CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 14-Apr-2014

Day Change Summary
	Previous	Current
	11-Apr-2014	14-Apr-2014	Change	Change %	Previous Week
Open	0.9133	0.9100	-0.0033	-0.4%	0.9090
High	0.9144	0.9124	-0.0020	-0.2%	0.9195
Low	0.9088	0.9084	-0.0004	0.0%	0.9067
Close	0.9107	0.9108	0.0001	0.0%	0.9107
Range	0.0056	0.0040	-0.0016	-28.6%	0.0128
ATR	0.0059	0.0058	-0.0001	-2.3%	0.0000
Volume	45,873	34,866	-11,007	-24.0%	252,309

Daily Pivots for day following 14-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9225	0.9207	0.9130
R3	0.9185	0.9167	0.9119
R2	0.9145	0.9145	0.9115
R1	0.9127	0.9127	0.9112	0.9136
PP	0.9105	0.9105	0.9105	0.9110
S1	0.9087	0.9087	0.9104	0.9096
S2	0.9065	0.9065	0.9101
S3	0.9025	0.9047	0.9097
S4	0.8985	0.9007	0.9086

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9507	0.9435	0.9177
R3	0.9379	0.9307	0.9142
R2	0.9251	0.9251	0.9130
R1	0.9179	0.9179	0.9119	0.9215
PP	0.9123	0.9123	0.9123	0.9141
S1	0.9051	0.9051	0.9095	0.9087
S2	0.8995	0.8995	0.9084
S3	0.8867	0.8923	0.9072
S4	0.8739	0.8795	0.9037

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9195	0.9084	0.0111	1.2%	0.0058	0.6%	22%	False	True	48,205
10	0.9195	0.9017	0.0178	2.0%	0.0052	0.6%	51%	False	False	46,812
20	0.9195	0.8845	0.0350	3.8%	0.0061	0.7%	75%	False	False	55,578
40	0.9195	0.8845	0.0350	3.8%	0.0060	0.7%	75%	False	False	35,493
60	0.9195	0.8845	0.0350	3.8%	0.0060	0.7%	75%	False	False	23,762
80	0.9406	0.8845	0.0561	6.2%	0.0060	0.7%	47%	False	False	17,888
100	0.9530	0.8845	0.0685	7.5%	0.0055	0.6%	38%	False	False	14,331
120	0.9678	0.8845	0.0833	9.1%	0.0049	0.5%	32%	False	False	11,948

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	0.0013
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9294
2.618	0.9229
1.618	0.9189
1.000	0.9164
0.618	0.9149
HIGH	0.9124
0.618	0.9109
0.500	0.9104
0.382	0.9099
LOW	0.9084
0.618	0.9059
1.000	0.9044
1.618	0.9019
2.618	0.8979
4.250	0.8914

Fisher Pivots for day following 14-Apr-2014
Pivot	1 day	3 day
R1	0.9107	0.9139
PP	0.9105	0.9129
S1	0.9104	0.9118

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

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