CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 19-May-2014

Day Change Summary
	Previous	Current
	16-May-2014	19-May-2014	Change	Change %	Previous Week
Open	0.9182	0.9197	0.0015	0.2%	0.9166
High	0.9205	0.9210	0.0005	0.1%	0.9208
Low	0.9177	0.9188	0.0011	0.1%	0.9144
Close	0.9196	0.9193	-0.0003	0.0%	0.9196
Range	0.0028	0.0022	-0.0006	-21.4%	0.0064
ATR	0.0045	0.0044	-0.0002	-3.7%	0.0000
Volume	29,990	24,629	-5,361	-17.9%	181,006

Daily Pivots for day following 19-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9263	0.9250	0.9205
R3	0.9241	0.9228	0.9199
R2	0.9219	0.9219	0.9197
R1	0.9206	0.9206	0.9195	0.9202
PP	0.9197	0.9197	0.9197	0.9195
S1	0.9184	0.9184	0.9191	0.9180
S2	0.9175	0.9175	0.9189
S3	0.9153	0.9162	0.9187
S4	0.9131	0.9140	0.9181

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9375	0.9349	0.9231
R3	0.9311	0.9285	0.9214
R2	0.9247	0.9247	0.9208
R1	0.9221	0.9221	0.9202	0.9234
PP	0.9183	0.9183	0.9183	0.9189
S1	0.9157	0.9157	0.9190	0.9170
S2	0.9119	0.9119	0.9184
S3	0.9055	0.9093	0.9178
S4	0.8991	0.9029	0.9161

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9210	0.9144	0.0066	0.7%	0.0032	0.3%	74%	True	False	34,977
10	0.9240	0.9114	0.0126	1.4%	0.0045	0.5%	63%	False	False	42,952
20	0.9240	0.9035	0.0205	2.2%	0.0041	0.4%	77%	False	False	41,778
40	0.9240	0.8875	0.0365	4.0%	0.0047	0.5%	87%	False	False	44,722
60	0.9240	0.8845	0.0395	4.3%	0.0052	0.6%	88%	False	False	40,002
80	0.9240	0.8845	0.0395	4.3%	0.0054	0.6%	88%	False	False	30,108
100	0.9405	0.8845	0.0560	6.1%	0.0055	0.6%	62%	False	False	24,133
120	0.9450	0.8845	0.0605	6.6%	0.0053	0.6%	58%	False	False	20,141

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0007
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.9304
2.618	0.9268
1.618	0.9246
1.000	0.9232
0.618	0.9224
HIGH	0.9210
0.618	0.9202
0.500	0.9199
0.382	0.9196
LOW	0.9188
0.618	0.9174
1.000	0.9166
1.618	0.9152
2.618	0.9130
4.250	0.9095

Fisher Pivots for day following 19-May-2014
Pivot	1 day	3 day
R1	0.9199	0.9193
PP	0.9197	0.9192
S1	0.9195	0.9192

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

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