CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 23-Apr-2014

Day Change Summary
	Previous	Current
	22-Apr-2014	23-Apr-2014	Change	Change %	Previous Week
Open	0.9070	0.9055	-0.0015	-0.2%	0.9100
High	0.9078	0.9064	-0.0014	-0.2%	0.9124
Low	0.9043	0.9035	-0.0008	-0.1%	0.9049
Close	0.9056	0.9053	-0.0003	0.0%	0.9074
Range	0.0035	0.0029	-0.0006	-17.1%	0.0075
ATR	0.0052	0.0050	-0.0002	-3.1%	0.0000
Volume	38,685	44,527	5,842	15.1%	165,737

Daily Pivots for day following 23-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9138	0.9124	0.9069
R3	0.9109	0.9095	0.9061
R2	0.9080	0.9080	0.9058
R1	0.9066	0.9066	0.9056	0.9059
PP	0.9051	0.9051	0.9051	0.9047
S1	0.9037	0.9037	0.9050	0.9030
S2	0.9022	0.9022	0.9048
S3	0.8993	0.9008	0.9045
S4	0.8964	0.8979	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	0.9035	0.0078	0.9%	0.0036	0.4%	23%	False	True	38,471
10	0.9195	0.9035	0.0160	1.8%	0.0045	0.5%	11%	False	True	41,386
20	0.9195	0.8936	0.0259	2.9%	0.0050	0.6%	45%	False	False	47,471
40	0.9195	0.8845	0.0350	3.9%	0.0056	0.6%	59%	False	False	41,136
60	0.9195	0.8845	0.0350	3.9%	0.0058	0.6%	59%	False	False	27,594
80	0.9405	0.8845	0.0560	6.2%	0.0059	0.7%	37%	False	False	20,756
100	0.9435	0.8845	0.0590	6.5%	0.0056	0.6%	35%	False	False	16,644
120	0.9551	0.8845	0.0706	7.8%	0.0050	0.5%	29%	False	False	13,876

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

Fibonacci Retracements and Extensions
4.250	0.9187
2.618	0.9140
1.618	0.9111
1.000	0.9093
0.618	0.9082
HIGH	0.9064
0.618	0.9053
0.500	0.9050
0.382	0.9046
LOW	0.9035
0.618	0.9017
1.000	0.9006
1.618	0.8988
2.618	0.8959
4.250	0.8912

Fisher Pivots for day following 23-Apr-2014
Pivot	1 day	3 day
R1	0.9052	0.9057
PP	0.9051	0.9055
S1	0.9050	0.9054

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

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