CME Canadian Dollar Future June 2015

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Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary Previous Current 30-Sep-2014 01-Oct-2014 Change Change % Previous Week Open 0.8870 0.8859 -0.0011 -0.1% 0.9010 High 0.8870 0.8903 0.0033 0.4% 0.9011 Low 0.8870 0.8859 -0.0011 -0.1% 0.8905 Close 0.8870 0.8894 0.0024 0.3% 0.8909 Range 0.0000 0.0044 0.0044 0.0106 ATR 0.0036 0.0037 0.0001 1.6% 0.0000 Volume 15 3 -12 -80.0% 51
Daily Pivots for day following 01-Oct-2014 Classic Woodie Camarilla DeMark R4 0.9017 0.9000 0.8918 R3 0.8973 0.8956 0.8906 R2 0.8929 0.8929 0.8902 R1 0.8912 0.8912 0.8898 0.8921 PP 0.8885 0.8885 0.8885 0.8890 S1 0.8868 0.8868 0.8890 0.8877 S2 0.8841 0.8841 0.8886 S3 0.8797 0.8824 0.8882 S4 0.8753 0.8780 0.8870	Weekly Pivots for week ending 26-Sep-2014 Classic Woodie Camarilla DeMark R4 0.9260 0.9190 0.8967 R3 0.9154 0.9084 0.8938 R2 0.9048 0.9048 0.8928 R1 0.8978 0.8978 0.8919 0.8960 PP 0.8942 0.8942 0.8942 0.8933 S1 0.8872 0.8872 0.8899 0.8854 S2 0.8836 0.8836 0.8890 S3 0.8730 0.8766 0.8880 S4 0.8624 0.8660 0.8851
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8961 0.8859 0.0102 1.1% 0.0013 0.1% 34% False True 14 10 0.9120 0.8859 0.0261 2.9% 0.0017 0.2% 13% False True 10 20 0.9129 0.8859 0.0270 3.0% 0.0017 0.2% 13% False True 17 40 0.9161 0.8859 0.0302 3.4% 0.0011 0.1% 12% False True 11
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Widest range in 8 trading days	Fibonacci Retracements and Extensions 4.250 0.9090 2.618 0.9018 1.618 0.8974 1.000 0.8947 0.618 0.8930 HIGH 0.8903 0.618 0.8886 0.500 0.8881 0.382 0.8876 LOW 0.8859 0.618 0.8832 1.000 0.8815 1.618 0.8788 2.618 0.8744 4.250 0.8672
Fisher Pivots for day following 01-Oct-2014 Pivot 1 day 3 day R1 0.8890 0.8892 PP 0.8885 0.8891 S1 0.8881 0.8889

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