CME Canadian Dollar Future September 2014

Trading Metrics calculated at close of trading on 24-Jun-2014

Day Change Summary
	Previous	Current
	23-Jun-2014	24-Jun-2014	Change	Change %	Previous Week
Open	0.9279	0.9302	0.0023	0.2%	0.9191
High	0.9312	0.9313	0.0001	0.0%	0.9282
Low	0.9276	0.9287	0.0011	0.1%	0.9109
Close	0.9304	0.9291	-0.0013	-0.1%	0.9281
Range	0.0036	0.0026	-0.0010	-27.8%	0.0173
ATR	0.0042	0.0041	-0.0001	-2.7%	0.0000
Volume	51,917	43,560	-8,357	-16.1%	251,673

Daily Pivots for day following 24-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9375	0.9359	0.9305
R3	0.9349	0.9333	0.9298
R2	0.9323	0.9323	0.9296
R1	0.9307	0.9307	0.9293	0.9302
PP	0.9297	0.9297	0.9297	0.9295
S1	0.9281	0.9281	0.9289	0.9276
S2	0.9271	0.9271	0.9286
S3	0.9245	0.9255	0.9284
S4	0.9219	0.9229	0.9277

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9743	0.9685	0.9376
R3	0.9570	0.9512	0.9329
R2	0.9397	0.9397	0.9313
R1	0.9339	0.9339	0.9297	0.9368
PP	0.9224	0.9224	0.9224	0.9239
S1	0.9166	0.9166	0.9265	0.9195
S2	0.9051	0.9051	0.9249
S3	0.8878	0.8993	0.9233
S4	0.8705	0.8820	0.9186

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9313	0.9109	0.0204	2.2%	0.0056	0.6%	89%	True	False	54,440
10	0.9313	0.9109	0.0204	2.2%	0.0043	0.5%	89%	True	False	47,386
20	0.9313	0.9100	0.0213	2.3%	0.0040	0.4%	90%	True	False	27,128
40	0.9313	0.9043	0.0270	2.9%	0.0040	0.4%	92%	True	False	13,831
60	0.9313	0.8999	0.0314	3.4%	0.0039	0.4%	93%	True	False	9,295
80	0.9313	0.8815	0.0498	5.4%	0.0042	0.5%	96%	True	False	7,026
100	0.9313	0.8815	0.0498	5.4%	0.0040	0.4%	96%	True	False	5,633
120	0.9387	0.8815	0.0572	6.2%	0.0040	0.4%	83%	False	False	4,708

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0010
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9424
2.618	0.9381
1.618	0.9355
1.000	0.9339
0.618	0.9329
HIGH	0.9313
0.618	0.9303
0.500	0.9300
0.382	0.9297
LOW	0.9287
0.618	0.9271
1.000	0.9261
1.618	0.9245
2.618	0.9219
4.250	0.9177

Fisher Pivots for day following 24-Jun-2014
Pivot	1 day	3 day
R1	0.9300	0.9283
PP	0.9297	0.9274
S1	0.9294	0.9266

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

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