CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 17-Jun-2014

Day Change Summary
	Previous	Current
	16-Jun-2014	17-Jun-2014	Change	Change %	Previous Week
Open	0.9213	0.9219	0.0006	0.1%	0.9147
High	0.9226	0.9219	-0.0007	-0.1%	0.9223
Low	0.9190	0.9197	0.0007	0.1%	0.9138
Close	0.9215	0.9201	-0.0014	-0.2%	0.9212
Range	0.0036	0.0022	-0.0014	-38.9%	0.0085
ATR	0.0038	0.0037	-0.0001	-3.0%	0.0000
Volume	2,900	351	-2,549	-87.9%	257,655

Daily Pivots for day following 17-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9272	0.9258	0.9213
R3	0.9250	0.9236	0.9207
R2	0.9228	0.9228	0.9205
R1	0.9214	0.9214	0.9203	0.9210
PP	0.9206	0.9206	0.9206	0.9204
S1	0.9192	0.9192	0.9199	0.9188
S2	0.9184	0.9184	0.9197
S3	0.9162	0.9170	0.9195
S4	0.9140	0.9148	0.9189

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9446	0.9414	0.9259
R3	0.9361	0.9329	0.9235
R2	0.9276	0.9276	0.9228
R1	0.9244	0.9244	0.9220	0.9260
PP	0.9191	0.9191	0.9191	0.9199
S1	0.9159	0.9159	0.9204	0.9175
S2	0.9106	0.9106	0.9196
S3	0.9021	0.9074	0.9189
S4	0.8936	0.8989	0.9165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9226	0.9165	0.0061	0.7%	0.0028	0.3%	59%	False	False	31,461
10	0.9226	0.9120	0.0106	1.2%	0.0032	0.3%	76%	False	False	42,742
20	0.9237	0.9120	0.0117	1.3%	0.0037	0.4%	69%	False	False	43,148
40	0.9240	0.9035	0.0205	2.2%	0.0039	0.4%	81%	False	False	42,463
60	0.9240	0.8875	0.0365	4.0%	0.0043	0.5%	89%	False	False	44,197
80	0.9240	0.8845	0.0395	4.3%	0.0048	0.5%	90%	False	False	40,789
100	0.9240	0.8845	0.0395	4.3%	0.0051	0.6%	90%	False	False	32,716
120	0.9405	0.8845	0.0560	6.1%	0.0052	0.6%	64%	False	False	27,302

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9313
2.618	0.9277
1.618	0.9255
1.000	0.9241
0.618	0.9233
HIGH	0.9219
0.618	0.9211
0.500	0.9208
0.382	0.9205
LOW	0.9197
0.618	0.9183
1.000	0.9175
1.618	0.9161
2.618	0.9139
4.250	0.9104

Fisher Pivots for day following 17-Jun-2014
Pivot	1 day	3 day
R1	0.9208	0.9208
PP	0.9206	0.9206
S1	0.9203	0.9203

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

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