CME Canadian Dollar Future June 2014

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

Day Change Summary
	Previous	Current
	16-Apr-2014	17-Apr-2014	Change	Change %	Previous Week
Open	0.9092	0.9066	-0.0026	-0.3%	0.9090
High	0.9113	0.9092	-0.0021	-0.2%	0.9195
Low	0.9049	0.9063	0.0014	0.2%	0.9067
Close	0.9067	0.9074	0.0007	0.1%	0.9107
Range	0.0064	0.0029	-0.0035	-54.7%	0.0128
ATR	0.0057	0.0055	-0.0002	-3.5%	0.0000
Volume	60,060	31,657	-28,403	-47.3%	252,309

Daily Pivots for day following 17-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9163	0.9148	0.9090
R3	0.9134	0.9119	0.9082
R2	0.9105	0.9105	0.9079
R1	0.9090	0.9090	0.9077	0.9098
PP	0.9076	0.9076	0.9076	0.9080
S1	0.9061	0.9061	0.9071	0.9069
S2	0.9047	0.9047	0.9069
S3	0.9018	0.9032	0.9066
S4	0.8989	0.9003	0.9058

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	0.9144	0.9049	0.0095	1.0%	0.0047	0.5%	26%	False	False	42,322
10	0.9195	0.9040	0.0155	1.7%	0.0054	0.6%	22%	False	False	48,525
20	0.9195	0.8862	0.0333	3.7%	0.0054	0.6%	64%	False	False	50,817
40	0.9195	0.8845	0.0350	3.9%	0.0058	0.6%	65%	False	False	38,705
60	0.9195	0.8845	0.0350	3.9%	0.0059	0.7%	65%	False	False	25,933
80	0.9406	0.8845	0.0561	6.2%	0.0059	0.7%	41%	False	False	19,510
100	0.9450	0.8845	0.0605	6.7%	0.0056	0.6%	38%	False	False	15,640
120	0.9551	0.8845	0.0706	7.8%	0.0049	0.5%	32%	False	False	13,038

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 62 trading days

Fibonacci Retracements and Extensions
4.250	0.9215
2.618	0.9168
1.618	0.9139
1.000	0.9121
0.618	0.9110
HIGH	0.9092
0.618	0.9081
0.500	0.9078
0.382	0.9074
LOW	0.9063
0.618	0.9045
1.000	0.9034
1.618	0.9016
2.618	0.8987
4.250	0.8940

Fisher Pivots for day following 17-Apr-2014
Pivot	1 day	3 day
R1	0.9078	0.9081
PP	0.9076	0.9079
S1	0.9075	0.9076

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

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