CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 27-May-2014

Day Change Summary
	Previous	Current
	23-May-2014	27-May-2014	Change	Change %	Previous Week
Open	0.9174	0.9195	0.0021	0.2%	0.9197
High	0.9201	0.9224	0.0023	0.2%	0.9210
Low	0.9162	0.9191	0.0029	0.3%	0.9133
Close	0.9196	0.9205	0.0009	0.1%	0.9196
Range	0.0039	0.0033	-0.0006	-15.4%	0.0077
ATR	0.0043	0.0042	-0.0001	-1.6%	0.0000
Volume	38,433	44,375	5,942	15.5%	191,165

Daily Pivots for day following 27-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9306	0.9288	0.9223
R3	0.9273	0.9255	0.9214
R2	0.9240	0.9240	0.9211
R1	0.9222	0.9222	0.9208	0.9231
PP	0.9207	0.9207	0.9207	0.9211
S1	0.9189	0.9189	0.9202	0.9198
S2	0.9174	0.9174	0.9199
S3	0.9141	0.9156	0.9196
S4	0.9108	0.9123	0.9187

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	0.9224	0.9133	0.0091	1.0%	0.0038	0.4%	79%	True	False	42,182
10	0.9224	0.9133	0.0091	1.0%	0.0035	0.4%	79%	True	False	38,579
20	0.9240	0.9057	0.0183	2.0%	0.0044	0.5%	81%	False	False	43,663
40	0.9240	0.9017	0.0223	2.4%	0.0044	0.5%	84%	False	False	43,078
60	0.9240	0.8845	0.0395	4.3%	0.0050	0.5%	91%	False	False	43,353
80	0.9240	0.8845	0.0395	4.3%	0.0053	0.6%	91%	False	False	32,728
100	0.9405	0.8845	0.0560	6.1%	0.0055	0.6%	64%	False	False	26,233
120	0.9423	0.8845	0.0578	6.3%	0.0053	0.6%	62%	False	False	21,896

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9364
2.618	0.9310
1.618	0.9277
1.000	0.9257
0.618	0.9244
HIGH	0.9224
0.618	0.9211
0.500	0.9208
0.382	0.9204
LOW	0.9191
0.618	0.9171
1.000	0.9158
1.618	0.9138
2.618	0.9105
4.250	0.9051

Fisher Pivots for day following 27-May-2014
Pivot	1 day	3 day
R1	0.9208	0.9198
PP	0.9207	0.9190
S1	0.9206	0.9183

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

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