CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 21-Apr-2014

Day Change Summary
	Previous	Current
	17-Apr-2014	21-Apr-2014	Change	Change %	Previous Week
Open	0.9066	0.9059	-0.0007	-0.1%	0.9100
High	0.9092	0.9074	-0.0018	-0.2%	0.9124
Low	0.9063	0.9052	-0.0011	-0.1%	0.9049
Close	0.9074	0.9065	-0.0009	-0.1%	0.9074
Range	0.0029	0.0022	-0.0007	-24.1%	0.0075
ATR	0.0055	0.0053	-0.0002	-4.3%	0.0000
Volume	31,657	17,429	-14,228	-44.9%	165,737

Daily Pivots for day following 21-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9130	0.9119	0.9077
R3	0.9108	0.9097	0.9071
R2	0.9086	0.9086	0.9069
R1	0.9075	0.9075	0.9067	0.9081
PP	0.9064	0.9064	0.9064	0.9066
S1	0.9053	0.9053	0.9063	0.9059
S2	0.9042	0.9042	0.9061
S3	0.9020	0.9031	0.9059
S4	0.8998	0.9009	0.9053

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9307	0.9266	0.9115
R3	0.9232	0.9191	0.9095
R2	0.9157	0.9157	0.9088
R1	0.9116	0.9116	0.9081	0.9099
PP	0.9082	0.9082	0.9082	0.9074
S1	0.9041	0.9041	0.9067	0.9024
S2	0.9007	0.9007	0.9060
S3	0.8932	0.8966	0.9053
S4	0.8857	0.8891	0.9033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9124	0.9049	0.0075	0.8%	0.0040	0.4%	21%	False	False	36,633
10	0.9195	0.9049	0.0146	1.6%	0.0049	0.5%	11%	False	False	43,547
20	0.9195	0.8875	0.0320	3.5%	0.0052	0.6%	59%	False	False	47,667
40	0.9195	0.8845	0.0350	3.9%	0.0057	0.6%	63%	False	False	39,115
60	0.9195	0.8845	0.0350	3.9%	0.0059	0.6%	63%	False	False	26,219
80	0.9405	0.8845	0.0560	6.2%	0.0059	0.6%	39%	False	False	19,722
100	0.9450	0.8845	0.0605	6.7%	0.0056	0.6%	36%	False	False	15,814
120	0.9551	0.8845	0.0706	7.8%	0.0049	0.5%	31%	False	False	13,183

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	0.0012
Narrowest range in 78 trading days

Fibonacci Retracements and Extensions
4.250	0.9168
2.618	0.9132
1.618	0.9110
1.000	0.9096
0.618	0.9088
HIGH	0.9074
0.618	0.9066
0.500	0.9063
0.382	0.9060
LOW	0.9052
0.618	0.9038
1.000	0.9030
1.618	0.9016
2.618	0.8994
4.250	0.8959

Fisher Pivots for day following 21-Apr-2014
Pivot	1 day	3 day
R1	0.9064	0.9081
PP	0.9064	0.9076
S1	0.9063	0.9070

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

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