CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 06-Nov-2014

Day Change Summary
	Previous	Current
	05-Nov-2014	06-Nov-2014	Change	Change %	Previous Week
Open	0.8750	0.8746	-0.0004	0.0%	0.8883
High	0.8765	0.8755	-0.0010	-0.1%	0.8955
Low	0.8693	0.8712	0.0019	0.2%	0.8798
Close	0.8743	0.8725	-0.0018	-0.2%	0.8839
Range	0.0072	0.0043	-0.0029	-40.3%	0.0157
ATR	0.0064	0.0063	-0.0002	-2.4%	0.0000
Volume	1,556	472	-1,084	-69.7%	1,347

Daily Pivots for day following 06-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8860	0.8835	0.8749
R3	0.8817	0.8792	0.8737
R2	0.8774	0.8774	0.8733
R1	0.8749	0.8749	0.8729	0.8740
PP	0.8731	0.8731	0.8731	0.8726
S1	0.8706	0.8706	0.8721	0.8697
S2	0.8688	0.8688	0.8717
S3	0.8645	0.8663	0.8713
S4	0.8602	0.8620	0.8701

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	0.8908	0.8693	0.0215	2.5%	0.0075	0.9%	15%	False	False	576
10	0.8955	0.8693	0.0262	3.0%	0.0061	0.7%	12%	False	False	420
20	0.8955	0.8693	0.0262	3.0%	0.0062	0.7%	12%	False	False	328
40	0.9145	0.8693	0.0452	5.2%	0.0064	0.7%	7%	False	False	404
60	0.9205	0.8693	0.0512	5.9%	0.0052	0.6%	6%	False	False	308
80	0.9270	0.8693	0.0577	6.6%	0.0042	0.5%	6%	False	False	240
100	0.9356	0.8693	0.0663	7.6%	0.0036	0.4%	5%	False	False	196
120	0.9356	0.8693	0.0663	7.6%	0.0031	0.4%	5%	False	False	170

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8938
2.618	0.8868
1.618	0.8825
1.000	0.8798
0.618	0.8782
HIGH	0.8755
0.618	0.8739
0.500	0.8734
0.382	0.8728
LOW	0.8712
0.618	0.8685
1.000	0.8669
1.618	0.8642
2.618	0.8599
4.250	0.8529

Fisher Pivots for day following 06-Nov-2014
Pivot	1 day	3 day
R1	0.8734	0.8741
PP	0.8731	0.8735
S1	0.8728	0.8730

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

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