CME Canadian Dollar Future June 2014

Trading Metrics calculated at close of trading on 28-May-2014

Day Change Summary
	Previous	Current
	27-May-2014	28-May-2014	Change	Change %	Previous Week
Open	0.9195	0.9203	0.0008	0.1%	0.9197
High	0.9224	0.9218	-0.0006	-0.1%	0.9210
Low	0.9191	0.9181	-0.0010	-0.1%	0.9133
Close	0.9205	0.9185	-0.0020	-0.2%	0.9196
Range	0.0033	0.0037	0.0004	12.1%	0.0077
ATR	0.0042	0.0042	0.0000	-0.8%	0.0000
Volume	44,375	34,705	-9,670	-21.8%	191,165

Daily Pivots for day following 28-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9306	0.9282	0.9205
R3	0.9269	0.9245	0.9195
R2	0.9232	0.9232	0.9192
R1	0.9208	0.9208	0.9188	0.9202
PP	0.9195	0.9195	0.9195	0.9191
S1	0.9171	0.9171	0.9182	0.9165
S2	0.9158	0.9158	0.9178
S3	0.9121	0.9134	0.9175
S4	0.9084	0.9097	0.9165

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%	57%	False	False	40,841
10	0.9224	0.9133	0.0091	1.0%	0.0036	0.4%	57%	False	False	38,124
20	0.9240	0.9068	0.0172	1.9%	0.0042	0.5%	68%	False	False	42,281
40	0.9240	0.9017	0.0223	2.4%	0.0043	0.5%	75%	False	False	42,440
60	0.9240	0.8845	0.0395	4.3%	0.0050	0.5%	86%	False	False	43,912
80	0.9240	0.8845	0.0395	4.3%	0.0052	0.6%	86%	False	False	33,160
100	0.9390	0.8845	0.0545	5.9%	0.0055	0.6%	62%	False	False	26,580
120	0.9423	0.8845	0.0578	6.3%	0.0053	0.6%	59%	False	False	22,185

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9375
2.618	0.9315
1.618	0.9278
1.000	0.9255
0.618	0.9241
HIGH	0.9218
0.618	0.9204
0.500	0.9200
0.382	0.9195
LOW	0.9181
0.618	0.9158
1.000	0.9144
1.618	0.9121
2.618	0.9084
4.250	0.9024

Fisher Pivots for day following 28-May-2014
Pivot	1 day	3 day
R1	0.9200	0.9193
PP	0.9195	0.9190
S1	0.9190	0.9188

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

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