CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 26-Nov-2014

Day Change Summary
	Previous	Current
	25-Nov-2014	26-Nov-2014	Change	Change %	Previous Week
Open	0.8830	0.8857	0.0027	0.3%	0.8831
High	0.8877	0.8883	0.0006	0.1%	0.8912
Low	0.8815	0.8829	0.0014	0.2%	0.8771
Close	0.8861	0.8883	0.0022	0.2%	0.8872
Range	0.0062	0.0054	-0.0008	-12.9%	0.0141
ATR	0.0066	0.0065	-0.0001	-1.3%	0.0000
Volume	1,673	1,202	-471	-28.2%	3,521

Daily Pivots for day following 26-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9027	0.9009	0.8913
R3	0.8973	0.8955	0.8898
R2	0.8919	0.8919	0.8893
R1	0.8901	0.8901	0.8888	0.8910
PP	0.8865	0.8865	0.8865	0.8870
S1	0.8847	0.8847	0.8878	0.8856
S2	0.8811	0.8811	0.8873
S3	0.8757	0.8793	0.8868
S4	0.8703	0.8739	0.8853

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%	0.0070	0.8%	79%	False	False	1,268
10	0.8912	0.8753	0.0159	1.8%	0.0064	0.7%	82%	False	False	985
20	0.8921	0.8693	0.0228	2.6%	0.0067	0.8%	83%	False	False	823
40	0.8995	0.8693	0.0302	3.4%	0.0067	0.8%	63%	False	False	600
60	0.9187	0.8693	0.0494	5.6%	0.0063	0.7%	38%	False	False	504
80	0.9205	0.8693	0.0512	5.8%	0.0052	0.6%	37%	False	False	395
100	0.9337	0.8693	0.0644	7.2%	0.0044	0.5%	30%	False	False	322
120	0.9356	0.8693	0.0663	7.5%	0.0038	0.4%	29%	False	False	275

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9113
2.618	0.9024
1.618	0.8970
1.000	0.8937
0.618	0.8916
HIGH	0.8883
0.618	0.8862
0.500	0.8856
0.382	0.8850
LOW	0.8829
0.618	0.8796
1.000	0.8775
1.618	0.8742
2.618	0.8688
4.250	0.8600

Fisher Pivots for day following 26-Nov-2014
Pivot	1 day	3 day
R1	0.8874	0.8872
PP	0.8865	0.8861
S1	0.8856	0.8850

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

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