CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 04-Dec-2014

Day Change Summary
	Previous	Current
	03-Dec-2014	04-Dec-2014	Change	Change %	Previous Week
Open	0.8746	0.8772	0.0026	0.3%	0.8875
High	0.8791	0.8795	0.0004	0.0%	0.8885
Low	0.8737	0.8753	0.0016	0.2%	0.8717
Close	0.8777	0.8761	-0.0016	-0.2%	0.8721
Range	0.0054	0.0042	-0.0012	-22.2%	0.0168
ATR	0.0074	0.0072	-0.0002	-3.1%	0.0000
Volume	2,745	5,646	2,901	105.7%	8,947

Daily Pivots for day following 04-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8896	0.8870	0.8784
R3	0.8854	0.8828	0.8773
R2	0.8812	0.8812	0.8769
R1	0.8786	0.8786	0.8765	0.8778
PP	0.8770	0.8770	0.8770	0.8766
S1	0.8744	0.8744	0.8757	0.8736
S2	0.8728	0.8728	0.8753
S3	0.8686	0.8702	0.8749
S4	0.8644	0.8660	0.8738

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	0.8876	0.8705	0.0171	2.0%	0.0089	1.0%	33%	False	False	4,247
10	0.8912	0.8705	0.0207	2.4%	0.0079	0.9%	27%	False	False	2,758
20	0.8912	0.8705	0.0207	2.4%	0.0071	0.8%	27%	False	False	1,726
40	0.8987	0.8693	0.0294	3.4%	0.0068	0.8%	23%	False	False	1,027
60	0.9145	0.8693	0.0452	5.2%	0.0067	0.8%	15%	False	False	855
80	0.9205	0.8693	0.0512	5.8%	0.0056	0.6%	13%	False	False	657
100	0.9270	0.8693	0.0577	6.6%	0.0047	0.5%	12%	False	False	532
120	0.9356	0.8693	0.0663	7.6%	0.0041	0.5%	10%	False	False	449

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8974
2.618	0.8905
1.618	0.8863
1.000	0.8837
0.618	0.8821
HIGH	0.8795
0.618	0.8779
0.500	0.8774
0.382	0.8769
LOW	0.8753
0.618	0.8727
1.000	0.8711
1.618	0.8685
2.618	0.8643
4.250	0.8575

Fisher Pivots for day following 04-Dec-2014
Pivot	1 day	3 day
R1	0.8774	0.8773
PP	0.8770	0.8769
S1	0.8765	0.8765

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

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