CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 15-May-2014

Day Change Summary
	Previous	Current
	14-May-2014	15-May-2014	Change	Change %	Previous Week
Open	0.9161	0.9176	0.0015	0.2%	0.9102
High	0.9192	0.9208	0.0016	0.2%	0.9240
Low	0.9149	0.9174	0.0025	0.3%	0.9090
Close	0.9186	0.9187	0.0001	0.0%	0.9165
Range	0.0043	0.0034	-0.0009	-20.9%	0.0150
ATR	0.0048	0.0047	-0.0001	-2.0%	0.0000
Volume	37,415	43,597	6,182	16.5%	253,877

Daily Pivots for day following 15-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9292	0.9273	0.9206
R3	0.9258	0.9239	0.9196
R2	0.9224	0.9224	0.9193
R1	0.9205	0.9205	0.9190	0.9215
PP	0.9190	0.9190	0.9190	0.9194
S1	0.9171	0.9171	0.9184	0.9181
S2	0.9156	0.9156	0.9181
S3	0.9122	0.9137	0.9178
S4	0.9088	0.9103	0.9168

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	0.9237	0.9144	0.0093	1.0%	0.0044	0.5%	46%	False	False	44,428
10	0.9240	0.9068	0.0172	1.9%	0.0050	0.5%	69%	False	False	46,436
20	0.9240	0.9035	0.0205	2.2%	0.0041	0.4%	74%	False	False	41,501
40	0.9240	0.8845	0.0395	4.3%	0.0048	0.5%	87%	False	False	46,707
60	0.9240	0.8845	0.0395	4.3%	0.0053	0.6%	87%	False	False	39,131
80	0.9240	0.8845	0.0395	4.3%	0.0056	0.6%	87%	False	False	29,432
100	0.9406	0.8845	0.0561	6.1%	0.0056	0.6%	61%	False	False	23,593
120	0.9473	0.8845	0.0628	6.8%	0.0053	0.6%	54%	False	False	19,686

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9353
2.618	0.9297
1.618	0.9263
1.000	0.9242
0.618	0.9229
HIGH	0.9208
0.618	0.9195
0.500	0.9191
0.382	0.9187
LOW	0.9174
0.618	0.9153
1.000	0.9140
1.618	0.9119
2.618	0.9085
4.250	0.9030

Fisher Pivots for day following 15-May-2014
Pivot	1 day	3 day
R1	0.9191	0.9183
PP	0.9190	0.9180
S1	0.9188	0.9176

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

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