CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 18-Nov-2014

Day Change Summary
	Previous	Current
	17-Nov-2014	18-Nov-2014	Change	Change %	Previous Week
Open	0.8831	0.8826	-0.0005	-0.1%	0.8805
High	0.8850	0.8855	0.0005	0.1%	0.8851
Low	0.8806	0.8807	0.0001	0.0%	0.8745
Close	0.8817	0.8828	0.0011	0.1%	0.8837
Range	0.0044	0.0048	0.0004	9.1%	0.0106
ATR	0.0065	0.0064	-0.0001	-1.9%	0.0000
Volume	1,136	703	-433	-38.1%	3,495

Daily Pivots for day following 18-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8974	0.8949	0.8854
R3	0.8926	0.8901	0.8841
R2	0.8878	0.8878	0.8837
R1	0.8853	0.8853	0.8832	0.8866
PP	0.8830	0.8830	0.8830	0.8836
S1	0.8805	0.8805	0.8824	0.8818
S2	0.8782	0.8782	0.8819
S3	0.8734	0.8757	0.8815
S4	0.8686	0.8709	0.8802

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	0.8855	0.8753	0.0102	1.2%	0.0063	0.7%	74%	True	False	780
10	0.8855	0.8693	0.0162	1.8%	0.0066	0.7%	83%	True	False	800
20	0.8955	0.8693	0.0262	3.0%	0.0064	0.7%	52%	False	False	532
40	0.9008	0.8693	0.0315	3.6%	0.0065	0.7%	43%	False	False	471
60	0.9205	0.8693	0.0512	5.8%	0.0060	0.7%	26%	False	False	401
80	0.9205	0.8693	0.0512	5.8%	0.0048	0.5%	26%	False	False	309
100	0.9356	0.8693	0.0663	7.5%	0.0040	0.5%	20%	False	False	255
120	0.9356	0.8693	0.0663	7.5%	0.0035	0.4%	20%	False	False	219

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9059
2.618	0.8981
1.618	0.8933
1.000	0.8903
0.618	0.8885
HIGH	0.8855
0.618	0.8837
0.500	0.8831
0.382	0.8825
LOW	0.8807
0.618	0.8777
1.000	0.8759
1.618	0.8729
2.618	0.8681
4.250	0.8603

Fisher Pivots for day following 18-Nov-2014
Pivot	1 day	3 day
R1	0.8831	0.8820
PP	0.8830	0.8812
S1	0.8829	0.8804

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

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