CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 04-Nov-2014

Day Change Summary
	Previous	Current
	03-Nov-2014	04-Nov-2014	Change	Change %	Previous Week
Open	0.8830	0.8778	-0.0052	-0.6%	0.8883
High	0.8847	0.8788	-0.0059	-0.7%	0.8955
Low	0.8761	0.8725	-0.0036	-0.4%	0.8798
Close	0.8769	0.8749	-0.0020	-0.2%	0.8839
Range	0.0086	0.0063	-0.0023	-26.7%	0.0157
ATR	0.0064	0.0064	0.0000	-0.1%	0.0000
Volume	405	311	-94	-23.2%	1,347

Daily Pivots for day following 04-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8943	0.8909	0.8784
R3	0.8880	0.8846	0.8766
R2	0.8817	0.8817	0.8761
R1	0.8783	0.8783	0.8755	0.8769
PP	0.8754	0.8754	0.8754	0.8747
S1	0.8720	0.8720	0.8743	0.8706
S2	0.8691	0.8691	0.8737
S3	0.8628	0.8657	0.8732
S4	0.8565	0.8594	0.8714

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	0.8725	0.0230	2.6%	0.0073	0.8%	10%	False	True	353
10	0.8955	0.8725	0.0230	2.6%	0.0062	0.7%	10%	False	True	265
20	0.8987	0.8725	0.0262	3.0%	0.0065	0.7%	9%	False	True	262
40	0.9145	0.8725	0.0420	4.8%	0.0064	0.7%	6%	False	True	383
60	0.9205	0.8725	0.0480	5.5%	0.0051	0.6%	5%	False	True	274
80	0.9270	0.8725	0.0545	6.2%	0.0041	0.5%	4%	False	True	214
100	0.9356	0.8725	0.0631	7.2%	0.0035	0.4%	4%	False	True	180
120	0.9356	0.8725	0.0631	7.2%	0.0030	0.3%	4%	False	True	153

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9056
2.618	0.8953
1.618	0.8890
1.000	0.8851
0.618	0.8827
HIGH	0.8788
0.618	0.8764
0.500	0.8757
0.382	0.8749
LOW	0.8725
0.618	0.8686
1.000	0.8662
1.618	0.8623
2.618	0.8560
4.250	0.8457

Fisher Pivots for day following 04-Nov-2014
Pivot	1 day	3 day
R1	0.8757	0.8817
PP	0.8754	0.8794
S1	0.8752	0.8772

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

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