CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 24-Nov-2014

Day Change Summary
	Previous	Current
	21-Nov-2014	24-Nov-2014	Change	Change %	Previous Week
Open	0.8817	0.8875	0.0058	0.7%	0.8831
High	0.8912	0.8885	-0.0027	-0.3%	0.8912
Low	0.8807	0.8816	0.0009	0.1%	0.8771
Close	0.8872	0.8827	-0.0045	-0.5%	0.8872
Range	0.0105	0.0069	-0.0036	-34.3%	0.0141
ATR	0.0066	0.0066	0.0000	0.3%	0.0000
Volume	558	2,286	1,728	309.7%	3,521

Daily Pivots for day following 24-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9050	0.9007	0.8865
R3	0.8981	0.8938	0.8846
R2	0.8912	0.8912	0.8840
R1	0.8869	0.8869	0.8833	0.8856
PP	0.8843	0.8843	0.8843	0.8836
S1	0.8800	0.8800	0.8821	0.8787
S2	0.8774	0.8774	0.8814
S3	0.8705	0.8731	0.8808
S4	0.8636	0.8662	0.8789

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9275	0.9214	0.8950
R3	0.9134	0.9073	0.8911
R2	0.8993	0.8993	0.8898
R1	0.8932	0.8932	0.8885	0.8963
PP	0.8852	0.8852	0.8852	0.8867
S1	0.8791	0.8791	0.8859	0.8822
S2	0.8711	0.8711	0.8846
S3	0.8570	0.8650	0.8833
S4	0.8429	0.8509	0.8794

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8912	0.8771	0.0141	1.6%	0.0064	0.7%	40%	False	False	934
10	0.8912	0.8745	0.0167	1.9%	0.0064	0.7%	49%	False	False	817
20	0.8955	0.8693	0.0262	3.0%	0.0068	0.8%	51%	False	False	690
40	0.8995	0.8693	0.0302	3.4%	0.0067	0.8%	44%	False	False	547
60	0.9187	0.8693	0.0494	5.6%	0.0062	0.7%	27%	False	False	460
80	0.9205	0.8693	0.0512	5.8%	0.0051	0.6%	26%	False	False	359
100	0.9337	0.8693	0.0644	7.3%	0.0042	0.5%	21%	False	False	294
120	0.9356	0.8693	0.0663	7.5%	0.0037	0.4%	20%	False	False	251

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	0.9178
2.618	0.9066
1.618	0.8997
1.000	0.8954
0.618	0.8928
HIGH	0.8885
0.618	0.8859
0.500	0.8851
0.382	0.8842
LOW	0.8816
0.618	0.8773
1.000	0.8747
1.618	0.8704
2.618	0.8635
4.250	0.8523

Fisher Pivots for day following 24-Nov-2014
Pivot	1 day	3 day
R1	0.8851	0.8842
PP	0.8843	0.8837
S1	0.8835	0.8832

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

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