CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 22-Apr-2014

Day Change Summary
	Previous	Current
	21-Apr-2014	22-Apr-2014	Change	Change %	Previous Week
Open	0.9059	0.9070	0.0011	0.1%	0.9100
High	0.9074	0.9078	0.0004	0.0%	0.9124
Low	0.9052	0.9043	-0.0009	-0.1%	0.9049
Close	0.9065	0.9056	-0.0009	-0.1%	0.9074
Range	0.0022	0.0035	0.0013	59.1%	0.0075
ATR	0.0053	0.0052	-0.0001	-2.4%	0.0000
Volume	17,429	38,685	21,256	122.0%	165,737

Daily Pivots for day following 22-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9164	0.9145	0.9075
R3	0.9129	0.9110	0.9066
R2	0.9094	0.9094	0.9062
R1	0.9075	0.9075	0.9059	0.9067
PP	0.9059	0.9059	0.9059	0.9055
S1	0.9040	0.9040	0.9053	0.9032
S2	0.9024	0.9024	0.9050
S3	0.8989	0.9005	0.9046
S4	0.8954	0.8970	0.9037

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	0.9113	0.9043	0.0070	0.8%	0.0039	0.4%	19%	False	True	37,397
10	0.9195	0.9043	0.0152	1.7%	0.0048	0.5%	9%	False	True	42,801
20	0.9195	0.8903	0.0292	3.2%	0.0051	0.6%	52%	False	False	47,403
40	0.9195	0.8845	0.0350	3.9%	0.0056	0.6%	60%	False	False	40,058
60	0.9195	0.8845	0.0350	3.9%	0.0058	0.6%	60%	False	False	26,855
80	0.9405	0.8845	0.0560	6.2%	0.0059	0.7%	38%	False	False	20,201
100	0.9450	0.8845	0.0605	6.7%	0.0056	0.6%	35%	False	False	16,200
120	0.9551	0.8845	0.0706	7.8%	0.0050	0.5%	30%	False	False	13,505

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9227
2.618	0.9170
1.618	0.9135
1.000	0.9113
0.618	0.9100
HIGH	0.9078
0.618	0.9065
0.500	0.9061
0.382	0.9056
LOW	0.9043
0.618	0.9021
1.000	0.9008
1.618	0.8986
2.618	0.8951
4.250	0.8894

Fisher Pivots for day following 22-Apr-2014
Pivot	1 day	3 day
R1	0.9061	0.9068
PP	0.9059	0.9064
S1	0.9058	0.9060

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

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