CME Canadian Dollar Future March 2015

Trading Metrics calculated at close of trading on 24-Dec-2014

Day Change Summary
	Previous	Current
	23-Dec-2014	24-Dec-2014	Change	Change %	Previous Week
Open	0.8580	0.8588	0.0008	0.1%	0.8624
High	0.8607	0.8613	0.0006	0.1%	0.8640
Low	0.8556	0.8575	0.0019	0.2%	0.8547
Close	0.8593	0.8589	-0.0004	0.0%	0.8602
Range	0.0051	0.0038	-0.0013	-25.5%	0.0093
ATR	0.0065	0.0063	-0.0002	-3.0%	0.0000
Volume	35,032	15,592	-19,440	-55.5%	311,465

Daily Pivots for day following 24-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8706	0.8686	0.8610
R3	0.8668	0.8648	0.8599
R2	0.8630	0.8630	0.8596
R1	0.8610	0.8610	0.8592	0.8620
PP	0.8592	0.8592	0.8592	0.8598
S1	0.8572	0.8572	0.8586	0.8582
S2	0.8554	0.8554	0.8582
S3	0.8516	0.8534	0.8579
S4	0.8478	0.8496	0.8568

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	0.8628	0.8556	0.0072	0.8%	0.0050	0.6%	46%	False	False	34,454
10	0.8715	0.8547	0.0168	2.0%	0.0060	0.7%	25%	False	False	51,758
20	0.8883	0.8547	0.0336	3.9%	0.0067	0.8%	13%	False	False	31,069
40	0.8955	0.8547	0.0408	4.8%	0.0067	0.8%	10%	False	False	15,919
60	0.8995	0.8547	0.0448	5.2%	0.0067	0.8%	9%	False	False	10,744
80	0.9187	0.8547	0.0640	7.5%	0.0064	0.7%	7%	False	False	8,133
100	0.9205	0.8547	0.0658	7.7%	0.0055	0.6%	6%	False	False	6,517
120	0.9337	0.8547	0.0790	9.2%	0.0047	0.5%	5%	False	False	5,437

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.8775
2.618	0.8712
1.618	0.8674
1.000	0.8651
0.618	0.8636
HIGH	0.8613
0.618	0.8598
0.500	0.8594
0.382	0.8590
LOW	0.8575
0.618	0.8552
1.000	0.8537
1.618	0.8514
2.618	0.8476
4.250	0.8414

Fisher Pivots for day following 24-Dec-2014
Pivot	1 day	3 day
R1	0.8594	0.8589
PP	0.8592	0.8589
S1	0.8591	0.8589

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

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