CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 02-Dec-2014

Day Change Summary
	Previous	Current
	01-Dec-2014	02-Dec-2014	Change	Change %	Previous Week
Open	0.8721	0.8808	0.0087	1.0%	0.8875
High	0.8815	0.8813	-0.0002	0.0%	0.8885
Low	0.8705	0.8733	0.0028	0.3%	0.8717
Close	0.8814	0.8745	-0.0069	-0.8%	0.8721
Range	0.0110	0.0080	-0.0030	-27.3%	0.0168
ATR	0.0075	0.0075	0.0000	0.6%	0.0000
Volume	4,413	4,649	236	5.3%	8,947

Daily Pivots for day following 02-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9004	0.8954	0.8789
R3	0.8924	0.8874	0.8767
R2	0.8844	0.8844	0.8760
R1	0.8794	0.8794	0.8752	0.8779
PP	0.8764	0.8764	0.8764	0.8756
S1	0.8714	0.8714	0.8738	0.8699
S2	0.8684	0.8684	0.8730
S3	0.8604	0.8634	0.8723
S4	0.8524	0.8554	0.8701

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	0.8883	0.8705	0.0178	2.0%	0.0093	1.1%	22%	False	False	3,144
10	0.8912	0.8705	0.0207	2.4%	0.0078	0.9%	19%	False	False	2,039
20	0.8912	0.8693	0.0219	2.5%	0.0073	0.8%	24%	False	False	1,400
40	0.8987	0.8693	0.0294	3.4%	0.0069	0.8%	18%	False	False	829
60	0.9145	0.8693	0.0452	5.2%	0.0067	0.8%	12%	False	False	717
80	0.9205	0.8693	0.0512	5.9%	0.0055	0.6%	10%	False	False	552
100	0.9278	0.8693	0.0585	6.7%	0.0046	0.5%	9%	False	False	449
120	0.9356	0.8693	0.0663	7.6%	0.0041	0.5%	8%	False	False	381

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9153
2.618	0.9022
1.618	0.8942
1.000	0.8893
0.618	0.8862
HIGH	0.8813
0.618	0.8782
0.500	0.8773
0.382	0.8764
LOW	0.8733
0.618	0.8684
1.000	0.8653
1.618	0.8604
2.618	0.8524
4.250	0.8393

Fisher Pivots for day following 02-Dec-2014
Pivot	1 day	3 day
R1	0.8773	0.8791
PP	0.8764	0.8775
S1	0.8754	0.8760

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

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