CME Canadian Dollar Future September 2015

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Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary Previous Current 10-Dec-2014 11-Dec-2014 Change Change % Previous Week Open 0.8634 0.8620 -0.0014 -0.2% 0.8760 High 0.8662 0.8627 -0.0035 -0.4% 0.8775 Low 0.8634 0.8609 -0.0025 -0.3% 0.8689 Close 0.8650 0.8609 -0.0041 -0.5% 0.8689 Range 0.0028 0.0018 -0.0010 -35.7% 0.0086 ATR 0.0046 0.0045 0.0000 -0.7% 0.0000 Volume 1 120 119 11,900.0% 79
Daily Pivots for day following 11-Dec-2014 Classic Woodie Camarilla DeMark R4 0.8669 0.8657 0.8619 R3 0.8651 0.8639 0.8614 R2 0.8633 0.8633 0.8612 R1 0.8621 0.8621 0.8611 0.8618 PP 0.8615 0.8615 0.8615 0.8614 S1 0.8603 0.8603 0.8607 0.8600 S2 0.8597 0.8597 0.8606 S3 0.8579 0.8585 0.8604 S4 0.8561 0.8567 0.8599	Weekly Pivots for week ending 05-Dec-2014 Classic Woodie Camarilla DeMark R4 0.8976 0.8918 0.8736 R3 0.8890 0.8832 0.8713 R2 0.8804 0.8804 0.8705 R1 0.8746 0.8746 0.8697 0.8732 PP 0.8718 0.8718 0.8718 0.8711 S1 0.8660 0.8660 0.8681 0.8646 S2 0.8632 0.8632 0.8673 S3 0.8546 0.8574 0.8665 S4 0.8460 0.8488 0.8642
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8710 0.8609 0.0101 1.2% 0.0023 0.3% 0% False True 26 10 0.8775 0.8609 0.0166 1.9% 0.0014 0.2% 0% False True 20 20 0.8843 0.8609 0.0234 2.7% 0.0010 0.1% 0% False True 21
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0001 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 0.8704 2.618 0.8674 1.618 0.8656 1.000 0.8645 0.618 0.8638 HIGH 0.8627 0.618 0.8620 0.500 0.8618 0.382 0.8616 LOW 0.8609 0.618 0.8598 1.000 0.8591 1.618 0.8580 2.618 0.8562 4.250 0.8533
Fisher Pivots for day following 11-Dec-2014 Pivot 1 day 3 day R1 0.8618 0.8648 PP 0.8615 0.8635 S1 0.8612 0.8622

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