CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 11-Dec-2014

Day Change Summary
	Previous	Current
	10-Dec-2014	11-Dec-2014	Change	Change %	Previous Week
Open	0.8717	0.8694	-0.0023	-0.3%	0.8721
High	0.8725	0.8715	-0.0010	-0.1%	0.8815
Low	0.8675	0.8638	-0.0037	-0.4%	0.8694
Close	0.8684	0.8644	-0.0040	-0.5%	0.8725
Range	0.0050	0.0077	0.0027	54.0%	0.0121
ATR	0.0068	0.0069	0.0001	0.9%	0.0000
Volume	40,228	53,875	13,647	33.9%	23,778

Daily Pivots for day following 11-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8897	0.8847	0.8686
R3	0.8820	0.8770	0.8665
R2	0.8743	0.8743	0.8658
R1	0.8693	0.8693	0.8651	0.8680
PP	0.8666	0.8666	0.8666	0.8659
S1	0.8616	0.8616	0.8637	0.8603
S2	0.8589	0.8589	0.8630
S3	0.8512	0.8539	0.8623
S4	0.8435	0.8462	0.8602

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	0.8762	0.8638	0.0124	1.4%	0.0063	0.7%	5%	False	True	27,047
10	0.8876	0.8638	0.0238	2.8%	0.0076	0.9%	3%	False	True	15,647
20	0.8912	0.8638	0.0274	3.2%	0.0070	0.8%	2%	False	True	8,316
40	0.8955	0.8638	0.0317	3.7%	0.0066	0.8%	2%	False	True	4,372
60	0.9145	0.8638	0.0507	5.9%	0.0067	0.8%	1%	False	True	3,077
80	0.9205	0.8638	0.0567	6.6%	0.0059	0.7%	1%	False	True	2,344
100	0.9270	0.8638	0.0632	7.3%	0.0050	0.6%	1%	False	True	1,882
120	0.9356	0.8638	0.0718	8.3%	0.0043	0.5%	1%	False	True	1,574

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9042
2.618	0.8917
1.618	0.8840
1.000	0.8792
0.618	0.8763
HIGH	0.8715
0.618	0.8686
0.500	0.8677
0.382	0.8667
LOW	0.8638
0.618	0.8590
1.000	0.8561
1.618	0.8513
2.618	0.8436
4.250	0.8311

Fisher Pivots for day following 11-Dec-2014
Pivot	1 day	3 day
R1	0.8677	0.8695
PP	0.8666	0.8678
S1	0.8655	0.8661

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

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