CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 13-May-2014

Day Change Summary
	Previous	Current
	12-May-2014	13-May-2014	Change	Change %	Previous Week
Open	0.9166	0.9170	0.0004	0.0%	0.9102
High	0.9188	0.9177	-0.0011	-0.1%	0.9240
Low	0.9163	0.9144	-0.0019	-0.2%	0.9090
Close	0.9174	0.9156	-0.0018	-0.2%	0.9165
Range	0.0025	0.0033	0.0008	32.0%	0.0150
ATR	0.0049	0.0048	-0.0001	-2.3%	0.0000
Volume	30,749	39,255	8,506	27.7%	253,877

Daily Pivots for day following 13-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9258	0.9240	0.9174
R3	0.9225	0.9207	0.9165
R2	0.9192	0.9192	0.9162
R1	0.9174	0.9174	0.9159	0.9167
PP	0.9159	0.9159	0.9159	0.9155
S1	0.9141	0.9141	0.9153	0.9134
S2	0.9126	0.9126	0.9150
S3	0.9093	0.9108	0.9147
S4	0.9060	0.9075	0.9138

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	0.9144	0.0096	1.0%	0.0049	0.5%	13%	False	True	47,342
10	0.9240	0.9068	0.0172	1.9%	0.0049	0.5%	51%	False	False	46,438
20	0.9240	0.9035	0.0205	2.2%	0.0043	0.5%	59%	False	False	42,411
40	0.9240	0.8845	0.0395	4.3%	0.0052	0.6%	79%	False	False	48,995
60	0.9240	0.8845	0.0395	4.3%	0.0054	0.6%	79%	False	False	37,799
80	0.9240	0.8845	0.0395	4.3%	0.0056	0.6%	79%	False	False	28,424
100	0.9406	0.8845	0.0561	6.1%	0.0057	0.6%	55%	False	False	22,792
120	0.9530	0.8845	0.0685	7.5%	0.0053	0.6%	45%	False	False	19,011

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9317
2.618	0.9263
1.618	0.9230
1.000	0.9210
0.618	0.9197
HIGH	0.9177
0.618	0.9164
0.500	0.9161
0.382	0.9157
LOW	0.9144
0.618	0.9124
1.000	0.9111
1.618	0.9091
2.618	0.9058
4.250	0.9004

Fisher Pivots for day following 13-May-2014
Pivot	1 day	3 day
R1	0.9161	0.9191
PP	0.9159	0.9179
S1	0.9158	0.9168

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

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