CME Canadian Dollar Future September 2015

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Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary Previous Current 20-Nov-2014 21-Nov-2014 Change Change % Previous Week Open 0.8783 0.8836 0.0053 0.6% 0.8780 High 0.8783 0.8840 0.0057 0.6% 0.8840 Low 0.8783 0.8827 0.0044 0.5% 0.8755 Close 0.8783 0.8832 0.0049 0.6% 0.8832 Range 0.0000 0.0013 0.0013 0.0085 ATR 0.0035 0.0037 0.0002 4.4% 0.0000 Volume 1 1 0 0.0% 17
Daily Pivots for day following 21-Nov-2014 Classic Woodie Camarilla DeMark R4 0.8872 0.8865 0.8839 R3 0.8859 0.8852 0.8836 R2 0.8846 0.8846 0.8834 R1 0.8839 0.8839 0.8833 0.8836 PP 0.8833 0.8833 0.8833 0.8832 S1 0.8826 0.8826 0.8831 0.8823 S2 0.8820 0.8820 0.8830 S3 0.8807 0.8813 0.8828 S4 0.8794 0.8800 0.8825	Weekly Pivots for week ending 21-Nov-2014 Classic Woodie Camarilla DeMark R4 0.9064 0.9033 0.8879 R3 0.8979 0.8948 0.8855 R2 0.8894 0.8894 0.8848 R1 0.8863 0.8863 0.8840 0.8879 PP 0.8809 0.8809 0.8809 0.8817 S1 0.8778 0.8778 0.8824 0.8794 S2 0.8724 0.8724 0.8816 S3 0.8639 0.8693 0.8809 S4 0.8554 0.8608 0.8785
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8840 0.8755 0.0085 1.0% 0.0005 0.1% 91% True False 3 10 0.8840 0.8721 0.0119 1.3% 0.0004 0.0% 93% True False 11 20 0.8911 0.8675 0.0236 2.7% 0.0011 0.1% 67% False False 20
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Widest range in 10 trading days	Fibonacci Retracements and Extensions 4.250 0.8895 2.618 0.8874 1.618 0.8861 1.000 0.8853 0.618 0.8848 HIGH 0.8840 0.618 0.8835 0.500 0.8834 0.382 0.8832 LOW 0.8827 0.618 0.8819 1.000 0.8814 1.618 0.8806 2.618 0.8793 4.250 0.8772
Fisher Pivots for day following 21-Nov-2014 Pivot 1 day 3 day R1 0.8834 0.8821 PP 0.8833 0.8809 S1 0.8833 0.8798

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