CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 01-Dec-2014

Day Change Summary
	Previous	Current
	28-Nov-2014	01-Dec-2014	Change	Change %	Previous Week
Open	0.8858	0.8721	-0.0137	-1.5%	0.8875
High	0.8876	0.8815	-0.0061	-0.7%	0.8885
Low	0.8717	0.8705	-0.0012	-0.1%	0.8717
Close	0.8721	0.8814	0.0093	1.1%	0.8721
Range	0.0159	0.0110	-0.0049	-30.8%	0.0168
ATR	0.0072	0.0075	0.0003	3.7%	0.0000
Volume	3,786	4,413	627	16.6%	8,947

Daily Pivots for day following 01-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9108	0.9071	0.8875
R3	0.8998	0.8961	0.8844
R2	0.8888	0.8888	0.8834
R1	0.8851	0.8851	0.8824	0.8870
PP	0.8778	0.8778	0.8778	0.8787
S1	0.8741	0.8741	0.8804	0.8760
S2	0.8668	0.8668	0.8794
S3	0.8558	0.8631	0.8784
S4	0.8448	0.8521	0.8754

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9278	0.9168	0.8813
R3	0.9110	0.9000	0.8767
R2	0.8942	0.8942	0.8752
R1	0.8832	0.8832	0.8736	0.8803
PP	0.8774	0.8774	0.8774	0.8760
S1	0.8664	0.8664	0.8706	0.8635
S2	0.8606	0.8606	0.8690
S3	0.8438	0.8496	0.8675
S4	0.8270	0.8328	0.8629

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8885	0.8705	0.0180	2.0%	0.0091	1.0%	61%	False	True	2,672
10	0.8912	0.8705	0.0207	2.3%	0.0075	0.8%	53%	False	True	1,688
20	0.8912	0.8693	0.0219	2.5%	0.0073	0.8%	55%	False	False	1,188
40	0.8987	0.8693	0.0294	3.3%	0.0069	0.8%	41%	False	False	719
60	0.9145	0.8693	0.0452	5.1%	0.0067	0.8%	27%	False	False	640
80	0.9205	0.8693	0.0512	5.8%	0.0055	0.6%	24%	False	False	496
100	0.9300	0.8693	0.0607	6.9%	0.0046	0.5%	20%	False	False	403
120	0.9356	0.8693	0.0663	7.5%	0.0040	0.5%	18%	False	False	342

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

Fibonacci Retracements and Extensions
4.250	0.9283
2.618	0.9103
1.618	0.8993
1.000	0.8925
0.618	0.8883
HIGH	0.8815
0.618	0.8773
0.500	0.8760
0.382	0.8747
LOW	0.8705
0.618	0.8637
1.000	0.8595
1.618	0.8527
2.618	0.8417
4.250	0.8238

Fisher Pivots for day following 01-Dec-2014
Pivot	1 day	3 day
R1	0.8796	0.8807
PP	0.8778	0.8801
S1	0.8760	0.8794

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

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