CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 10-Apr-2014

Day Change Summary
	Previous	Current
	09-Apr-2014	10-Apr-2014	Change	Change %	Previous Week
Open	0.9139	0.9176	0.0037	0.4%	0.9026
High	0.9195	0.9194	-0.0001	0.0%	0.9111
Low	0.9124	0.9130	0.0006	0.1%	0.9017
Close	0.9194	0.9142	-0.0052	-0.6%	0.9090
Range	0.0071	0.0064	-0.0007	-9.9%	0.0094
ATR	0.0059	0.0059	0.0000	0.6%	0.0000
Volume	51,390	50,227	-1,163	-2.3%	241,209

Daily Pivots for day following 10-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9347	0.9309	0.9177
R3	0.9283	0.9245	0.9160
R2	0.9219	0.9219	0.9154
R1	0.9181	0.9181	0.9148	0.9168
PP	0.9155	0.9155	0.9155	0.9149
S1	0.9117	0.9117	0.9136	0.9104
S2	0.9091	0.9091	0.9130
S3	0.9027	0.9053	0.9124
S4	0.8963	0.8989	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	0.9195	0.9040	0.0155	1.7%	0.0061	0.7%	66%	False	False	54,728
10	0.9195	0.9010	0.0185	2.0%	0.0054	0.6%	71%	False	False	50,374
20	0.9195	0.8845	0.0350	3.8%	0.0061	0.7%	85%	False	False	58,083
40	0.9195	0.8845	0.0350	3.8%	0.0060	0.7%	85%	False	False	33,491
60	0.9195	0.8845	0.0350	3.8%	0.0060	0.7%	85%	False	False	22,424
80	0.9415	0.8845	0.0570	6.2%	0.0060	0.7%	52%	False	False	16,882
100	0.9545	0.8845	0.0700	7.7%	0.0054	0.6%	42%	False	False	13,524
120	0.9678	0.8845	0.0833	9.1%	0.0048	0.5%	36%	False	False	11,275

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9466
2.618	0.9362
1.618	0.9298
1.000	0.9258
0.618	0.9234
HIGH	0.9194
0.618	0.9170
0.500	0.9162
0.382	0.9154
LOW	0.9130
0.618	0.9090
1.000	0.9066
1.618	0.9026
2.618	0.8962
4.250	0.8858

Fisher Pivots for day following 10-Apr-2014
Pivot	1 day	3 day
R1	0.9162	0.9145
PP	0.9155	0.9144
S1	0.9149	0.9143

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

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