CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 01-May-2014

Day Change Summary
	Previous	Current
	30-Apr-2014	01-May-2014	Change	Change %	Previous Week
Open	0.9124	0.9114	-0.0010	-0.1%	0.9059
High	0.9128	0.9126	-0.0002	0.0%	0.9078
Low	0.9097	0.9084	-0.0013	-0.1%	0.9035
Close	0.9126	0.9107	-0.0019	-0.2%	0.9048
Range	0.0031	0.0042	0.0011	35.5%	0.0043
ATR	0.0045	0.0045	0.0000	-0.5%	0.0000
Volume	46,235	34,800	-11,435	-24.7%	161,551

Daily Pivots for day following 01-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9232	0.9211	0.9130
R3	0.9190	0.9169	0.9119
R2	0.9148	0.9148	0.9115
R1	0.9127	0.9127	0.9111	0.9117
PP	0.9106	0.9106	0.9106	0.9100
S1	0.9085	0.9085	0.9103	0.9075
S2	0.9064	0.9064	0.9099
S3	0.9022	0.9043	0.9095
S4	0.8980	0.9001	0.9084

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%	0.0039	0.4%	75%	False	False	40,659
10	0.9129	0.9035	0.0094	1.0%	0.0033	0.4%	77%	False	False	36,566
20	0.9195	0.9035	0.0160	1.8%	0.0043	0.5%	45%	False	False	42,788
40	0.9195	0.8845	0.0350	3.8%	0.0053	0.6%	75%	False	False	46,600
60	0.9195	0.8845	0.0350	3.8%	0.0055	0.6%	75%	False	False	31,456
80	0.9342	0.8845	0.0497	5.5%	0.0057	0.6%	53%	False	False	23,663
100	0.9423	0.8845	0.0578	6.3%	0.0056	0.6%	45%	False	False	18,971
120	0.9545	0.8845	0.0700	7.7%	0.0050	0.6%	37%	False	False	15,819

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9305
2.618	0.9236
1.618	0.9194
1.000	0.9168
0.618	0.9152
HIGH	0.9126
0.618	0.9110
0.500	0.9105
0.382	0.9100
LOW	0.9084
0.618	0.9058
1.000	0.9042
1.618	0.9016
2.618	0.8974
4.250	0.8906

Fisher Pivots for day following 01-May-2014
Pivot	1 day	3 day
R1	0.9106	0.9102
PP	0.9106	0.9098
S1	0.9105	0.9093

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

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