CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 09-Dec-2014

Day Change Summary
	Previous	Current
	08-Dec-2014	09-Dec-2014	Change	Change %	Previous Week
Open	0.8721	0.8691	-0.0030	-0.3%	0.8721
High	0.8730	0.8752	0.0022	0.3%	0.8815
Low	0.8687	0.8677	-0.0010	-0.1%	0.8694
Close	0.8696	0.8722	0.0026	0.3%	0.8725
Range	0.0043	0.0075	0.0032	74.4%	0.0121
ATR	0.0069	0.0070	0.0000	0.6%	0.0000
Volume	13,046	21,764	8,718	66.8%	23,778

Daily Pivots for day following 09-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8942	0.8907	0.8763
R3	0.8867	0.8832	0.8743
R2	0.8792	0.8792	0.8736
R1	0.8757	0.8757	0.8729	0.8775
PP	0.8717	0.8717	0.8717	0.8726
S1	0.8682	0.8682	0.8715	0.8700
S2	0.8642	0.8642	0.8708
S3	0.8567	0.8607	0.8701
S4	0.8492	0.8532	0.8681

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9108	0.9037	0.8792
R3	0.8987	0.8916	0.8758
R2	0.8866	0.8866	0.8747
R1	0.8795	0.8795	0.8736	0.8831
PP	0.8745	0.8745	0.8745	0.8762
S1	0.8674	0.8674	0.8714	0.8710
S2	0.8624	0.8624	0.8703
S3	0.8503	0.8553	0.8692
S4	0.8382	0.8432	0.8658

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8795	0.8677	0.0118	1.4%	0.0056	0.6%	38%	False	True	9,905
10	0.8883	0.8677	0.0206	2.4%	0.0075	0.9%	22%	False	True	6,524
20	0.8912	0.8677	0.0235	2.7%	0.0070	0.8%	19%	False	True	3,671
40	0.8955	0.8677	0.0278	3.2%	0.0068	0.8%	16%	False	True	2,029
60	0.9145	0.8677	0.0468	5.4%	0.0067	0.8%	10%	False	True	1,513
80	0.9205	0.8677	0.0528	6.1%	0.0058	0.7%	9%	False	True	1,170
100	0.9270	0.8677	0.0593	6.8%	0.0049	0.6%	8%	False	True	942
120	0.9356	0.8677	0.0679	7.8%	0.0043	0.5%	7%	False	True	790

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9071
2.618	0.8948
1.618	0.8873
1.000	0.8827
0.618	0.8798
HIGH	0.8752
0.618	0.8723
0.500	0.8715
0.382	0.8706
LOW	0.8677
0.618	0.8631
1.000	0.8602
1.618	0.8556
2.618	0.8481
4.250	0.8358

Fisher Pivots for day following 09-Dec-2014
Pivot	1 day	3 day
R1	0.8720	0.8721
PP	0.8717	0.8720
S1	0.8715	0.8720

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

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