CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 10-Nov-2014

Day Change Summary
	Previous	Current
	07-Nov-2014	10-Nov-2014	Change	Change %	Previous Week
Open	0.8725	0.8805	0.0080	0.9%	0.8830
High	0.8813	0.8821	0.0008	0.1%	0.8847
Low	0.8710	0.8756	0.0046	0.5%	0.8693
Close	0.8798	0.8760	-0.0038	-0.4%	0.8798
Range	0.0103	0.0065	-0.0038	-36.9%	0.0154
ATR	0.0066	0.0066	0.0000	-0.1%	0.0000
Volume	642	1,125	483	75.2%	3,386

Daily Pivots for day following 10-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8974	0.8932	0.8796
R3	0.8909	0.8867	0.8778
R2	0.8844	0.8844	0.8772
R1	0.8802	0.8802	0.8766	0.8791
PP	0.8779	0.8779	0.8779	0.8773
S1	0.8737	0.8737	0.8754	0.8726
S2	0.8714	0.8714	0.8748
S3	0.8649	0.8672	0.8742
S4	0.8584	0.8607	0.8724

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9241	0.9174	0.8883
R3	0.9087	0.9020	0.8840
R2	0.8933	0.8933	0.8826
R1	0.8866	0.8866	0.8812	0.8823
PP	0.8779	0.8779	0.8779	0.8758
S1	0.8712	0.8712	0.8784	0.8669
S2	0.8625	0.8625	0.8770
S3	0.8471	0.8558	0.8756
S4	0.8317	0.8404	0.8713

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8821	0.8693	0.0128	1.5%	0.0069	0.8%	52%	True	False	821
10	0.8955	0.8693	0.0262	3.0%	0.0072	0.8%	26%	False	False	563
20	0.8955	0.8693	0.0262	3.0%	0.0067	0.8%	26%	False	False	388
40	0.9145	0.8693	0.0452	5.2%	0.0066	0.8%	15%	False	False	434
60	0.9205	0.8693	0.0512	5.8%	0.0055	0.6%	13%	False	False	336
80	0.9270	0.8693	0.0577	6.6%	0.0044	0.5%	12%	False	False	259
100	0.9356	0.8693	0.0663	7.6%	0.0038	0.4%	10%	False	False	213
120	0.9356	0.8693	0.0663	7.6%	0.0032	0.4%	10%	False	False	184

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	0.9097
2.618	0.8991
1.618	0.8926
1.000	0.8886
0.618	0.8861
HIGH	0.8821
0.618	0.8796
0.500	0.8789
0.382	0.8781
LOW	0.8756
0.618	0.8716
1.000	0.8691
1.618	0.8651
2.618	0.8586
4.250	0.8480

Fisher Pivots for day following 10-Nov-2014
Pivot	1 day	3 day
R1	0.8789	0.8766
PP	0.8779	0.8764
S1	0.8770	0.8762

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

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