CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 22-Dec-2014

Day Change Summary
	Previous	Current
	19-Dec-2014	22-Dec-2014	Change	Change %	Previous Week
Open	0.8617	0.8597	-0.0020	-0.2%	0.8624
High	0.8628	0.8621	-0.0007	-0.1%	0.8640
Low	0.8576	0.8571	-0.0005	-0.1%	0.8547
Close	0.8602	0.8573	-0.0029	-0.3%	0.8602
Range	0.0052	0.0050	-0.0002	-3.8%	0.0093
ATR	0.0068	0.0066	-0.0001	-1.9%	0.0000
Volume	38,772	30,222	-8,550	-22.1%	311,465

Daily Pivots for day following 22-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8738	0.8706	0.8601
R3	0.8688	0.8656	0.8587
R2	0.8638	0.8638	0.8582
R1	0.8606	0.8606	0.8578	0.8597
PP	0.8588	0.8588	0.8588	0.8584
S1	0.8556	0.8556	0.8568	0.8547
S2	0.8538	0.8538	0.8564
S3	0.8488	0.8506	0.8559
S4	0.8438	0.8456	0.8546

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8875	0.8832	0.8653
R3	0.8782	0.8739	0.8628
R2	0.8689	0.8689	0.8619
R1	0.8646	0.8646	0.8611	0.8621
PP	0.8596	0.8596	0.8596	0.8584
S1	0.8553	0.8553	0.8593	0.8528
S2	0.8503	0.8503	0.8585
S3	0.8410	0.8460	0.8576
S4	0.8317	0.8367	0.8551

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8631	0.8550	0.0081	0.9%	0.0056	0.7%	28%	False	False	56,561
10	0.8752	0.8547	0.0205	2.4%	0.0063	0.7%	13%	False	False	52,894
20	0.8885	0.8547	0.0338	3.9%	0.0069	0.8%	8%	False	False	28,736
40	0.8955	0.8547	0.0408	4.8%	0.0067	0.8%	6%	False	False	14,661
60	0.8995	0.8547	0.0448	5.2%	0.0067	0.8%	6%	False	False	9,912
80	0.9205	0.8547	0.0658	7.7%	0.0063	0.7%	4%	False	False	7,501
100	0.9205	0.8547	0.0658	7.7%	0.0054	0.6%	4%	False	False	6,011
120	0.9356	0.8547	0.0809	9.4%	0.0047	0.5%	3%	False	False	5,015

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

Fibonacci Retracements and Extensions
4.250	0.8834
2.618	0.8752
1.618	0.8702
1.000	0.8671
0.618	0.8652
HIGH	0.8621
0.618	0.8602
0.500	0.8596
0.382	0.8590
LOW	0.8571
0.618	0.8540
1.000	0.8521
1.618	0.8490
2.618	0.8440
4.250	0.8359

Fisher Pivots for day following 22-Dec-2014
Pivot	1 day	3 day
R1	0.8596	0.8598
PP	0.8588	0.8589
S1	0.8581	0.8581

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

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