CME Canadian Dollar Future September 2015

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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 0.8524 0.8544 0.0020 0.2% 0.8575 High 0.8558 0.8559 0.0001 0.0% 0.8586 Low 0.8524 0.8544 0.0020 0.2% 0.8519 Close 0.8558 0.8554 -0.0004 0.0% 0.8567 Range 0.0034 0.0015 -0.0019 -55.9% 0.0067 ATR 0.0043 0.0041 -0.0002 -4.6% 0.0000 Volume 29 2 -27 -93.1% 493
Daily Pivots for day following 24-Dec-2014 Classic Woodie Camarilla DeMark R4 0.8597 0.8591 0.8562 R3 0.8582 0.8576 0.8558 R2 0.8567 0.8567 0.8557 R1 0.8561 0.8561 0.8555 0.8564 PP 0.8552 0.8552 0.8552 0.8554 S1 0.8546 0.8546 0.8553 0.8549 S2 0.8537 0.8537 0.8551 S3 0.8522 0.8531 0.8550 S4 0.8507 0.8516 0.8546	Weekly Pivots for week ending 19-Dec-2014 Classic Woodie Camarilla DeMark R4 0.8758 0.8730 0.8604 R3 0.8691 0.8663 0.8585 R2 0.8624 0.8624 0.8579 R1 0.8596 0.8596 0.8573 0.8577 PP 0.8557 0.8557 0.8557 0.8548 S1 0.8529 0.8529 0.8561 0.8510 S2 0.8490 0.8490 0.8555 S3 0.8423 0.8462 0.8549 S4 0.8356 0.8395 0.8530
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.8586 0.8524 0.0062 0.7% 0.0027 0.3% 48% False False 27 10 0.8627 0.8519 0.0108 1.3% 0.0030 0.4% 32% False False 71 20 0.8843 0.8519 0.0324 3.8% 0.0022 0.3% 11% False False 40 40 0.8911 0.8519 0.0392 4.6% 0.0016 0.2% 9% False False 35
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR True 4BNR False 8BNR True Bear Hook False Bull Hook False Stretch 0.0004 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 0.8623 2.618 0.8598 1.618 0.8583 1.000 0.8574 0.618 0.8568 HIGH 0.8559 0.618 0.8553 0.500 0.8552 0.382 0.8550 LOW 0.8544 0.618 0.8535 1.000 0.8529 1.618 0.8520 2.618 0.8505 4.250 0.8480
Fisher Pivots for day following 24-Dec-2014 Pivot 1 day 3 day R1 0.8553 0.8550 PP 0.8552 0.8546 S1 0.8552 0.8542

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