CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 03-Dec-2014

Day Change Summary
	Previous	Current
	02-Dec-2014	03-Dec-2014	Change	Change %	Previous Week
Open	0.8789	0.8745	-0.0044	-0.5%	0.8829
High	0.8789	0.8767	-0.0022	-0.3%	0.8863
Low	0.8720	0.8723	0.0003	0.0%	0.8702
Close	0.8726	0.8758	0.0032	0.4%	0.8702
Range	0.0069	0.0044	-0.0025	-36.2%	0.0161
ATR	0.0059	0.0058	-0.0001	-1.8%	0.0000
Volume	467	65	-402	-86.1%	321

Daily Pivots for day following 03-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8881	0.8864	0.8782
R3	0.8837	0.8820	0.8770
R2	0.8793	0.8793	0.8766
R1	0.8776	0.8776	0.8762	0.8785
PP	0.8749	0.8749	0.8749	0.8754
S1	0.8732	0.8732	0.8754	0.8741
S2	0.8705	0.8705	0.8750
S3	0.8661	0.8688	0.8746
S4	0.8617	0.8644	0.8734

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9239	0.9131	0.8791
R3	0.9078	0.8970	0.8746
R2	0.8917	0.8917	0.8732
R1	0.8809	0.8809	0.8717	0.8783
PP	0.8756	0.8756	0.8756	0.8742
S1	0.8648	0.8648	0.8687	0.8622
S2	0.8595	0.8595	0.8672
S3	0.8434	0.8487	0.8658
S4	0.8273	0.8326	0.8613

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8863	0.8687	0.0176	2.0%	0.0073	0.8%	40%	False	False	145
10	0.8876	0.8687	0.0189	2.2%	0.0052	0.6%	38%	False	False	111
20	0.8876	0.8687	0.0189	2.2%	0.0042	0.5%	38%	False	False	72
40	0.8961	0.8687	0.0274	3.1%	0.0041	0.5%	26%	False	False	58
60	0.9120	0.8687	0.0433	4.9%	0.0036	0.4%	16%	False	False	47
80	0.9161	0.8687	0.0474	5.4%	0.0028	0.3%	15%	False	False	37

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0003
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8954
2.618	0.8882
1.618	0.8838
1.000	0.8811
0.618	0.8794
HIGH	0.8767
0.618	0.8750
0.500	0.8745
0.382	0.8740
LOW	0.8723
0.618	0.8696
1.000	0.8679
1.618	0.8652
2.618	0.8608
4.250	0.8536

Fisher Pivots for day following 03-Dec-2014
Pivot	1 day	3 day
R1	0.8754	0.8753
PP	0.8749	0.8747
S1	0.8745	0.8742

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

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