CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 08-Apr-2014

Day Change Summary
	Previous	Current
	07-Apr-2014	08-Apr-2014	Change	Change %	Previous Week
Open	0.9090	0.9101	0.0011	0.1%	0.9026
High	0.9109	0.9151	0.0042	0.5%	0.9111
Low	0.9067	0.9094	0.0027	0.3%	0.9017
Close	0.9101	0.9138	0.0037	0.4%	0.9090
Range	0.0042	0.0057	0.0015	35.7%	0.0094
ATR	0.0058	0.0058	0.0000	-0.1%	0.0000
Volume	46,146	58,673	12,527	27.1%	241,209

Daily Pivots for day following 08-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9299	0.9275	0.9169
R3	0.9242	0.9218	0.9154
R2	0.9185	0.9185	0.9148
R1	0.9161	0.9161	0.9143	0.9173
PP	0.9128	0.9128	0.9128	0.9134
S1	0.9104	0.9104	0.9133	0.9116
S2	0.9071	0.9071	0.9128
S3	0.9014	0.9047	0.9122
S4	0.8957	0.8990	0.9107

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	0.9151	0.9035	0.0116	1.3%	0.0048	0.5%	89%	True	False	49,373
10	0.9151	0.8936	0.0215	2.4%	0.0056	0.6%	94%	True	False	53,557
20	0.9151	0.8845	0.0306	3.3%	0.0060	0.7%	96%	True	False	58,026
40	0.9151	0.8845	0.0306	3.3%	0.0060	0.7%	96%	True	False	30,971
60	0.9188	0.8845	0.0343	3.8%	0.0060	0.7%	85%	False	False	20,742
80	0.9423	0.8845	0.0578	6.3%	0.0060	0.7%	51%	False	False	15,616
100	0.9545	0.8845	0.0700	7.7%	0.0053	0.6%	42%	False	False	12,509
120	0.9678	0.8845	0.0833	9.1%	0.0047	0.5%	35%	False	False	10,428

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9393
2.618	0.9300
1.618	0.9243
1.000	0.9208
0.618	0.9186
HIGH	0.9151
0.618	0.9129
0.500	0.9123
0.382	0.9116
LOW	0.9094
0.618	0.9059
1.000	0.9037
1.618	0.9002
2.618	0.8945
4.250	0.8852

Fisher Pivots for day following 08-Apr-2014
Pivot	1 day	3 day
R1	0.9133	0.9124
PP	0.9128	0.9110
S1	0.9123	0.9096

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

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