CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 08-May-2014

Day Change Summary
	Previous	Current
	07-May-2014	08-May-2014	Change	Change %	Previous Week
Open	0.9172	0.9169	-0.0003	0.0%	0.9053
High	0.9186	0.9240	0.0054	0.6%	0.9133
Low	0.9159	0.9162	0.0003	0.0%	0.9047
Close	0.9170	0.9234	0.0064	0.7%	0.9101
Range	0.0027	0.0078	0.0051	188.9%	0.0086
ATR	0.0046	0.0048	0.0002	4.9%	0.0000
Volume	39,864	55,717	15,853	39.8%	231,926

Daily Pivots for day following 08-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9446	0.9418	0.9277
R3	0.9368	0.9340	0.9255
R2	0.9290	0.9290	0.9248
R1	0.9262	0.9262	0.9241	0.9276
PP	0.9212	0.9212	0.9212	0.9219
S1	0.9184	0.9184	0.9227	0.9198
S2	0.9134	0.9134	0.9220
S3	0.9056	0.9106	0.9213
S4	0.8978	0.9028	0.9191

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	0.9240	0.9068	0.0172	1.9%	0.0056	0.6%	97%	True	False	48,444
10	0.9240	0.9041	0.0199	2.2%	0.0047	0.5%	97%	True	False	44,552
20	0.9240	0.9035	0.0205	2.2%	0.0044	0.5%	97%	True	False	41,903
40	0.9240	0.8845	0.0395	4.3%	0.0052	0.6%	98%	True	False	50,163
60	0.9240	0.8845	0.0395	4.3%	0.0054	0.6%	98%	True	False	35,468
80	0.9240	0.8845	0.0395	4.3%	0.0056	0.6%	98%	True	False	26,670
100	0.9415	0.8845	0.0570	6.2%	0.0056	0.6%	68%	False	False	21,387
120	0.9545	0.8845	0.0700	7.6%	0.0052	0.6%	56%	False	False	17,836

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	0.9572
2.618	0.9444
1.618	0.9366
1.000	0.9318
0.618	0.9288
HIGH	0.9240
0.618	0.9210
0.500	0.9201
0.382	0.9192
LOW	0.9162
0.618	0.9114
1.000	0.9084
1.618	0.9036
2.618	0.8958
4.250	0.8831

Fisher Pivots for day following 08-May-2014
Pivot	1 day	3 day
R1	0.9223	0.9215
PP	0.9212	0.9196
S1	0.9201	0.9177

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

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