CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 15-Dec-2014

Day Change Summary
	Previous	Current
	12-Dec-2014	15-Dec-2014	Change	Change %	Previous Week
Open	0.8662	0.8624	-0.0038	-0.4%	0.8721
High	0.8665	0.8640	-0.0025	-0.3%	0.8752
Low	0.8608	0.8547	-0.0061	-0.7%	0.8608
Close	0.8625	0.8568	-0.0057	-0.7%	0.8625
Range	0.0057	0.0093	0.0036	63.2%	0.0144
ATR	0.0068	0.0070	0.0002	2.6%	0.0000
Volume	71,395	58,881	-12,514	-17.5%	200,308

Daily Pivots for day following 15-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8864	0.8809	0.8619
R3	0.8771	0.8716	0.8594
R2	0.8678	0.8678	0.8585
R1	0.8623	0.8623	0.8577	0.8604
PP	0.8585	0.8585	0.8585	0.8576
S1	0.8530	0.8530	0.8559	0.8511
S2	0.8492	0.8492	0.8551
S3	0.8399	0.8437	0.8542
S4	0.8306	0.8344	0.8517

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	0.8547	0.0205	2.4%	0.0070	0.8%	10%	False	True	49,228
10	0.8813	0.8547	0.0266	3.1%	0.0064	0.7%	8%	False	True	27,855
20	0.8912	0.8547	0.0365	4.3%	0.0069	0.8%	6%	False	True	14,771
40	0.8955	0.8547	0.0408	4.8%	0.0066	0.8%	5%	False	True	7,613
60	0.9113	0.8547	0.0566	6.6%	0.0067	0.8%	4%	False	True	5,217
80	0.9205	0.8547	0.0658	7.7%	0.0061	0.7%	3%	False	True	3,971
100	0.9230	0.8547	0.0683	8.0%	0.0052	0.6%	3%	False	True	3,184
120	0.9356	0.8547	0.0809	9.4%	0.0045	0.5%	3%	False	True	2,659

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	0.0011
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9035
2.618	0.8883
1.618	0.8790
1.000	0.8733
0.618	0.8697
HIGH	0.8640
0.618	0.8604
0.500	0.8594
0.382	0.8583
LOW	0.8547
0.618	0.8490
1.000	0.8454
1.618	0.8397
2.618	0.8304
4.250	0.8152

Fisher Pivots for day following 15-Dec-2014
Pivot	1 day	3 day
R1	0.8594	0.8631
PP	0.8585	0.8610
S1	0.8577	0.8589

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

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