CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 30-Apr-2014

Day Change Summary
	Previous	Current
	29-Apr-2014	30-Apr-2014	Change	Change %	Previous Week
Open	0.9057	0.9124	0.0067	0.7%	0.9059
High	0.9129	0.9128	-0.0001	0.0%	0.9078
Low	0.9057	0.9097	0.0040	0.4%	0.9035
Close	0.9117	0.9126	0.0009	0.1%	0.9048
Range	0.0072	0.0031	-0.0041	-56.9%	0.0043
ATR	0.0046	0.0045	-0.0001	-2.4%	0.0000
Volume	62,331	46,235	-16,096	-25.8%	161,551

Daily Pivots for day following 30-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9210	0.9199	0.9143
R3	0.9179	0.9168	0.9135
R2	0.9148	0.9148	0.9132
R1	0.9137	0.9137	0.9129	0.9143
PP	0.9117	0.9117	0.9117	0.9120
S1	0.9106	0.9106	0.9123	0.9112
S2	0.9086	0.9086	0.9120
S3	0.9055	0.9075	0.9117
S4	0.9024	0.9044	0.9109

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9183	0.9158	0.9072
R3	0.9140	0.9115	0.9060
R2	0.9097	0.9097	0.9056
R1	0.9072	0.9072	0.9052	0.9063
PP	0.9054	0.9054	0.9054	0.9049
S1	0.9029	0.9029	0.9044	0.9020
S2	0.9011	0.9011	0.9040
S3	0.8968	0.8986	0.9036
S4	0.8925	0.8943	0.9024

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9129	0.9041	0.0088	1.0%	0.0034	0.4%	97%	False	False	39,712
10	0.9129	0.9035	0.0094	1.0%	0.0035	0.4%	97%	False	False	39,092
20	0.9195	0.9035	0.0160	1.8%	0.0043	0.5%	57%	False	False	42,965
40	0.9195	0.8845	0.0350	3.8%	0.0054	0.6%	80%	False	False	45,808
60	0.9195	0.8845	0.0350	3.8%	0.0055	0.6%	80%	False	False	30,882
80	0.9385	0.8845	0.0540	5.9%	0.0057	0.6%	52%	False	False	23,229
100	0.9423	0.8845	0.0578	6.3%	0.0056	0.6%	49%	False	False	18,627
120	0.9549	0.8845	0.0704	7.7%	0.0050	0.5%	40%	False	False	15,530

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9260
2.618	0.9209
1.618	0.9178
1.000	0.9159
0.618	0.9147
HIGH	0.9128
0.618	0.9116
0.500	0.9113
0.382	0.9109
LOW	0.9097
0.618	0.9078
1.000	0.9066
1.618	0.9047
2.618	0.9016
4.250	0.8965

Fisher Pivots for day following 30-Apr-2014
Pivot	1 day	3 day
R1	0.9122	0.9113
PP	0.9117	0.9101
S1	0.9113	0.9088

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

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