CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 07-May-2014

Day Change Summary
	Previous	Current
	06-May-2014	07-May-2014	Change	Change %	Previous Week
Open	0.9119	0.9172	0.0053	0.6%	0.9053
High	0.9188	0.9186	-0.0002	0.0%	0.9133
Low	0.9114	0.9159	0.0045	0.5%	0.9047
Close	0.9181	0.9170	-0.0011	-0.1%	0.9101
Range	0.0074	0.0027	-0.0047	-63.5%	0.0086
ATR	0.0048	0.0046	-0.0001	-3.1%	0.0000
Volume	57,188	39,864	-17,324	-30.3%	231,926

Daily Pivots for day following 07-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9253	0.9238	0.9185
R3	0.9226	0.9211	0.9177
R2	0.9199	0.9199	0.9175
R1	0.9184	0.9184	0.9172	0.9178
PP	0.9172	0.9172	0.9172	0.9169
S1	0.9157	0.9157	0.9168	0.9151
S2	0.9145	0.9145	0.9165
S3	0.9118	0.9130	0.9163
S4	0.9091	0.9103	0.9155

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	0.9188	0.9068	0.0120	1.3%	0.0048	0.5%	85%	False	False	44,261
10	0.9188	0.9041	0.0147	1.6%	0.0041	0.4%	88%	False	False	41,987
20	0.9195	0.9035	0.0160	1.7%	0.0043	0.5%	84%	False	False	41,686
40	0.9195	0.8845	0.0350	3.8%	0.0052	0.6%	93%	False	False	49,856
60	0.9195	0.8845	0.0350	3.8%	0.0054	0.6%	93%	False	False	34,542
80	0.9195	0.8845	0.0350	3.8%	0.0056	0.6%	93%	False	False	25,978
100	0.9423	0.8845	0.0578	6.3%	0.0056	0.6%	56%	False	False	20,830
120	0.9545	0.8845	0.0700	7.6%	0.0052	0.6%	46%	False	False	17,372

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9301
2.618	0.9257
1.618	0.9230
1.000	0.9213
0.618	0.9203
HIGH	0.9186
0.618	0.9176
0.500	0.9173
0.382	0.9169
LOW	0.9159
0.618	0.9142
1.000	0.9132
1.618	0.9115
2.618	0.9088
4.250	0.9044

Fisher Pivots for day following 07-May-2014
Pivot	1 day	3 day
R1	0.9173	0.9160
PP	0.9172	0.9149
S1	0.9171	0.9139

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

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