0.0067	0.8%	62%	False	False	376
40	0.9187	0.8750	0.0437	4.9%	0.0061	0.7%	35%	False	False	344
60	0.9205	0.8750	0.0455	5.1%	0.0047	0.5%	33%	False	False	252
80	0.9337	0.8750	0.0587	6.6%	0.0038	0.4%	26%	False	False	197
100	0.9356	0.8750	0.0606	6.8%	0.0032	0.4%	25%	False	False	165
120	0.9356	0.8750	0.0606	6.8%	0.0028	0.3%	25%	False	False	140

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9265
2.618	0.9146
1.618	0.9073
1.000	0.9028
0.618	0.9000
HIGH	0.8955
0.618	0.8927
0.500	0.8919
0.382	0.8910
LOW	0.8882
0.618	0.8837
1.000	0.8809
1.618	0.8764
2.618	0.8691
4.250	0.8572

Fisher Pivots for day following 29-Oct-2014
Pivot	1 day	3 day
R1	0.8919	0.8905
PP	0.8913	0.8903
S1	0.8907	0.8902

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

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