CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 20-May-2014

Day Change Summary
	Previous	Current
	19-May-2014	20-May-2014	Change	Change %	Previous Week
Open	0.9197	0.9192	-0.0005	-0.1%	0.9166
High	0.9210	0.9193	-0.0017	-0.2%	0.9208
Low	0.9188	0.9154	-0.0034	-0.4%	0.9144
Close	0.9193	0.9173	-0.0020	-0.2%	0.9196
Range	0.0022	0.0039	0.0017	77.3%	0.0064
ATR	0.0044	0.0043	0.0000	-0.8%	0.0000
Volume	24,629	41,409	16,780	68.1%	181,006

Daily Pivots for day following 20-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9290	0.9271	0.9194
R3	0.9251	0.9232	0.9184
R2	0.9212	0.9212	0.9180
R1	0.9193	0.9193	0.9177	0.9183
PP	0.9173	0.9173	0.9173	0.9169
S1	0.9154	0.9154	0.9169	0.9144
S2	0.9134	0.9134	0.9166
S3	0.9095	0.9115	0.9162
S4	0.9056	0.9076	0.9152

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	0.9149	0.0061	0.7%	0.0033	0.4%	39%	False	False	35,408
10	0.9240	0.9144	0.0096	1.0%	0.0041	0.5%	30%	False	False	41,375
20	0.9240	0.9035	0.0205	2.2%	0.0041	0.5%	67%	False	False	41,914
40	0.9240	0.8903	0.0337	3.7%	0.0046	0.5%	80%	False	False	44,658
60	0.9240	0.8845	0.0395	4.3%	0.0051	0.6%	83%	False	False	40,677
80	0.9240	0.8845	0.0395	4.3%	0.0054	0.6%	83%	False	False	30,620
100	0.9405	0.8845	0.0560	6.1%	0.0055	0.6%	59%	False	False	24,543
120	0.9450	0.8845	0.0605	6.6%	0.0053	0.6%	54%	False	False	20,485

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9359
2.618	0.9295
1.618	0.9256
1.000	0.9232
0.618	0.9217
HIGH	0.9193
0.618	0.9178
0.500	0.9174
0.382	0.9169
LOW	0.9154
0.618	0.9130
1.000	0.9115
1.618	0.9091
2.618	0.9052
4.250	0.8988

Fisher Pivots for day following 20-May-2014
Pivot	1 day	3 day
R1	0.9174	0.9182
PP	0.9173	0.9179
S1	0.9173	0.9176

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

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