CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 11-Nov-2014

Day Change Summary
	Previous	Current
	10-Nov-2014	11-Nov-2014	Change	Change %	Previous Week
Open	0.8805	0.8767	-0.0038	-0.4%	0.8830
High	0.8821	0.8803	-0.0018	-0.2%	0.8847
Low	0.8756	0.8745	-0.0011	-0.1%	0.8693
Close	0.8760	0.8792	0.0032	0.4%	0.8798
Range	0.0065	0.0058	-0.0007	-10.8%	0.0154
ATR	0.0066	0.0065	-0.0001	-0.8%	0.0000
Volume	1,125	306	-819	-72.8%	3,386

Daily Pivots for day following 11-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8954	0.8931	0.8824
R3	0.8896	0.8873	0.8808
R2	0.8838	0.8838	0.8803
R1	0.8815	0.8815	0.8797	0.8827
PP	0.8780	0.8780	0.8780	0.8786
S1	0.8757	0.8757	0.8787	0.8769
S2	0.8722	0.8722	0.8781
S3	0.8664	0.8699	0.8776
S4	0.8606	0.8641	0.8760

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%	0.0068	0.8%	77%	False	False	820
10	0.8955	0.8693	0.0262	3.0%	0.0071	0.8%	38%	False	False	586
20	0.8955	0.8693	0.0262	3.0%	0.0065	0.7%	38%	False	False	393
40	0.9145	0.8693	0.0452	5.1%	0.0066	0.8%	22%	False	False	439
60	0.9205	0.8693	0.0512	5.8%	0.0055	0.6%	19%	False	False	340
80	0.9270	0.8693	0.0577	6.6%	0.0045	0.5%	17%	False	False	262
100	0.9356	0.8693	0.0663	7.5%	0.0038	0.4%	15%	False	False	216
120	0.9356	0.8693	0.0663	7.5%	0.0033	0.4%	15%	False	False	187

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9050
2.618	0.8955
1.618	0.8897
1.000	0.8861
0.618	0.8839
HIGH	0.8803
0.618	0.8781
0.500	0.8774
0.382	0.8767
LOW	0.8745
0.618	0.8709
1.000	0.8687
1.618	0.8651
2.618	0.8593
4.250	0.8499

Fisher Pivots for day following 11-Nov-2014
Pivot	1 day	3 day
R1	0.8786	0.8783
PP	0.8780	0.8774
S1	0.8774	0.8766

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

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