CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 16-Dec-2014

Day Change Summary
	Previous	Current
	15-Dec-2014	16-Dec-2014	Change	Change %	Previous Week
Open	0.8624	0.8557	-0.0067	-0.8%	0.8721
High	0.8640	0.8596	-0.0044	-0.5%	0.8752
Low	0.8547	0.8555	0.0008	0.1%	0.8608
Close	0.8568	0.8575	0.0007	0.1%	0.8625
Range	0.0093	0.0041	-0.0052	-55.9%	0.0144
ATR	0.0070	0.0068	-0.0002	-3.0%	0.0000
Volume	58,881	65,768	6,887	11.7%	200,308

Daily Pivots for day following 16-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8698	0.8678	0.8598
R3	0.8657	0.8637	0.8586
R2	0.8616	0.8616	0.8583
R1	0.8596	0.8596	0.8579	0.8606
PP	0.8575	0.8575	0.8575	0.8581
S1	0.8555	0.8555	0.8571	0.8565
S2	0.8534	0.8534	0.8567
S3	0.8493	0.8514	0.8564
S4	0.8452	0.8473	0.8552

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	0.8725	0.8547	0.0178	2.1%	0.0064	0.7%	16%	False	False	58,029
10	0.8795	0.8547	0.0248	2.9%	0.0060	0.7%	11%	False	False	33,967
20	0.8912	0.8547	0.0365	4.3%	0.0069	0.8%	8%	False	False	18,003
40	0.8955	0.8547	0.0408	4.8%	0.0067	0.8%	7%	False	False	9,254
60	0.9061	0.8547	0.0514	6.0%	0.0067	0.8%	5%	False	False	6,307
80	0.9205	0.8547	0.0658	7.7%	0.0062	0.7%	4%	False	False	4,793
100	0.9205	0.8547	0.0658	7.7%	0.0052	0.6%	4%	False	False	3,842
120	0.9356	0.8547	0.0809	9.4%	0.0045	0.5%	3%	False	False	3,207

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.8770
2.618	0.8703
1.618	0.8662
1.000	0.8637
0.618	0.8621
HIGH	0.8596
0.618	0.8580
0.500	0.8576
0.382	0.8571
LOW	0.8555
0.618	0.8530
1.000	0.8514
1.618	0.8489
2.618	0.8448
4.250	0.8381

Fisher Pivots for day following 16-Dec-2014
Pivot	1 day	3 day
R1	0.8576	0.8606
PP	0.8575	0.8596
S1	0.8575	0.8585

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

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