CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 03-Dec-2014

Day Change Summary
	Previous	Current
	02-Dec-2014	03-Dec-2014	Change	Change %	Previous Week
Open	0.8808	0.8746	-0.0062	-0.7%	0.8875
High	0.8813	0.8791	-0.0022	-0.2%	0.8885
Low	0.8733	0.8737	0.0004	0.0%	0.8717
Close	0.8745	0.8777	0.0032	0.4%	0.8721
Range	0.0080	0.0054	-0.0026	-32.5%	0.0168
ATR	0.0075	0.0074	-0.0002	-2.0%	0.0000
Volume	4,649	2,745	-1,904	-41.0%	8,947

Daily Pivots for day following 03-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8930	0.8908	0.8807
R3	0.8876	0.8854	0.8792
R2	0.8822	0.8822	0.8787
R1	0.8800	0.8800	0.8782	0.8811
PP	0.8768	0.8768	0.8768	0.8774
S1	0.8746	0.8746	0.8772	0.8757
S2	0.8714	0.8714	0.8767
S3	0.8660	0.8692	0.8762
S4	0.8606	0.8638	0.8747

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%	0.0091	1.0%	40%	False	False	3,359
10	0.8912	0.8705	0.0207	2.4%	0.0079	0.9%	35%	False	False	2,243
20	0.8912	0.8693	0.0219	2.5%	0.0072	0.8%	38%	False	False	1,522
40	0.8987	0.8693	0.0294	3.3%	0.0069	0.8%	29%	False	False	892
60	0.9145	0.8693	0.0452	5.1%	0.0067	0.8%	19%	False	False	762
80	0.9205	0.8693	0.0512	5.8%	0.0056	0.6%	16%	False	False	586
100	0.9270	0.8693	0.0577	6.6%	0.0047	0.5%	15%	False	False	476
120	0.9356	0.8693	0.0663	7.6%	0.0041	0.5%	13%	False	False	403

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

Fibonacci Retracements and Extensions
4.250	0.9021
2.618	0.8932
1.618	0.8878
1.000	0.8845
0.618	0.8824
HIGH	0.8791
0.618	0.8770
0.500	0.8764
0.382	0.8758
LOW	0.8737
0.618	0.8704
1.000	0.8683
1.618	0.8650
2.618	0.8596
4.250	0.8508

Fisher Pivots for day following 03-Dec-2014
Pivot	1 day	3 day
R1	0.8773	0.8771
PP	0.8768	0.8766
S1	0.8764	0.8760

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

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