CME Canadian Dollar Future September 2015

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Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary Previous Current 21-Nov-2014 24-Nov-2014 Change Change % Previous Week Open 0.8836 0.8787 -0.0049 -0.6% 0.8780 High 0.8840 0.8787 -0.0053 -0.6% 0.8840 Low 0.8827 0.8787 -0.0040 -0.5% 0.8755 Close 0.8832 0.8787 -0.0045 -0.5% 0.8832 Range 0.0013 0.0000 -0.0013 -100.0% 0.0085 ATR 0.0037 0.0037 0.0001 1.6% 0.0000 Volume 1 96 95 9,500.0% 17
Daily Pivots for day following 24-Nov-2014 Classic Woodie Camarilla DeMark R4 0.8787 0.8787 0.8787 R3 0.8787 0.8787 0.8787 R2 0.8787 0.8787 0.8787 R1 0.8787 0.8787 0.8787 0.8787 PP 0.8787 0.8787 0.8787 0.8787 S1 0.8787 0.8787 0.8787 0.8787 S2 0.8787 0.8787 0.8787 S3 0.8787 0.8787 0.8787 S4 0.8787 0.8787 0.8787	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% 38% False False 20 10 0.8840 0.8732 0.0108 1.2% 0.0004 0.1% 51% False False 17 20 0.8911 0.8675 0.0236 2.7% 0.0011 0.1% 47% False False 25
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 2 trading days	Fibonacci Retracements and Extensions 4.250 0.8787 2.618 0.8787 1.618 0.8787 1.000 0.8787 0.618 0.8787 HIGH 0.8787 0.618 0.8787 0.500 0.8787 0.382 0.8787 LOW 0.8787 0.618 0.8787 1.000 0.8787 1.618 0.8787 2.618 0.8787 4.250 0.8787
Fisher Pivots for day following 24-Nov-2014 Pivot 1 day 3 day R1 0.8787 0.8812 PP 0.8787 0.8803 S1 0.8787 0.8795

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