CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 05-Nov-2014

Day Change Summary
	Previous	Current
	04-Nov-2014	05-Nov-2014	Change	Change %	Previous Week
Open	0.8778	0.8750	-0.0028	-0.3%	0.8883
High	0.8788	0.8765	-0.0023	-0.3%	0.8955
Low	0.8725	0.8693	-0.0032	-0.4%	0.8798
Close	0.8749	0.8743	-0.0006	-0.1%	0.8839
Range	0.0063	0.0072	0.0009	14.3%	0.0157
ATR	0.0064	0.0064	0.0001	0.9%	0.0000
Volume	311	1,556	1,245	400.3%	1,347

Daily Pivots for day following 05-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8950	0.8918	0.8783
R3	0.8878	0.8846	0.8763
R2	0.8806	0.8806	0.8756
R1	0.8774	0.8774	0.8750	0.8754
PP	0.8734	0.8734	0.8734	0.8724
S1	0.8702	0.8702	0.8736	0.8682
S2	0.8662	0.8662	0.8730
S3	0.8590	0.8630	0.8723
S4	0.8518	0.8558	0.8703

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	0.8921	0.8693	0.0228	2.6%	0.0073	0.8%	22%	False	True	636
10	0.8955	0.8693	0.0262	3.0%	0.0060	0.7%	19%	False	True	412
20	0.8987	0.8693	0.0294	3.4%	0.0064	0.7%	17%	False	True	328
40	0.9145	0.8693	0.0452	5.2%	0.0065	0.7%	11%	False	True	419
60	0.9205	0.8693	0.0512	5.9%	0.0052	0.6%	10%	False	True	300
80	0.9270	0.8693	0.0577	6.6%	0.0041	0.5%	9%	False	True	234
100	0.9356	0.8693	0.0663	7.6%	0.0036	0.4%	8%	False	True	193
120	0.9356	0.8693	0.0663	7.6%	0.0031	0.4%	8%	False	True	166

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9071
2.618	0.8953
1.618	0.8881
1.000	0.8837
0.618	0.8809
HIGH	0.8765
0.618	0.8737
0.500	0.8729
0.382	0.8721
LOW	0.8693
0.618	0.8649
1.000	0.8621
1.618	0.8577
2.618	0.8505
4.250	0.8387

Fisher Pivots for day following 05-Nov-2014
Pivot	1 day	3 day
R1	0.8738	0.8770
PP	0.8734	0.8761
S1	0.8729	0.8752

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

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