CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 12-May-2014

Day Change Summary
	Previous	Current
	09-May-2014	12-May-2014	Change	Change %	Previous Week
Open	0.9226	0.9166	-0.0060	-0.7%	0.9102
High	0.9237	0.9188	-0.0049	-0.5%	0.9240
Low	0.9153	0.9163	0.0010	0.1%	0.9090
Close	0.9165	0.9174	0.0009	0.1%	0.9165
Range	0.0084	0.0025	-0.0059	-70.2%	0.0150
ATR	0.0051	0.0049	-0.0002	-3.6%	0.0000
Volume	71,125	30,749	-40,376	-56.8%	253,877

Daily Pivots for day following 12-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9250	0.9237	0.9188
R3	0.9225	0.9212	0.9181
R2	0.9200	0.9200	0.9179
R1	0.9187	0.9187	0.9176	0.9194
PP	0.9175	0.9175	0.9175	0.9178
S1	0.9162	0.9162	0.9172	0.9169
S2	0.9150	0.9150	0.9169
S3	0.9125	0.9137	0.9167
S4	0.9100	0.9112	0.9160

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9615	0.9540	0.9248
R3	0.9465	0.9390	0.9206
R2	0.9315	0.9315	0.9193
R1	0.9240	0.9240	0.9179	0.9278
PP	0.9165	0.9165	0.9165	0.9184
S1	0.9090	0.9090	0.9151	0.9128
S2	0.9015	0.9015	0.9138
S3	0.8865	0.8940	0.9124
S4	0.8715	0.8790	0.9083

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9240	0.9114	0.0126	1.4%	0.0058	0.6%	48%	False	False	50,928
10	0.9240	0.9057	0.0183	2.0%	0.0053	0.6%	64%	False	False	48,746
20	0.9240	0.9035	0.0205	2.2%	0.0043	0.5%	68%	False	False	42,192
40	0.9240	0.8845	0.0395	4.3%	0.0052	0.6%	83%	False	False	49,234
60	0.9240	0.8845	0.0395	4.3%	0.0055	0.6%	83%	False	False	37,149
80	0.9240	0.8845	0.0395	4.3%	0.0056	0.6%	83%	False	False	27,936
100	0.9407	0.8845	0.0562	6.1%	0.0057	0.6%	59%	False	False	22,401
120	0.9545	0.8845	0.0700	7.6%	0.0053	0.6%	47%	False	False	18,684

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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9294
2.618	0.9253
1.618	0.9228
1.000	0.9213
0.618	0.9203
HIGH	0.9188
0.618	0.9178
0.500	0.9176
0.382	0.9173
LOW	0.9163
0.618	0.9148
1.000	0.9138
1.618	0.9123
2.618	0.9098
4.250	0.9057

Fisher Pivots for day following 12-May-2014
Pivot	1 day	3 day
R1	0.9176	0.9197
PP	0.9175	0.9189
S1	0.9175	0.9182

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

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