CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 17-Nov-2014

Day Change Summary
	Previous	Current
	14-Nov-2014	17-Nov-2014	Change	Change %	Previous Week
Open	0.8763	0.8831	0.0068	0.8%	0.8805
High	0.8851	0.8850	-0.0001	0.0%	0.8851
Low	0.8753	0.8806	0.0053	0.6%	0.8745
Close	0.8837	0.8817	-0.0020	-0.2%	0.8837
Range	0.0098	0.0044	-0.0054	-55.1%	0.0106
ATR	0.0067	0.0065	-0.0002	-2.5%	0.0000
Volume	453	1,136	683	150.8%	3,495

Daily Pivots for day following 17-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8956	0.8931	0.8841
R3	0.8912	0.8887	0.8829
R2	0.8868	0.8868	0.8825
R1	0.8843	0.8843	0.8821	0.8834
PP	0.8824	0.8824	0.8824	0.8820
S1	0.8799	0.8799	0.8813	0.8790
S2	0.8780	0.8780	0.8809
S3	0.8736	0.8755	0.8805
S4	0.8692	0.8711	0.8793

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%	0.0065	0.7%	68%	False	False	701
10	0.8851	0.8693	0.0158	1.8%	0.0067	0.8%	78%	False	False	761
20	0.8955	0.8693	0.0262	3.0%	0.0064	0.7%	47%	False	False	504
40	0.9061	0.8693	0.0368	4.2%	0.0065	0.7%	34%	False	False	459
60	0.9205	0.8693	0.0512	5.8%	0.0059	0.7%	24%	False	False	389
80	0.9205	0.8693	0.0512	5.8%	0.0047	0.5%	24%	False	False	301
100	0.9356	0.8693	0.0663	7.5%	0.0040	0.5%	19%	False	False	248
120	0.9356	0.8693	0.0663	7.5%	0.0035	0.4%	19%	False	False	213

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9037
2.618	0.8965
1.618	0.8921
1.000	0.8894
0.618	0.8877
HIGH	0.8850
0.618	0.8833
0.500	0.8828
0.382	0.8823
LOW	0.8806
0.618	0.8779
1.000	0.8762
1.618	0.8735
2.618	0.8691
4.250	0.8619

Fisher Pivots for day following 17-Nov-2014
Pivot	1 day	3 day
R1	0.8828	0.8812
PP	0.8824	0.8807
S1	0.8821	0.8802

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

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