CME Canadian Dollar Future June 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	0.8567	0.8569	0.0002	0.0%	0.8593
High	0.8587	0.8587	0.0000	0.0%	0.8608
Low	0.8541	0.8557	0.0016	0.2%	0.8536
Close	0.8575	0.8571	-0.0004	0.0%	0.8584
Range	0.0046	0.0030	-0.0016	-34.8%	0.0072
ATR	0.0054	0.0052	-0.0002	-3.2%	0.0000
Volume	184	204	20	10.9%	4,473

Daily Pivots for day following 24-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8662	0.8646	0.8588
R3	0.8632	0.8616	0.8579
R2	0.8602	0.8602	0.8577
R1	0.8586	0.8586	0.8574	0.8594
PP	0.8572	0.8572	0.8572	0.8576
S1	0.8556	0.8556	0.8568	0.8564
S2	0.8542	0.8542	0.8566
S3	0.8512	0.8526	0.8563
S4	0.8482	0.8496	0.8555

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8792	0.8760	0.8624
R3	0.8720	0.8688	0.8604
R2	0.8648	0.8648	0.8597
R1	0.8616	0.8616	0.8591	0.8596
PP	0.8576	0.8576	0.8576	0.8566
S1	0.8544	0.8544	0.8577	0.8524
S2	0.8504	0.8504	0.8571
S3	0.8432	0.8472	0.8564
S4	0.8360	0.8400	0.8544

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8608	0.8541	0.0067	0.8%	0.0044	0.5%	45%	False	False	907
10	0.8661	0.8536	0.0125	1.5%	0.0045	0.5%	28%	False	False	641
20	0.8863	0.8536	0.0327	3.8%	0.0052	0.6%	11%	False	False	387
40	0.8928	0.8536	0.0392	4.6%	0.0043	0.5%	9%	False	False	218
60	0.8966	0.8536	0.0430	5.0%	0.0043	0.5%	8%	False	False	159
80	0.9129	0.8536	0.0593	6.9%	0.0036	0.4%	6%	False	False	123
100	0.9161	0.8536	0.0625	7.3%	0.0030	0.3%	6%	False	False	100

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	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8715
2.618	0.8666
1.618	0.8636
1.000	0.8617
0.618	0.8606
HIGH	0.8587
0.618	0.8576
0.500	0.8572
0.382	0.8568
LOW	0.8557
0.618	0.8538
1.000	0.8527
1.618	0.8508
2.618	0.8478
4.250	0.8430

Fisher Pivots for day following 24-Dec-2014
Pivot	1 day	3 day
R1	0.8572	0.8572
PP	0.8572	0.8571
S1	0.8571	0.8571

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

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