CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 14-Nov-2014

Day Change Summary
	Previous	Current
	13-Nov-2014	14-Nov-2014	Change	Change %	Previous Week
Open	0.8808	0.8763	-0.0045	-0.5%	0.8805
High	0.8816	0.8851	0.0035	0.4%	0.8851
Low	0.8754	0.8753	-0.0001	0.0%	0.8745
Close	0.8773	0.8837	0.0064	0.7%	0.8837
Range	0.0062	0.0098	0.0036	58.1%	0.0106
ATR	0.0065	0.0067	0.0002	3.7%	0.0000
Volume	724	453	-271	-37.4%	3,495

Daily Pivots for day following 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9108	0.9070	0.8891
R3	0.9010	0.8972	0.8864
R2	0.8912	0.8912	0.8855
R1	0.8874	0.8874	0.8846	0.8893
PP	0.8814	0.8814	0.8814	0.8823
S1	0.8776	0.8776	0.8828	0.8795
S2	0.8716	0.8716	0.8819
S3	0.8618	0.8678	0.8810
S4	0.8520	0.8580	0.8783

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9129	0.9089	0.8895
R3	0.9023	0.8983	0.8866
R2	0.8917	0.8917	0.8856
R1	0.8877	0.8877	0.8847	0.8897
PP	0.8811	0.8811	0.8811	0.8821
S1	0.8771	0.8771	0.8827	0.8791
S2	0.8705	0.8705	0.8818
S3	0.8599	0.8665	0.8808
S4	0.8493	0.8559	0.8779

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8851	0.8745	0.0106	1.2%	0.0069	0.8%	87%	True	False	699
10	0.8851	0.8693	0.0158	1.8%	0.0071	0.8%	91%	True	False	688
20	0.8955	0.8693	0.0262	3.0%	0.0063	0.7%	55%	False	False	454
40	0.9113	0.8693	0.0420	4.8%	0.0066	0.8%	34%	False	False	440
60	0.9205	0.8693	0.0512	5.8%	0.0058	0.7%	28%	False	False	371
80	0.9230	0.8693	0.0537	6.1%	0.0047	0.5%	27%	False	False	287
100	0.9356	0.8693	0.0663	7.5%	0.0040	0.4%	22%	False	False	237
120	0.9356	0.8693	0.0663	7.5%	0.0035	0.4%	22%	False	False	204

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9268
2.618	0.9108
1.618	0.9010
1.000	0.8949
0.618	0.8912
HIGH	0.8851
0.618	0.8814
0.500	0.8802
0.382	0.8790
LOW	0.8753
0.618	0.8692
1.000	0.8655
1.618	0.8594
2.618	0.8496
4.250	0.8337

Fisher Pivots for day following 14-Nov-2014
Pivot	1 day	3 day
R1	0.8825	0.8825
PP	0.8814	0.8814
S1	0.8802	0.8802

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

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