CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 07-Apr-2014

Day Change Summary
	Previous	Current
	04-Apr-2014	07-Apr-2014	Change	Change %	Previous Week
Open	0.9044	0.9090	0.0046	0.5%	0.9026
High	0.9111	0.9109	-0.0002	0.0%	0.9111
Low	0.9040	0.9067	0.0027	0.3%	0.9017
Close	0.9090	0.9101	0.0011	0.1%	0.9090
Range	0.0071	0.0042	-0.0029	-40.8%	0.0094
ATR	0.0059	0.0058	-0.0001	-2.1%	0.0000
Volume	67,205	46,146	-21,059	-31.3%	241,209

Daily Pivots for day following 07-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9218	0.9202	0.9124
R3	0.9176	0.9160	0.9113
R2	0.9134	0.9134	0.9109
R1	0.9118	0.9118	0.9105	0.9126
PP	0.9092	0.9092	0.9092	0.9097
S1	0.9076	0.9076	0.9097	0.9084
S2	0.9050	0.9050	0.9093
S3	0.9008	0.9034	0.9089
S4	0.8966	0.8992	0.9078

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9355	0.9316	0.9142
R3	0.9261	0.9222	0.9116
R2	0.9167	0.9167	0.9107
R1	0.9128	0.9128	0.9099	0.9148
PP	0.9073	0.9073	0.9073	0.9082
S1	0.9034	0.9034	0.9081	0.9054
S2	0.8979	0.8979	0.9073
S3	0.8885	0.8940	0.9064
S4	0.8791	0.8846	0.9038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9111	0.9017	0.0094	1.0%	0.0046	0.5%	89%	False	False	45,419
10	0.9111	0.8903	0.0208	2.3%	0.0054	0.6%	95%	False	False	52,005
20	0.9111	0.8845	0.0266	2.9%	0.0059	0.7%	96%	False	False	56,308
40	0.9138	0.8845	0.0293	3.2%	0.0059	0.6%	87%	False	False	29,523
60	0.9190	0.8845	0.0345	3.8%	0.0061	0.7%	74%	False	False	19,767
80	0.9423	0.8845	0.0578	6.4%	0.0059	0.7%	44%	False	False	14,884
100	0.9545	0.8845	0.0700	7.7%	0.0053	0.6%	37%	False	False	11,922
120	0.9678	0.8845	0.0833	9.2%	0.0046	0.5%	31%	False	False	9,939

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9288
2.618	0.9219
1.618	0.9177
1.000	0.9151
0.618	0.9135
HIGH	0.9109
0.618	0.9093
0.500	0.9088
0.382	0.9083
LOW	0.9067
0.618	0.9041
1.000	0.9025
1.618	0.8999
2.618	0.8957
4.250	0.8889

Fisher Pivots for day following 07-Apr-2014
Pivot	1 day	3 day
R1	0.9097	0.9092
PP	0.9092	0.9083
S1	0.9088	0.9074

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

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