CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 23-May-2014

Day Change Summary
	Previous	Current
	22-May-2014	23-May-2014	Change	Change %	Previous Week
Open	0.9156	0.9174	0.0018	0.2%	0.9197
High	0.9181	0.9201	0.0020	0.2%	0.9210
Low	0.9142	0.9162	0.0020	0.2%	0.9133
Close	0.9172	0.9196	0.0024	0.3%	0.9196
Range	0.0039	0.0039	0.0000	0.0%	0.0077
ATR	0.0043	0.0043	0.0000	-0.6%	0.0000
Volume	40,848	38,433	-2,415	-5.9%	191,165

Daily Pivots for day following 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9303	0.9289	0.9217
R3	0.9264	0.9250	0.9207
R2	0.9225	0.9225	0.9203
R1	0.9211	0.9211	0.9200	0.9218
PP	0.9186	0.9186	0.9186	0.9190
S1	0.9172	0.9172	0.9192	0.9179
S2	0.9147	0.9147	0.9189
S3	0.9108	0.9133	0.9185
S4	0.9069	0.9094	0.9175

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9411	0.9380	0.9238
R3	0.9334	0.9303	0.9217
R2	0.9257	0.9257	0.9210
R1	0.9226	0.9226	0.9203	0.9203
PP	0.9180	0.9180	0.9180	0.9168
S1	0.9149	0.9149	0.9189	0.9126
S2	0.9103	0.9103	0.9182
S3	0.9026	0.9072	0.9175
S4	0.8949	0.8995	0.9154

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%	0.0036	0.4%	82%	False	False	38,233
10	0.9210	0.9133	0.0077	0.8%	0.0034	0.4%	82%	False	False	37,217
20	0.9240	0.9047	0.0193	2.1%	0.0044	0.5%	77%	False	False	42,898
40	0.9240	0.9010	0.0230	2.5%	0.0044	0.5%	81%	False	False	43,371
60	0.9240	0.8845	0.0395	4.3%	0.0051	0.6%	89%	False	False	42,661
80	0.9240	0.8845	0.0395	4.3%	0.0053	0.6%	89%	False	False	32,176
100	0.9405	0.8845	0.0560	6.1%	0.0055	0.6%	63%	False	False	25,792
120	0.9423	0.8845	0.0578	6.3%	0.0053	0.6%	61%	False	False	21,527

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	0.9367
2.618	0.9303
1.618	0.9264
1.000	0.9240
0.618	0.9225
HIGH	0.9201
0.618	0.9186
0.500	0.9182
0.382	0.9177
LOW	0.9162
0.618	0.9138
1.000	0.9123
1.618	0.9099
2.618	0.9060
4.250	0.8996

Fisher Pivots for day following 23-May-2014
Pivot	1 day	3 day
R1	0.9191	0.9186
PP	0.9186	0.9177
S1	0.9182	0.9167

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

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