CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 03-Nov-2014

Day Change Summary
	Previous	Current
	31-Oct-2014	03-Nov-2014	Change	Change %	Previous Week
Open	0.8905	0.8830	-0.0075	-0.8%	0.8883
High	0.8908	0.8847	-0.0061	-0.7%	0.8955
Low	0.8798	0.8761	-0.0037	-0.4%	0.8798
Close	0.8839	0.8769	-0.0070	-0.8%	0.8839
Range	0.0110	0.0086	-0.0024	-21.8%	0.0157
ATR	0.0062	0.0064	0.0002	2.8%	0.0000
Volume	136	405	269	197.8%	1,347

Daily Pivots for day following 03-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9050	0.8996	0.8816
R3	0.8964	0.8910	0.8793
R2	0.8878	0.8878	0.8785
R1	0.8824	0.8824	0.8777	0.8808
PP	0.8792	0.8792	0.8792	0.8785
S1	0.8738	0.8738	0.8761	0.8722
S2	0.8706	0.8706	0.8753
S3	0.8620	0.8652	0.8745
S4	0.8534	0.8566	0.8722

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9335	0.9244	0.8925
R3	0.9178	0.9087	0.8882
R2	0.9021	0.9021	0.8868
R1	0.8930	0.8930	0.8853	0.8897
PP	0.8864	0.8864	0.8864	0.8848
S1	0.8773	0.8773	0.8825	0.8740
S2	0.8707	0.8707	0.8810
S3	0.8550	0.8616	0.8796
S4	0.8393	0.8459	0.8753

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8955	0.8761	0.0194	2.2%	0.0074	0.8%	4%	False	True	305
10	0.8955	0.8761	0.0194	2.2%	0.0062	0.7%	4%	False	True	248
20	0.8987	0.8750	0.0237	2.7%	0.0064	0.7%	8%	False	False	259
40	0.9145	0.8750	0.0395	4.5%	0.0064	0.7%	5%	False	False	376
60	0.9205	0.8750	0.0455	5.2%	0.0050	0.6%	4%	False	False	270
80	0.9278	0.8750	0.0528	6.0%	0.0040	0.5%	4%	False	False	211
100	0.9356	0.8750	0.0606	6.9%	0.0034	0.4%	3%	False	False	177
120	0.9356	0.8750	0.0606	6.9%	0.0030	0.3%	3%	False	False	151

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9213
2.618	0.9072
1.618	0.8986
1.000	0.8933
0.618	0.8900
HIGH	0.8847
0.618	0.8814
0.500	0.8804
0.382	0.8794
LOW	0.8761
0.618	0.8708
1.000	0.8675
1.618	0.8622
2.618	0.8536
4.250	0.8396

Fisher Pivots for day following 03-Nov-2014
Pivot	1 day	3 day
R1	0.8804	0.8841
PP	0.8792	0.8817
S1	0.8781	0.8793

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

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