CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 05-May-2014

Day Change Summary
	Previous	Current
	02-May-2014	05-May-2014	Change	Change %	Previous Week
Open	0.9111	0.9102	-0.0009	-0.1%	0.9053
High	0.9133	0.9124	-0.0009	-0.1%	0.9133
Low	0.9068	0.9090	0.0022	0.2%	0.9047
Close	0.9101	0.9122	0.0021	0.2%	0.9101
Range	0.0065	0.0034	-0.0031	-47.7%	0.0086
ATR	0.0046	0.0046	-0.0001	-1.9%	0.0000
Volume	59,472	29,983	-29,489	-49.6%	231,926

Daily Pivots for day following 05-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9214	0.9202	0.9141
R3	0.9180	0.9168	0.9131
R2	0.9146	0.9146	0.9128
R1	0.9134	0.9134	0.9125	0.9140
PP	0.9112	0.9112	0.9112	0.9115
S1	0.9100	0.9100	0.9119	0.9106
S2	0.9078	0.9078	0.9116
S3	0.9044	0.9066	0.9113
S4	0.9010	0.9032	0.9103

Weekly Pivots for week ending 02-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9352	0.9312	0.9148
R3	0.9266	0.9226	0.9125
R2	0.9180	0.9180	0.9117
R1	0.9140	0.9140	0.9109	0.9160
PP	0.9094	0.9094	0.9094	0.9104
S1	0.9054	0.9054	0.9093	0.9074
S2	0.9008	0.9008	0.9085
S3	0.8922	0.8968	0.9077
S4	0.8836	0.8882	0.9054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9133	0.9057	0.0076	0.8%	0.0049	0.5%	86%	False	False	46,564
10	0.9133	0.9035	0.0098	1.1%	0.0038	0.4%	89%	False	False	40,603
20	0.9195	0.9035	0.0160	1.8%	0.0043	0.5%	54%	False	False	42,075
40	0.9195	0.8845	0.0350	3.8%	0.0051	0.6%	79%	False	False	48,261
60	0.9195	0.8845	0.0350	3.8%	0.0055	0.6%	79%	False	False	32,942
80	0.9207	0.8845	0.0362	4.0%	0.0056	0.6%	77%	False	False	24,774
100	0.9423	0.8845	0.0578	6.3%	0.0056	0.6%	48%	False	False	19,862
120	0.9545	0.8845	0.0700	7.7%	0.0051	0.6%	40%	False	False	16,564

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9269
2.618	0.9213
1.618	0.9179
1.000	0.9158
0.618	0.9145
HIGH	0.9124
0.618	0.9111
0.500	0.9107
0.382	0.9103
LOW	0.9090
0.618	0.9069
1.000	0.9056
1.618	0.9035
2.618	0.9001
4.250	0.8946

Fisher Pivots for day following 05-May-2014
Pivot	1 day	3 day
R1	0.9117	0.9115
PP	0.9112	0.9108
S1	0.9107	0.9101

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

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