CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 12-Dec-2014

Day Change Summary
	Previous	Current
	11-Dec-2014	12-Dec-2014	Change	Change %	Previous Week
Open	0.8694	0.8662	-0.0032	-0.4%	0.8721
High	0.8715	0.8665	-0.0050	-0.6%	0.8752
Low	0.8638	0.8608	-0.0030	-0.3%	0.8608
Close	0.8644	0.8625	-0.0019	-0.2%	0.8625
Range	0.0077	0.0057	-0.0020	-26.0%	0.0144
ATR	0.0069	0.0068	-0.0001	-1.2%	0.0000
Volume	53,875	71,395	17,520	32.5%	200,308

Daily Pivots for day following 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8804	0.8771	0.8656
R3	0.8747	0.8714	0.8641
R2	0.8690	0.8690	0.8635
R1	0.8657	0.8657	0.8630	0.8645
PP	0.8633	0.8633	0.8633	0.8627
S1	0.8600	0.8600	0.8620	0.8588
S2	0.8576	0.8576	0.8615
S3	0.8519	0.8543	0.8609
S4	0.8462	0.8486	0.8594

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9094	0.9003	0.8704
R3	0.8950	0.8859	0.8665
R2	0.8806	0.8806	0.8651
R1	0.8715	0.8715	0.8638	0.8689
PP	0.8662	0.8662	0.8662	0.8648
S1	0.8571	0.8571	0.8612	0.8545
S2	0.8518	0.8518	0.8599
S3	0.8374	0.8427	0.8585
S4	0.8230	0.8283	0.8546

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8752	0.8608	0.0144	1.7%	0.0060	0.7%	12%	False	True	40,061
10	0.8815	0.8608	0.0207	2.4%	0.0066	0.8%	8%	False	True	22,408
20	0.8912	0.8608	0.0304	3.5%	0.0070	0.8%	6%	False	True	11,850
40	0.8955	0.8608	0.0347	4.0%	0.0065	0.8%	5%	False	True	6,150
60	0.9145	0.8608	0.0537	6.2%	0.0067	0.8%	3%	False	True	4,240
80	0.9205	0.8608	0.0597	6.9%	0.0060	0.7%	3%	False	True	3,235
100	0.9270	0.8608	0.0662	7.7%	0.0051	0.6%	3%	False	True	2,596
120	0.9356	0.8608	0.0748	8.7%	0.0044	0.5%	2%	False	True	2,169

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8907
2.618	0.8814
1.618	0.8757
1.000	0.8722
0.618	0.8700
HIGH	0.8665
0.618	0.8643
0.500	0.8637
0.382	0.8630
LOW	0.8608
0.618	0.8573
1.000	0.8551
1.618	0.8516
2.618	0.8459
4.250	0.8366

Fisher Pivots for day following 12-Dec-2014
Pivot	1 day	3 day
R1	0.8637	0.8667
PP	0.8633	0.8653
S1	0.8629	0.8639

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

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