CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 22-May-2014

Day Change Summary
	Previous	Current
	21-May-2014	22-May-2014	Change	Change %	Previous Week
Open	0.9163	0.9156	-0.0007	-0.1%	0.9166
High	0.9174	0.9181	0.0007	0.1%	0.9208
Low	0.9133	0.9142	0.0009	0.1%	0.9144
Close	0.9155	0.9172	0.0017	0.2%	0.9196
Range	0.0041	0.0039	-0.0002	-4.9%	0.0064
ATR	0.0043	0.0043	0.0000	-0.7%	0.0000
Volume	45,846	40,848	-4,998	-10.9%	181,006

Daily Pivots for day following 22-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9282	0.9266	0.9193
R3	0.9243	0.9227	0.9183
R2	0.9204	0.9204	0.9179
R1	0.9188	0.9188	0.9176	0.9196
PP	0.9165	0.9165	0.9165	0.9169
S1	0.9149	0.9149	0.9168	0.9157
S2	0.9126	0.9126	0.9165
S3	0.9087	0.9110	0.9161
S4	0.9048	0.9071	0.9151

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%	0.0034	0.4%	51%	False	False	36,544
10	0.9237	0.9133	0.0104	1.1%	0.0039	0.4%	38%	False	False	40,486
20	0.9240	0.9041	0.0199	2.2%	0.0043	0.5%	66%	False	False	42,519
40	0.9240	0.8982	0.0258	2.8%	0.0045	0.5%	74%	False	False	44,261
60	0.9240	0.8845	0.0395	4.3%	0.0051	0.6%	83%	False	False	42,072
80	0.9240	0.8845	0.0395	4.3%	0.0053	0.6%	83%	False	False	31,697
100	0.9405	0.8845	0.0560	6.1%	0.0055	0.6%	58%	False	False	25,409
120	0.9423	0.8845	0.0578	6.3%	0.0053	0.6%	57%	False	False	21,207

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9347
2.618	0.9283
1.618	0.9244
1.000	0.9220
0.618	0.9205
HIGH	0.9181
0.618	0.9166
0.500	0.9162
0.382	0.9157
LOW	0.9142
0.618	0.9118
1.000	0.9103
1.618	0.9079
2.618	0.9040
4.250	0.8976

Fisher Pivots for day following 22-May-2014
Pivot	1 day	3 day
R1	0.9169	0.9169
PP	0.9165	0.9166
S1	0.9162	0.9163

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

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