CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 21-May-2014

Day Change Summary
	Previous	Current
	20-May-2014	21-May-2014	Change	Change %	Previous Week
Open	0.9192	0.9163	-0.0029	-0.3%	0.9166
High	0.9193	0.9174	-0.0019	-0.2%	0.9208
Low	0.9154	0.9133	-0.0021	-0.2%	0.9144
Close	0.9173	0.9155	-0.0018	-0.2%	0.9196
Range	0.0039	0.0041	0.0002	5.1%	0.0064
ATR	0.0043	0.0043	0.0000	-0.4%	0.0000
Volume	41,409	45,846	4,437	10.7%	181,006

Daily Pivots for day following 21-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9277	0.9257	0.9178
R3	0.9236	0.9216	0.9166
R2	0.9195	0.9195	0.9163
R1	0.9175	0.9175	0.9159	0.9165
PP	0.9154	0.9154	0.9154	0.9149
S1	0.9134	0.9134	0.9151	0.9124
S2	0.9113	0.9113	0.9147
S3	0.9072	0.9093	0.9144
S4	0.9031	0.9052	0.9132

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	0.9133	0.0077	0.8%	0.0033	0.4%	29%	False	True	37,094
10	0.9240	0.9133	0.0107	1.2%	0.0043	0.5%	21%	False	True	41,973
20	0.9240	0.9041	0.0199	2.2%	0.0042	0.5%	57%	False	False	41,980
40	0.9240	0.8936	0.0304	3.3%	0.0046	0.5%	72%	False	False	44,726
60	0.9240	0.8845	0.0395	4.3%	0.0051	0.6%	78%	False	False	41,417
80	0.9240	0.8845	0.0395	4.3%	0.0054	0.6%	78%	False	False	31,190
100	0.9405	0.8845	0.0560	6.1%	0.0056	0.6%	55%	False	False	25,001
120	0.9435	0.8845	0.0590	6.4%	0.0053	0.6%	53%	False	False	20,867

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9348
2.618	0.9281
1.618	0.9240
1.000	0.9215
0.618	0.9199
HIGH	0.9174
0.618	0.9158
0.500	0.9154
0.382	0.9149
LOW	0.9133
0.618	0.9108
1.000	0.9092
1.618	0.9067
2.618	0.9026
4.250	0.8959

Fisher Pivots for day following 21-May-2014
Pivot	1 day	3 day
R1	0.9155	0.9172
PP	0.9154	0.9166
S1	0.9154	0.9161

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

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