CME Canadian Dollar Future June 2015

Trading Metrics calculated at close of trading on 18-Dec-2014

Day Change Summary
	Previous	Current
	17-Dec-2014	18-Dec-2014	Change	Change %	Previous Week
Open	0.8566	0.8559	-0.0007	-0.1%	0.8700
High	0.8605	0.8601	-0.0004	0.0%	0.8724
Low	0.8536	0.8559	0.0023	0.3%	0.8596
Close	0.8536	0.8587	0.0051	0.6%	0.8606
Range	0.0069	0.0042	-0.0027	-39.1%	0.0128
ATR	0.0054	0.0055	0.0001	1.4%	0.0000
Volume	137	3,875	3,738	2,728.5%	1,719

Daily Pivots for day following 18-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8708	0.8690	0.8610
R3	0.8666	0.8648	0.8599
R2	0.8624	0.8624	0.8595
R1	0.8606	0.8606	0.8591	0.8615
PP	0.8582	0.8582	0.8582	0.8587
S1	0.8564	0.8564	0.8583	0.8573
S2	0.8540	0.8540	0.8579
S3	0.8498	0.8522	0.8575
S4	0.8456	0.8480	0.8564

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9026	0.8944	0.8676
R3	0.8898	0.8816	0.8641
R2	0.8770	0.8770	0.8629
R1	0.8688	0.8688	0.8618	0.8665
PP	0.8642	0.8642	0.8642	0.8631
S1	0.8560	0.8560	0.8594	0.8537
S2	0.8514	0.8514	0.8583
S3	0.8386	0.8432	0.8571
S4	0.8258	0.8304	0.8536

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8641	0.8536	0.0105	1.2%	0.0047	0.5%	49%	False	False	1,021
10	0.8730	0.8536	0.0194	2.3%	0.0046	0.5%	26%	False	False	616
20	0.8876	0.8536	0.0340	4.0%	0.0049	0.6%	15%	False	False	372
40	0.8928	0.8536	0.0392	4.6%	0.0040	0.5%	13%	False	False	205
60	0.8966	0.8536	0.0430	5.0%	0.0040	0.5%	12%	False	False	149
80	0.9161	0.8536	0.0625	7.3%	0.0034	0.4%	8%	False	False	115

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8780
2.618	0.8711
1.618	0.8669
1.000	0.8643
0.618	0.8627
HIGH	0.8601
0.618	0.8585
0.500	0.8580
0.382	0.8575
LOW	0.8559
0.618	0.8533
1.000	0.8517
1.618	0.8491
2.618	0.8449
4.250	0.8381

Fisher Pivots for day following 18-Dec-2014
Pivot	1 day	3 day
R1	0.8585	0.8582
PP	0.8582	0.8576
S1	0.8580	0.8571

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

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