CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 30-Oct-2014

Day Change Summary
	Previous	Current
	29-Oct-2014	30-Oct-2014	Change	Change %	Previous Week
Open	0.8925	0.8909	-0.0016	-0.2%	0.8827
High	0.8955	0.8921	-0.0034	-0.4%	0.8906
Low	0.8882	0.8888	0.0006	0.1%	0.8815
Close	0.8901	0.8903	0.0002	0.0%	0.8872
Range	0.0073	0.0033	-0.0040	-54.8%	0.0091
ATR	0.0060	0.0058	-0.0002	-3.2%	0.0000
Volume	143	773	630	440.6%	861

Daily Pivots for day following 30-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9003	0.8986	0.8921
R3	0.8970	0.8953	0.8912
R2	0.8937	0.8937	0.8909
R1	0.8920	0.8920	0.8906	0.8912
PP	0.8904	0.8904	0.8904	0.8900
S1	0.8887	0.8887	0.8900	0.8879
S2	0.8871	0.8871	0.8897
S3	0.8838	0.8854	0.8894
S4	0.8805	0.8821	0.8885

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	0.8854	0.0101	1.1%	0.0047	0.5%	49%	False	False	265
10	0.8955	0.8815	0.0140	1.6%	0.0049	0.5%	63%	False	False	245
20	0.8987	0.8750	0.0237	2.7%	0.0065	0.7%	65%	False	False	277
40	0.9145	0.8750	0.0395	4.4%	0.0061	0.7%	39%	False	False	363
60	0.9205	0.8750	0.0455	5.1%	0.0047	0.5%	34%	False	False	264
80	0.9331	0.8750	0.0581	6.5%	0.0038	0.4%	26%	False	False	205
100	0.9356	0.8750	0.0606	6.8%	0.0032	0.4%	25%	False	False	172
120	0.9356	0.8750	0.0606	6.8%	0.0028	0.3%	25%	False	False	146

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9061
2.618	0.9007
1.618	0.8974
1.000	0.8954
0.618	0.8941
HIGH	0.8921
0.618	0.8908
0.500	0.8905
0.382	0.8901
LOW	0.8888
0.618	0.8868
1.000	0.8855
1.618	0.8835
2.618	0.8802
4.250	0.8748

Fisher Pivots for day following 30-Oct-2014
Pivot	1 day	3 day
R1	0.8905	0.8906
PP	0.8904	0.8905
S1	0.8904	0.8904

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

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