CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 22-Apr-2014

Day Change Summary
	Previous	Current
	21-Apr-2014	22-Apr-2014	Change	Change %	Previous Week
Open	0.9040	0.9049	0.0009	0.1%	0.9077
High	0.9051	0.9057	0.0006	0.1%	0.9096
Low	0.9037	0.9025	-0.0012	-0.1%	0.9030
Close	0.9045	0.9036	-0.0009	-0.1%	0.9054
Range	0.0014	0.0032	0.0018	128.6%	0.0066
ATR	0.0046	0.0045	-0.0001	-2.2%	0.0000
Volume	117	66	-51	-43.6%	892

Daily Pivots for day following 22-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9135	0.9118	0.9054
R3	0.9103	0.9086	0.9045
R2	0.9071	0.9071	0.9042
R1	0.9054	0.9054	0.9039	0.9047
PP	0.9039	0.9039	0.9039	0.9036
S1	0.9022	0.9022	0.9033	0.9015
S2	0.9007	0.9007	0.9030
S3	0.8975	0.8990	0.9027
S4	0.8943	0.8958	0.9018

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9258	0.9222	0.9090
R3	0.9192	0.9156	0.9072
R2	0.9126	0.9126	0.9066
R1	0.9090	0.9090	0.9060	0.9075
PP	0.9060	0.9060	0.9060	0.9053
S1	0.9024	0.9024	0.9048	0.9009
S2	0.8994	0.8994	0.9042
S3	0.8928	0.8958	0.9036
S4	0.8862	0.8892	0.9018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9086	0.9025	0.0061	0.7%	0.0031	0.3%	18%	False	True	175
10	0.9174	0.9025	0.0149	1.6%	0.0039	0.4%	7%	False	True	211
20	0.9174	0.8888	0.0286	3.2%	0.0044	0.5%	52%	False	False	268
40	0.9174	0.8815	0.0359	4.0%	0.0045	0.5%	62%	False	False	211
60	0.9174	0.8815	0.0359	4.0%	0.0040	0.4%	62%	False	False	160
80	0.9387	0.8815	0.0572	6.3%	0.0040	0.4%	39%	False	False	139
100	0.9414	0.8815	0.0599	6.6%	0.0037	0.4%	37%	False	False	120
120	0.9527	0.8815	0.0712	7.9%	0.0033	0.4%	31%	False	False	101

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9193
2.618	0.9141
1.618	0.9109
1.000	0.9089
0.618	0.9077
HIGH	0.9057
0.618	0.9045
0.500	0.9041
0.382	0.9037
LOW	0.9025
0.618	0.9005
1.000	0.8993
1.618	0.8973
2.618	0.8941
4.250	0.8889

Fisher Pivots for day following 22-Apr-2014
Pivot	1 day	3 day
R1	0.9041	0.9046
PP	0.9039	0.9042
S1	0.9038	0.9039

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

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